Coming from QuantConnect

What is the same#

A LEAN algorithm is a class with event handlers. A Forge strategy is a class too, and compute returns signals for every bar at once, with optional hooks for events. Both are Python.

What is different#

• Data arrives as arrays. LEAN calls OnData with a slice for each bar. Forge hands compute the whole history as arrays, and the engine applies the signals.
• Indicators are functions. LEAN registers an indicator and feeds it through a consolidator. Forge calls ta.rsi(close, period) on an array, and a slower series is d.tf("H4").
• Warm-up is declared. An indicator states its own warm-up, and a strategy does not trade on values that are still missing.
• Time is UTC. LEAN's clock follows the time zone you set.

The traps page lists the mistakes that cost the most.

Where to start#

Read From LEAN first, then warm-up and broker time and the trading day. Then write your first indicator.

LEAN names, in Forge#