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)
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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
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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
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Closes #281
2016-02-09 16:51:30 -05:00
AlexCatarino
2963751e1c
Add custom chart line colors and scatter plot symbols
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Closes #95
Closes #266
2016-02-08 14:21:25 -05:00
Stefano Raggi
c834c3cbf3
Adds DoubleExponentialMovingAverage indicator
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Closes #273
2016-02-08 11:11:22 -05:00
Stefano Raggi
b8afc59880
Adds ChandeMomentumOscillator indicator
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Closes #272
2016-02-08 11:10:39 -05:00
Stefano Raggi
7042411d9f
Adds TrueRange indicator
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Closes #271
2016-02-08 11:10:38 -05:00
Stefano Raggi
1231db1068
Adds AccumulationDistribution and AccumulationDistributionOscillator indicators
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Closes #270
2016-02-08 11:09:56 -05:00
Michael Handschuh
b4ab2bba80
Fixes bug in CalculateOrderQuantity
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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
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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
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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
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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
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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
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We should prefer the FillModel/FeeModel/SlippageModel properties instead
2016-01-18 19:22:07 -05:00