Hi everyone, I am currently migrating a strategy from **TradingView/Pine Script** to a more robust environment to solve for execution lag and backtesting accuracy issues.
I have begun implementing the logic in **QuantConnect** using their **Lean engine**. While I am utilizing **Mia AI** and **Gemini** to help bridge the gap between Pine Script and C#/Python, I am hitting a bit of a learning curve regarding \[Insert a specific thing, e.g., "data feed integration" or "handling custom consolidators"\].
Before I dive deeper into the QuantConnect ecosystem:
1. For those who moved from Pine Script, did you find the QuantConnect API's complexity worth the trade-off vs. something like a custom Python/IBKR setup?
2. Are there specific "gotchas" in the Lean engine that a Pine Script user should be aware of early on?
Thanks for the insights.