4 Commits

Author	SHA1	Message	Date
AlexCatarino	1163f9c663	Extends OnBalanceVolume, ParabolicStopAndReverse and RegressionChannel Indicators With IIndicatorWarmUpPeriodProvider	2019-05-23 10:08:48 +01:00
AlexCatarino	95faf69c72	Addresses Peer-Review ... - Consistently use QuantConnect/Lean naming convention for method variables; - Use `IND(PARAM1,PARAM2, ..., PARAMN)` format for indicators. Indicators that are created by a helper method become: `IND(PARAM1,PARAM2, ..., PARAMN, SYMBOL_res)`. - Fixes `RegressionChannelTest`.	2019-05-14 21:52:10 +01:00
Martin Molinero	fb3e5bf6e7	Fix bolliger lower and upper bands double update ... - Lower and Upper bands from the BollingerBands indicator are a `CompositeIndicator` that gets updated automatically when both left and right are updated. So there is no need to update them again. Same happens in the `RegressionChannel` indicator. Adding unit tests.	2019-01-08 16:22:17 -03:00
Alexandre Catarino	47a75771c6	Implements the RegressionChannel indicator (#584) ... * Adds Intercept and Slope members in LeastSquareMovingAverage * Implements the RegressionChannel indicator The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Adds tests. * Renames Regression Channel properties Remove *Line from Regression Channel properties Adds reference * Adds RegressionChannelAlgorithm Adds RegressionChannelAlgorithm Minor changes on the indidicator Adds tests for the channels * Intercept and Slope becomes IndicatorBase instead of WindowIndicator * Fix LSMA Next Value calculation	2016-10-10 11:48:09 -04:00