7 Commits

Author SHA1 Message Date
David Acker 6dfe492212 Fix IsReady and WarmUpPeriod for RateOfChange (#5501)
Build & Test Lean / build (push) Has been cancelled
* Redefine IsReady and WarmUpPeriod

* Update warm up periods of other indicators to account for ROC warmup change

* Update regressions affected by this change (because of HistoricalReturnsAlphaModel using ROC)

* Add simple unit test for issue #5491

* Cleanup warmup period math and add comments

Co-authored-by: Colton Sellers <Colton.R.Sellers@gmail.com>
2021-05-11 17:12:48 -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 95faf69c72 Addresses Peer-Review
- Consistently use QuantConnect/Lean naming convention for method variables;
- Use `IND(PARAM1,PARAM2, ..., PARAMN)` format for indicators. Indicators that are created by a helper method become: `IND(PARAM1,PARAM2, ..., PARAMN, SYMBOL_res)`.
- Fixes `RegressionChannelTest`.
2019-05-14 21:52:10 +01:00
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
Stefano Raggi 20ace75430 RollingWindow(N) now becomes ready after N additions
Previously it became ready only after N+1 additions.
Also updated all indicators dependent on this behavior of RollingWindow.
2017-01-25 18:41:40 +01:00
Stefano Raggi cf01ae92d9 Fixes RateOfChange and MomentumPercent indicators
Fixes issue #203
2016-01-11 12:16:56 -05:00
AlexCatarino 6bfc70dfe8 Implementation of ROC and ROCP indicators. Modification od MOMP indicator. 2015-04-16 18:27:14 -04:00