On LEAN the quiet backtest-killers are un-warmed indicators and History() look-ahead. Paste your QuantConnect algorithm (Python or C#) and we flag them — plus missing risk management — each with the exact fix. Correctness, not profitability.
Deterministic static analysis — runs on the server, code isn't stored. Correctness only, not profitability.
Paste your algorithm (Python or C#) here. The validator flags the LEAN-specific footguns: indicators created without SetWarmUp() and never guarded by IsReady (so early trades act on un-warmed values), History() reads that can include the still-forming bar, and orders placed with no stop or risk-management model. It's deterministic and doesn't run your code.
Before an indicator has enough data it returns 0 or partial values. If you trade on it before it's warmed up, those early decisions are meaningless — and the backtest result depends on when the warm-up ended. Call SetWarmUp(period) in Initialize and/or guard trading logic with `if not indicator.IsReady: return`.
No. The score measures code CORRECTNESS only — warm-up, look-ahead risk, and basic risk controls. It says nothing about profitability, and nothing here is a prediction or trading advice.
No. The analysis is deterministic static pattern-matching that runs on the server and returns the report — your code is not executed and not stored.