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Lean

QuantConnect / Lean

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Missing BasicTemplateFutureOptionsAlgorithm

AlexCatarino
AlexCatarino commented Apr 15, 2021

Expected Behavior

Lean should include a basic template for every security type.

Actual Behavior

Missing BasicTemplateFutureOptionsAlgorithm

Potential Solution

Add C# and Py BasicTemplateFutureOptionsAlgorithm. Since it's an Options algorithm, it should include Greeks and Implied Volatility. I think this GH issue might lead to others, because of the setting of `Volatilit

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s-brez / trading-server

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A multi-asset, multi-strategy, event-driven trade execution and management platform for running many algorithms/bots at many venues simultaneously with unified risk management and reporting. Uses MongoDB for storage and Telegram for user notifications/trade consent.

mongodb telegram trading trading-bot algo-trading forex cryptocurrency derivatives trading-platform technical-analysis futures algorithmic-trading backtest quantitative-trading bitmex backtesting binance portfolio-management trading-execution ftx
  • Updated Mar 9, 2021
  • Python
Stock.Indicators

DaveSkender / Stock.Indicators

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Stock indicator technical analysis library package for .NET. Send in historical price quotes and get back desired technical indicators. Nothing more. It can be used in any market analysis software using standard OHLCV price quotes for equities, commodities, forex, cryptocurrencies, and others. We had trading algorithms, machine learning, and charting systems in mind when originally creating this community library.

package nuget forex cryptocurrency stock-market dotnet-core stock-indicators quantitative-finance technical-analysis algorithmic-trading equities technical-indicators indicators stock-analysis backtesting commodities stock-trading historical-quotes
  • Updated Jun 2, 2021
  • C#
PyTrader-python-mt4-mt5-trading-api-connector-drag-n-drop

TheSnowGuru / PyTrader-python-mt4-mt5-trading-api-connector-drag-n-drop

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End-to-End solution connecting Metatrader4 & Metatrader5 💹 with Python with a simple drag and drop EA. Fully tested bug free & efficient solution for live & paper trading⭐ Full Documentation ready. Lightweight, efficient and stable implementations 🔥

trading websockets forex fx metatrader strategies forex-trading metatrader5 mt5 mt4-dde metatrader-4 mt5-gateways mt5-api mt4-api mt5script mt5-platform mt5webapi mt5-python orders-mt5
  • Updated May 26, 2021
  • Python

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