✅ Milestone 1 — Deliverable Summary
Objective: Convert your TradingView oscillator logic into QuantConnect (Python), support per-
stock customization, and confirm the strategy performs similarly to TradingView.
1️⃣ QuantConnect Strategy File (main_algorithm.py)
A complete QuantConnect script in Python using your oscillator logic:
Handles entry and exit signals based on oscillator thresholds.
Implements per-stock oscillator settings (lookback, cycle, smoothing, resolution).
Uses a RollingWindow + smoothed oscillator logic.
Supports long and short signals (optional to restrict if desired).
Has 2–3 test stocks (e.g., AAPL, MSFT, NVDA) preloaded.
✅ You will be able to run a backtest on QuantConnect (cloud or local Research IDE) with this file.
2️⃣ Symbol Config Dictionary (symbol_config)
A dict or external file like symbol_config.json that looks like:
python
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self.symbol_config = {
"AAPL": {"lookback": 20, "cycle": 10, "smoothing": 0.2, "resolution": 45},
"MSFT": {"lookback": 30, "cycle": 12, "smoothing": 0.3, "resolution": 60},
"NVDA": {"lookback": 25, "cycle": 15, "smoothing": 0.25, "resolution": 45}
}
✅ You or an AI can later modify this without changing core code.
3️⃣ Signal Output Log
Internal self.Debug() logs showing:
Entry/exit signals
Oscillator values
Stock symbol and timestamp
Example:
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2025-08-06 10:15:00: LONG AAPL @ 212.53 (Oscillator: -1.01)
2025-08-06 11:00:00: SELL AAPL @ 215.92 (Oscillator: +1.05)
✅ This lets you compare timestamps and trades directly with your TradingView strategy.
4️⃣ Audit Checklist: TradingView vs. QuantConnect
A markdown file or PDF like this:
vbnet
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📝 TradingView-to-QuantConnect Audit Checklist
✅ Strategy logic replicated in QuantConnect
✅ Oscillator smoothing and thresholds configurable
✅ Entry/Exit points match TV ~95% on test symbols
✅ Strategy uses per-symbol config
✅ Backtest runs successfully on QC
✅ This helps you (or a 3rd party auditor) confirm strategy logic is correct
What You Can Do After This Milestone
Confirm oscillator strategy runs in QC, matches TV, and is easily adjustable per symbol.
Modify rules per symbol (e.g., smoothing, thresholds).
Begin backtesting different parameter sets.
Use debug log to compare execution timing with TradingView.
📁 What You’ll Physically Receive
File Purpose
main_algorithm.py Core QC Python script
symbol_config.json or inline dict Oscillator settings per symbol
trade_log.txt or console logs Debug output of trade activity
tv_qc_audit_checklist.md Validation list for audit comparison
