10 Commits

Author SHA1 Message Date
Jhonathan Abreu 8134b099fa Updated EMA indicator description (#7178)
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2023-04-11 18:58:35 -03:00
Jhonathan Abreu ed92e6653b Fix EMA first value calculation (#7173)
* Fix EMA indicator first value calculation

As done by TALib and TradingView, the first EMA value after warmup is
the SMA of the first period.

* Update TSI indicator test data

Data was exported from TradingView

* Update TRIX indicator test data from TradingView

* Update AccumulationDistributionOscillator indicator test data from TradingView

* Update Double EMA indicator test data from TradingView

* Update McClellanSummationIndex indicator test data

* Update SchaffTrendCycle indicator test data

* Update TripleExponentialMovingAverage indicator test data from TradingView

* Update stats for algorithms using EMA

* Update failing unit tests
2023-04-11 17:43:25 -03:00
Derek Melchin dba0fd0824 Update description (#6691)
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2022-10-13 20:21:52 -03:00
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 d1a4837cf9 Adds Review on ExponentialMovingAverage 2019-04-18 23:39:49 +01:00
AlexCatarino 294ae66731 Implements IIndicatorWarmUpPeriodProvider Interface
- `IIndicatorWarmUpPeriodProvider` represents an indicator with a warm up period provider.
- `SimpleMovingAverage` and `ExponentialMovingAverage` implement `IIndicatorWarmUpPeriodProvider`.
2019-04-18 23:28:48 +01:00
Mike Ellertson 1de4fb839d Complete sma, ema, min, and max extension methods
Add the following methods corresponding unit tests to QuantConnect.IndicatorExtensions:
*EMA()
*MAX()
*MIN()
*SMA()

Add method to calculate default smoothing value for an EMA indicator
2016-04-25 23:52:20 -07:00
Stefano Raggi 80ad28b566 Fixes off-by-one bug in ExponentialMovingAverage.IsReady 2016-02-12 21:46:39 +01:00
Jared Broad b3de520915 Initial commit 2015-01-12 12:03:33 -03:00