8 Commits

Author SHA1 Message Date
JosueNina be4a34c7e4 Implement SqueezeMomentum (SM) indicator (#8462)
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* Implement Squeeze Momentum Indicator

* Create unit test for SqueezeMomentum Indicator

* Update QCAlgorithm with SqueezeMomentum indicator

* Resolved review comments

* Switched to using Keltner indicator instead of manual calculation

* Refactor Squeeze Momentum indicator

- Make the Bollinger Bands and Keltner Channels indicators public.
- In IndicatorBase -> Update, if T is IndicatorDataPoint, then create a new
  IndicatorDataPoint.

* Fix issue with regression tests

* Fix unit test
2024-12-20 18:22:32 -03:00
Alexandre Catarino 7e7c27416b Updates KeltnerChannels to Update MiddleBand with EndTime (#6084)
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* Updates KeltnerChannels to Update MiddleBand with EndTime

* Adds Unit Test

This unit test shows that the timestamp of the MiddleBand and the indication are aligned as expected.
2021-12-03 19:43:32 -03:00
José Emiliano Cabrera Blancas 8b7da686ea Fix MovingAverageType in KeltnerChannels Indicator (#5954)
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The Simple Moving Average was always used instead of the one passed to
the KeltnerChannels constructor.
2021-09-29 20:48:07 -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 0b0e6de198 Indicators with name starting with H to M.
- Since `MomentumPercent` derives from `RateOfChangePercent`, the `RateOfChange` family was included in this commit.
2019-05-14 13:32:47 +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
Stefano Raggi 26517e09d6 Remove debug logging from KeltnerChannels indicator 2016-06-10 23:25:44 +02:00
lockyssmith b79431a8c9 Creates the Keltner Channel indicators with KCH short code 2015-09-14 16:44:24 -04:00