7 Commits

Author SHA1 Message Date
JosueNina 666f810dd9 Refactor AverageTrueRange to use TrueRange implementation (#8785)
* Refactor AverageTrueRange

* Solve review comments
2025-06-03 15:57:26 -04:00
adam-may 03efc1b735 Remove internal usages of implicit operator in Indicator code (#4844)
* Convert usages of implicit operator in IndicatorBase and IndicatorDataPoint

* Reverting changes to example code
2020-10-12 10:31:05 -03:00
AlexCatarino a2f25ffa31 Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
- Indicators with name starting with A;
- `Maximum`. `Minimum` and `MACD`;
- Adds new unit test method to `CommonIndicatorTests`: `WarmsUpProperly`;
- Indicators unit tests inherit from `CommonIndicatorTests`.
2019-05-10 20:04:55 +01:00
AlexCatarino 04a529c758 Addresses Review
- Removes `UniverseSettings.DataNormalizationMode` (it will ne addressed in a dedicated issue: https://github.com/QuantConnect/Lean/issues/3082)
- Adds examples/tests for Tick resolution, Forex (QuoteBar data) and Custom data.
  - Tick resolution is not allowed: logs a message
  - Custom data example/test added in `CustomDataNiftyAlgorithm`
- Adds support for ATR and VWAP since they are, respectively, a bar and a trade bar indicator.
- Adds consolidators to handle difference between data resolution and indicator resolution.
2019-04-18 23:29:51 +01:00
Michael Handschuh 591f6b2127 Use IBaseData in type constraints
Refactors existing consolidators, indicators, and helper methods to depend on
IBaseData instead of BaseData. These updates also defines an IBaseDataBar to
act as an abstraction point between TradeBar and QuoteBar.
2016-11-09 09:20:16 -05:00
snugs 5066ff614b Closes #38 - AverageTrueRange cleanup
Fixed Reset() and added some tests
Upgraded the ComputeTrueRange function into an indicator instance
2015-03-08 15:51:09 -04:00
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