1 Commits

Author SHA1 Message Date
IlshatGaripov c384fe0e2a Implements PivotPointsHighLow indicator + tests (#5352)
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* Implements PivotPointsHighLow indicator + tests

# Conflicts:
#	Tests/QuantConnect.Tests.csproj

* Some fixes

* Refactoring + Adds NewPivotPointFormed event

* Fixing tests

* Some fixes for the Get methods to not throw when points array is empty

* To address review + more fixes

* Fixing xml comments typos

* Implements separate rolling windows to calculate highs and low

* Makes the number of last stored indicator values as an input parameter

* Overrides Reset()

* Adds a helper method

* Change numerical return to Enum types

* Changes IsReady condition :

the indicator is ready and starts calculating the pivot point when any of the rollings is ready

* Address reviews

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-05-24 11:09:07 -03:00