dc7865c4d5
Amend variable name 'donchianChannel' on QCAlgorithmn.Indicator
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Amend variable name on 'donchianChannel' on QCAlgorithmn.Indicator
2015-06-04 22:51:35 +10:00
efbac9215d
Implemented Donchian Channel indicator with accompanying tests
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Implemented Donchian Channel indicator with accompanying tests
2015-06-04 22:48:29 +10:00
641d643cc3
Throw error from ResolveConsolidator if requested res too high
2015-06-03 11:19:55 -04:00
cf5efba946
Fix superfluous comments.
2015-05-20 00:49:53 +10:00
696eed5b4a
Implemented minor fixes to conform to standards.
2015-05-20 00:47:53 +10:00
526ca0292b
Implemented the Average Directional Index Indicator with accompanying test data and unit tests.
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Implemented the Average Directional Index Indicator with accompanying
test data and unit tests.
2015-05-19 23:07:17 +10:00
0478490e62
Added helper overload for STO, fix comments
2015-05-17 15:27:43 -04:00
a449048de2
Added Stochastic helper method
2015-05-17 15:24:38 -04:00
ac3b51ca83
Rename OnBalanceVolume helper method to OBV
2015-05-17 14:21:43 -04:00
89b6e98af8
Fixes warnings mostly relating to xml comments
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Also cleans up some block comments
Via PR#72 - thanks @ammachado!
2015-05-13 10:56:47 -04:00
aa4d08931d
Merge pull request #77 from bizcad/issue-74/second-try
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Closes #74 - Linear Weighted Moving Average
Thanks @bizcad for the awesome contribution!
2015-05-04 19:47:23 -04:00
b9b6c12ae6
Mark symbol name for indicator data points
2015-05-04 19:43:49 -04:00
3831e9340f
update for LWMA
2015-05-01 17:02:16 -07:00
fde1ce0750
wording change evenly to linearly in QCAlgorithm.Indicators
2015-05-01 14:11:07 -07:00
e27a93ee60
Added WeightedMovingAverage Indicator including, MovingAverageType, tests and registration.
2015-05-01 12:14:25 -07:00
fa3d61f522
Merge pull request #73 from kaffeebrauer/master
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Closes #46 - Added On Balance Volume Indicator
Thanks @kaffeebrauer for an awesome contribution!
2015-04-29 09:29:21 -04:00
a2838bc240
Adds identity indicator helper function
2015-04-28 15:54:32 -04:00
c830420a65
Removed identity indicator on OBV
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Removed identity indicator on OBV
Added missing comments.
2015-04-29 01:41:23 +10:00
67620b4d13
Added On Balance Volume Indicator
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Added On Balance Volume Indicator
Added On Balance Volume Indicator related tests.
2015-04-28 21:13:17 +10:00
4c352dd756
Implementation of WILR indicator. Modifies MAX, MIN and AROON indcators to make WILR and AROON work.
2015-04-22 11:53:22 -03:00
3d6640b455
Adds overload for ResolveConsolidator
2015-04-21 10:28:23 -04:00
6bfc70dfe8
Implementation of ROC and ROCP indicators. Modification od MOMP indicator.
2015-04-16 18:27:14 -04:00
3beb76db03
Adds optional selectors to indicator helper funcs
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Also adds IndicatorSuiteAlgorithm showcasing usage of selectors vs not using them, as well as custom data indicator support
2015-04-02 11:53:56 -04:00
272af78a26
Random clean-up + multiple symbol consolidators example
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Cleaned up ResolveConsolidator try/catch
Cleaned up some names/comments
Modified error message
Updated to allow more derived types pass check
Example algo for consolidators on multiple symbols
2015-03-24 21:02:08 -04:00
519969b2f2
Banner and comment clean up
2015-03-14 21:03:43 -04:00
ef04c41f59
Adds DynamicDataConsolidator and uses in ResolveConsolidator
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Also renamed example algorithm filenames to match the type name
2015-03-14 15:43:24 -04:00
47a2e64eac
Hook up new consolidators in ResolveConsolidator method
2015-03-14 12:59:00 -04:00
ad9509e682
Add helper function for money flow index
2015-03-09 22:47:37 -04:00
6f4ca1fe2a
add cci helper to algorithm indicators
2015-02-28 17:22:10 -05:00
3fdc38ad35
Added a selector to the BB Register indicator so it worked with TradeBars
2015-02-04 19:49:55 -03:00
fc66883f29
Fixed issues from PR code review
2015-02-03 07:42:44 +13:00
0715dfe4d5
Added StandardDeviation and BollingerBands to QCAlgorithm.Indicators.cs
2015-02-02 08:01:22 +13:00
4342167449
Fixes #18 - Ambiguous call to RegisterIndicator
2015-01-24 21:49:51 -03:00
22932433cf
Update RegisterIndicator for 1D indicators to accept selector
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Previously we weren't allowing the user to input a selector for 1D data points unless they jumped through some hoops. With this change we can now easily specify a selector for our 1D data via code like the following:
RegisterIndicator(symbol, indicator, resolution, selector);
2015-01-16 20:15:40 -05:00
b39f1dd35b
Set default value for 'selector' in RegisterIndicator
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We previously were requiring this, but it makes sense to default to the BaseData.Value property if the user doesn't specify a selector.
2015-01-16 02:20:30 -05:00
6b6e547695
Adds better support for custom data indicators
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When resolving a default consolidator we'll now always use identity IF the resolution was not specified or if it matches the subscription's resolution. The idea here being if they're the same then we can safely assume that we don't need to aggregate/transform the data in any way and just pipe the .Value to the indicator for every piece of data we get.
This allows the 1D short code indicator functions to work (EMA, SMA, MACD, RSI, ect..)
2015-01-16 02:12:12 -05:00
c6aaebc79d
Fix for indicators to support custom data based on TradeBar class
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Custom HLOCV data that inherits fomr TradeBar class does now support
auto-updates auf indicators.
2015-01-13 09:07:06 +01:00
e4481d7614
Adds the AverageTrueRange indicator and the ATR helper function in QCAlorithm.
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Also added test to compare against external data
2015-01-12 21:52:48 -05:00
b3de520915
Initial commit
2015-01-12 12:03:33 -03:00
David Hsieh