Commit Graph

162 Commits

Author SHA1 Message Date
mattmast ad9509e682 Add helper function for money flow index 2015-03-09 22:47:37 -04:00
mattmast 6f4ca1fe2a add cci helper to algorithm indicators 2015-02-28 17:22:10 -05:00
Jared Broad 3fdc38ad35 Added a selector to the BB Register indicator so it worked with TradeBars 2015-02-04 19:49:55 -03:00
Michael Ourednik fc66883f29 Fixed issues from PR code review 2015-02-03 07:42:44 +13:00
Michael Ourednik 0715dfe4d5 Added StandardDeviation and BollingerBands to QCAlgorithm.Indicators.cs 2015-02-02 08:01:22 +13:00
snugs 4342167449 Fixes #18 - Ambiguous call to RegisterIndicator 2015-01-24 21:49:51 -03:00
snugs 22932433cf Update RegisterIndicator for 1D indicators to accept selector
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
snugs b39f1dd35b Set default value for 'selector' in RegisterIndicator
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
snugs 6b6e547695 Adds better support for custom data indicators
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
clanghir c6aaebc79d Fix for indicators to support custom data based on TradeBar class
Custom HLOCV data that inherits fomr TradeBar class does now support
auto-updates auf indicators.
2015-01-13 09:07:06 +01:00
snugs e4481d7614 Adds the AverageTrueRange indicator and the ATR helper function in QCAlorithm.
Also added test to compare against external data
2015-01-12 21:52:48 -05:00
Jared Broad b3de520915 Initial commit 2015-01-12 12:03:33 -03:00