1aee77e317
Merge branch 'trix-indicator' of https://github.com/StefanoRaggi/Lean into StefanoRaggi-trix-indicator
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Conflicts:
Algorithm/QCAlgorithm.Indicators.cs
Tests/QuantConnect.Tests.csproj
2016-03-22 10:56:26 -04:00
e54d0f7d5d
Merge branch 'ultosc-indicator' of https://github.com/StefanoRaggi/Lean into StefanoRaggi-ultosc-indicator
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Conflicts:
Algorithm/QCAlgorithm.Indicators.cs
2016-03-22 10:54:11 -04:00
ab44f5f18e
Fixes typo in xml doc comment
2016-03-21 21:57:29 +01:00
1a797a5c42
Adds MidPoint indicator (MIDPOINT)
2016-03-21 21:20:11 +01:00
4dd9f2cf14
Adds Trix indicator (TRIX)
2016-03-20 11:31:38 +01:00
cd5f032b9d
Adds Ultimate Oscillator indicator (ULTOSC)
2016-03-19 23:09:18 +01:00
b688fc3598
Adds Kaufman Adaptive Moving Average indicator (KAMA)
2016-03-07 23:22:37 +01:00
2483ef60df
Adds Average Directional Movement Index Rating indicator (ADXR)
2016-03-01 19:48:31 +01:00
2545010cd3
Adds CurrentBar get property to HeikinAshi indicator
2016-02-19 03:33:28 +01:00
aed31706ad
Adds Heikin-Ashi indicator
2016-02-19 03:01:39 +01:00
9b1cc7388a
Adds Normalized Average True Range indicator (NATR)
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Closes #285
2016-02-15 14:51:34 -05:00
c8e1b7a29e
Changed volume factor default to 0.7 in T3 indicator
2016-02-12 23:07:02 +01:00
27557704d1
Adds default volume factor = 1 to QCAlgorithm.T3 method
2016-02-12 21:46:39 +01:00
03f43015e7
Adds T3 Moving Average indicator
2016-02-12 21:46:39 +01:00
fc6848a029
Adds missing QCAlgorithm indicator methods
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Closes #283
2016-02-12 10:59:11 -05:00
287ca5d01a
Adds RateOfChangeRatio indicator
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Closes #282
2016-02-12 10:56:54 -05:00
6a5d24a1c5
Adds QCAlgorithm methods for TEMA and TRIMA indicators
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Closes #281
2016-02-09 16:51:30 -05:00
c834c3cbf3
Adds DoubleExponentialMovingAverage indicator
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Closes #273
2016-02-08 11:11:22 -05:00
b8afc59880
Adds ChandeMomentumOscillator indicator
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Closes #272
2016-02-08 11:10:39 -05:00
7042411d9f
Adds TrueRange indicator
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Closes #271
2016-02-08 11:10:38 -05:00
1231db1068
Adds AccumulationDistribution and AccumulationDistributionOscillator indicators
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Closes #270
2016-02-08 11:09:56 -05:00
ae048623cf
Adds Variance indicator
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Closes #267
2016-02-04 17:18:13 -05:00
61ef941597
Adds Balance Of Power indicator
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Closes #263
2016-02-04 12:57:18 -05:00
ad2a12c339
Adds RegisterIndicator TimeSpan overload
2015-12-21 13:34:15 -05:00
e22fc9e46b
Change QCAlgorithm.ResolveConsolidator to public
2015-12-21 13:34:14 -05:00
2b4ccbd3d8
Doc fix for KCH helper
2015-11-23 13:43:09 -05:00
9b898d5eb4
Use Symbol.ToString in CreateIndicatorName
2015-11-23 13:05:42 -05:00
9e660ffcbe
Remove usages of Symbol implicits from non-algorithm projects
2015-11-18 18:15:31 -05:00
7b6c82841f
Initial implementation of SecurityIdentifier
2015-11-12 13:55:42 -05:00
e29236cc2d
Remove reliance on Symbol implcits from core libraries
2015-11-12 13:55:39 -05:00
a4f44ada54
LSMA indicator and test added.
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Momersion small changes and fixes:
- Name changed to MomersionIndicator
- Conditional to avoid division by zero and estimations with few real observations in case of forward filled data added.
MomersionTest update IPython notebook test address.
2015-10-28 12:18:26 -04:00
c67ff638f4
Renames Symbol.SID to Symbol.Permtick
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Coming soon we'll have a full SID system, so renames to make backwards compatibility easier
2015-09-20 23:14:53 -04:00
788b598b6d
Parabolic SAR indicator
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Added new PSAR indicator and associated helper method and test.
The PSAR implementation is based on the TA-Lib project implementation.
Included test use the provided spy_parabolic_SAR.txt data.
PR #165
2015-09-16 11:41:05 -04:00
65f75708bb
Initial implementation of IHistoryProvider
2015-09-15 15:40:09 -04:00
b79431a8c9
Creates the Keltner Channel indicators with KCH short code
2015-09-14 16:44:24 -04:00
e1938baafe
Clean up using directives
2015-09-01 22:17:35 -04:00
df79ce30c2
Adds the Symbol type
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This includes updating all usages of symbol as a security identifier to use the new type.
The type includes a unique field, SID, as well as the current ticker's value. This allows
for consistent addressability while also allowing the ticker to evolve over time with the
mapping changes.
Effort was made to maintain compile and runtime backwards compatibility.
2015-09-01 22:17:10 -04:00
f4a016d679
created log return indicator and tests
2015-08-25 16:23:03 -04:00
b0287b529c
Merge pull request #151 from adriantorrie/issue-150/asymmetric-donchian-channel
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Add DonchianChannel constructor overload
Thanks @adriantorrie for the great contribution!
2015-08-19 17:30:48 -04:00
121aa55664
Add overload helper method in QCAlgorithm for DonchianChannel indicator
2015-08-18 21:21:38 +10:00
1a8feaeb60
Remove IsTradeBar/HasVolume from API methods
2015-08-12 14:54:17 -04:00
9502138167
Simplify DynamicDataConsolidator constructors/impl
2015-08-12 14:36:20 -04:00
7dc00cb2f8
Add Identity overload for TimeSpan
2015-08-01 13:30:45 -04:00
9658bedc59
Overload RegisterIndicator to take TimeSpan
2015-08-01 13:06:45 -04:00
0d48732546
Misc fixes
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Send isLiveMode directly into data readers instead of resolving from data feed endpoint
Added some expression extensions, AsEnumerable() :)
Fixed Identity names, added optional name parameter for deconflicting
2015-07-09 22:44:12 -04:00
85c8cfa3a2
Added XML documentation for Ichimoku indicator
2015-06-26 11:22:11 +08:00
f1d566fdd3
Added ichimoku indicator
2015-06-26 10:41:27 +08:00
3636124c5e
Misc edits from code review
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Removed unused BaseDataFeed and IQFeedDataFeed
Add catch for NullReferenceException in stream store
ConsoleSetupHandler now throws on live jobs, use BrokerageSetupHandler
Renamed/moved FixedSizedQueue to Util\FixedSizeQueue
2015-06-18 17:19:36 -04:00
cd7bc2d8d3
Add Identity helper with resolution, improve indicator name
2015-06-17 22:34:03 -04:00
fde0cbed3a
Strip out block quote section header comments
2015-06-13 16:04:27 -04:00
Michael Handschuh