One who understands Python codes and has worked on algorithms using Quantopian and Quantconnect.
Total strategy is about 225 lines including comment etc. Very small program.
It is just a step for me to work in quanconnect.
I have a small strategy written in Python using Quantopian. Now I want to rewrite the same strategy using Quantconnect. The conversion only needs library skills of Quantopian and Quantconnect. Rest of logic are already there written in Python.
The stretegy includes filtering of stock by morningstar sector. Since there is no sector filter in Quantconnect, so it also requires to make an external csv file. If the csv file is automatically updated, it would be perfect.
Also, you are required to simply the logic to call data faster.
For example, in quantopian:
ma8 = [login to view URL](stock,'price',8,'1d').mean()
ma20 = [login to view URL](stock,'price',20,'1d').mean()
ma50 = [login to view URL](stock,'price',50,'1d').mean()
ma100 = [login to view URL](stock,'price',100,'1d').mean()
Some Data is repeatedly called four times. The best way is to only call 100 days data and rearrange the logic.
You are also encouraged to read the below post where shows the quantopian and quanconnect difference:
[login to view URL]
For example, the history calling in quantconnect may not include the latest bar today while that in quantopian includes.
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