QuantConnect Lean Adds Warm-Up Feature for RelativeDailyVolume Indicator

QuantConnect's open-source algorithmic trading engine Lean has added a custom warm-up feature for the RelativeDailyVolume indicator. This update allows indicato

QuantConnect Lean — C#/Python Backtesting & Live Engine · Release 18155 · 2026-10-02

QuantConnect's open-source algorithmic trading engine Lean has added a custom warm-up feature for the RelativeDailyVolume indicator. This update allows indicators to be prepared before backtests begin. Available in both C# and Python, it supports both live trading and backtesting environments.

weltiq perspective: By resolving the initial data shortage issue for strategies using the RelativeDailyVolume indicator during backtests, weltiq users can obtain more accurate paper trading and backtesting results.

Release Notes Excerpt

Allow RelativeDailyVolume to be warmed up through a user-defined Warm…

Source: https://github.com/QuantConnect/Lean/releases/tag/18155