Commit Graph

1000 Commits

Author SHA1 Message Date
Stefano Raggi bbdd3dc5c1 Adds ClosingMarubozu candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi 2bb8bdc3ff Adds Breakaway candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi 0023b61e73 Adds BeltHold candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi df717882d0 Adds AdvanceBlock candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi d82812e1f9 Adds AbandonedBaby candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi ef60e4bcda Adds ThreeWhiteSoldiers candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi ab0544a69b Adds ThreeStarsInSouth candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi 36e2ba6fdf Adds ThreeOutside candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi 62b9e6e187 Adds ThreeLineStrike candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi 4d9ddc7f72 Moved QCAlgorithm pattern helpers to CandlestickPatterns class 2016-02-24 00:56:54 +01:00
Stefano Raggi 9b95b175e2 Adds ThreeInside candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi 65ba521d38 Adds ThreeBlackCrows candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi f7ecb9e759 Adds TwoCrows candlestick pattern indicator 2016-02-24 00:56:54 +01:00
Stefano Raggi 2545010cd3 Adds CurrentBar get property to HeikinAshi indicator 2016-02-19 03:33:28 +01:00
Stefano Raggi aed31706ad Adds Heikin-Ashi indicator 2016-02-19 03:01:39 +01:00
Michael Handschuh dbcc672540 Simplify PreOrderChecksImpl 2016-02-16 13:26:08 -05:00
Michael Handschuh a6a6699b3a Removes Cfd.QuoteCurrencySymbol/Forex.QuoteCurrencySymbol 2016-02-16 13:26:03 -05:00
Stefano Raggi 9b1cc7388a Adds Normalized Average True Range indicator (NATR)
Closes #285
2016-02-15 14:51:34 -05:00
Stefano Raggi c8e1b7a29e Changed volume factor default to 0.7 in T3 indicator 2016-02-12 23:07:02 +01:00
Stefano Raggi 27557704d1 Adds default volume factor = 1 to QCAlgorithm.T3 method 2016-02-12 21:46:39 +01:00
Stefano Raggi 03f43015e7 Adds T3 Moving Average indicator 2016-02-12 21:46:39 +01:00
Stefano Raggi fc6848a029 Adds missing QCAlgorithm indicator methods
Closes #283
2016-02-12 10:59:11 -05:00
Stefano Raggi 287ca5d01a Adds RateOfChangeRatio indicator
Closes #282
2016-02-12 10:56:54 -05:00
Stefano Raggi 6a5d24a1c5 Adds QCAlgorithm methods for TEMA and TRIMA indicators
Closes #281
2016-02-09 16:51:30 -05:00
AlexCatarino 2963751e1c Add custom chart line colors and scatter plot symbols
Closes #95
Closes #266
2016-02-08 14:21:25 -05:00
Stefano Raggi c834c3cbf3 Adds DoubleExponentialMovingAverage indicator
Closes #273
2016-02-08 11:11:22 -05:00
Stefano Raggi b8afc59880 Adds ChandeMomentumOscillator indicator
Closes #272
2016-02-08 11:10:39 -05:00
Stefano Raggi 7042411d9f Adds TrueRange indicator
Closes #271
2016-02-08 11:10:38 -05:00
Stefano Raggi 1231db1068 Adds AccumulationDistribution and AccumulationDistributionOscillator indicators
Closes #270
2016-02-08 11:09:56 -05:00
Michael Handschuh b4ab2bba80 Fixes bug in CalculateOrderQuantity
This method wasn't taking into account contract multipler or conversion rates, now uses a 'unitPrice' instead of the price of the security for the iteration
2016-02-04 20:45:55 -05:00
Michael Handschuh 7a7b77cae1 Update Order.GetValue to take a Security
Previously the get value functions were not respecting various conversion rates and contract multipliers
2016-02-04 19:56:26 -05:00
Michael Handschuh 983e5fd20b Remove redundant SecurityType Order.ctor argument 2016-02-04 17:59:35 -05:00
Stefano Raggi ae048623cf Adds Variance indicator
Closes #267
2016-02-04 17:18:13 -05:00
Michael Handschuh 1d07e5d31a Move IBrokerageFactory.DefaultMarkets to IBrokerageModel 2016-02-04 13:27:53 -05:00
Stefano Raggi 61ef941597 Adds Balance Of Power indicator
Closes #263
2016-02-04 12:57:18 -05:00
Stefano Raggi f7f4e961e4 Update SecurityManager.CreateSecurity overload to take a SymbolProperties argument 2016-02-01 23:33:55 +01:00
Stefano Raggi 49a8dd73ed Resolved merge conflicts 2016-01-30 00:26:54 +01:00
Michael Handschuh 40d47d5523 Set c# language version to 5.0 2016-01-29 17:41:20 -05:00
Michael Handschuh 5e97017fe3 Remove usages of SecurityExchange.MarketOpen/MarketClose properties 2016-01-29 12:29:03 -05:00
Stefano Raggi 932b757a1b Remove Cfd.GetQuoteCurrency(Symbol) 2016-01-24 16:29:52 +01:00
Stefano Raggi 6a381a990e Adds SymbolPropertiesDatabase argument to SecurityManager.CreateSecurity 2016-01-23 00:03:50 +01:00
Stefano Raggi f5d2eb0b8a Adds symbol properties database loading in QCAlgorithm 2016-01-22 23:49:41 +01:00
Stefano Raggi 1374a7985f Adds CFD support to QCAlgorithm.PreOrderChecksImpl 2016-01-20 22:12:42 +01:00
Michael Handschuh 4783a1ace9 Calls to SetBrokerageModel create new SecurityInitializer
... unless SetSecurityInitializer has been called (explcitily set by user),
in which case we'll respect what the user passed in.
2016-01-19 15:33:29 -05:00
Michael Handschuh 473a3a6dc5 Extact IBrokerageModel factory method from enum 2016-01-19 15:24:28 -05:00
Michael Handschuh d4131317cc Adds SetSecurityInitializer helpers in QCAlgorithm 2016-01-19 15:18:08 -05:00
Michael Handschuh fc0bc11909 Move IAlgorithm.AccountType->IBrokerageModel.AccountType 2016-01-19 15:12:15 -05:00
Michael Handschuh 7fb2073fab Invoke ISecurityInitializer in Security.CreateSecurity
This removes the SetupHandler.UpdateModels(...) method which used the brokerage
model to set fill/fee/slippage/settlement models. This will also allow the
removal of flags indicating that the user has set certain Security properties
2016-01-19 13:13:00 -05:00
Michael Handschuh 55586ef819 Adds SecurityInitializer to IAlgorithm 2016-01-19 12:42:36 -05:00
Michael Handschuh 5200791de0 Remove some usages of Security.TransactionModel
We should prefer the FillModel/FeeModel/SlippageModel properties instead
2016-01-18 19:22:07 -05:00