QuantConnect equities strategy using a static or fundamental-filtered universe, technical entry signals, position sizing, and explicit stop-loss / take-profit targets.
This project expects QuantConnect's AlgorithmImports runtime. It is not a
standalone script.
- Create a QuantConnect project in the dashboard or with the
leanCLI. - Copy these Python files into the project root.
- Edit
config.pyfor dates, cash, universe, and strategy flags. - Run the backtest.
Local logic tests use a small QuantConnect stub:
pip install pytest
pytestSee LICENSE.