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Sorry Google does not really help to find the Lean Engine. Here is the link to it: https://lean.quantconnect.com/

I write it in C#, I was going to use Lean Engine, which is open source, but they also do not let use universe. Lean Engine is going to let you add universes soon but maybe a few weeks, and when it added I am still not sure if it does what I need it to so I am write my own. I already...

I know python is popular in financial coding but wow it does suck. R is tiny bit better, so I think go with that if you can only choose the two.

FYI I ahve a similar strategy, I try using Multicharts but up drop it because you can not dynamically select your universe by algorithm. I end up have to write my own program. I can not use IB data because their pacing violations suck and booster packs do not help history violations.

I haven't participated, but I have family in Thailand and the popular opinion there is that you can't compete because of all the insider trading. That's why I'm too afraid of participating in other markets. I don't know what the corruption arbitrage cost is to me. Not saying there isn't...

Related question, If I submit a GTC Limit Order at 09:20am, Does that have the opportunity to participate in the open?

Thanks, IB's page on this doesn't mention limitations at the open. https://www.interactivebrokers.com/en/software/am/am/manageaccount/paper_trading_limitations.htm But if you don't see any naive mistake in my method, that's probably it! Thank you.

Hello, I am trying to figure out how to "get in on the opening trade". I have a paper trading account at IB I'm using for testing. I created a Limit on Open (OPG Limit) order, Buy 100 @ $9.90/share, submitted at 09:20 EST. When the open comes around my trade isn't executed, even though...