397 Commits

Author SHA1 Message Date
Jovad Uribe fc6ccdbc11 Feature emv indicator addition (#4591)
* Create EaseOfMovementValue.cs

Added ease of movement file

* Update EaseOfMovementValue.cs

Added calculation for EMV and return its value

* Update EaseOfMovementValue.cs

* Update EaseOfMovementValue.cs

* Update EaseOfMovementValue.cs

* Update EaseOfMovementValue.cs

Rearranged code and removed all IndicatorBases

* Update EaseOfMovementValue.cs

* Update EaseOfMovementValue.cs

Added Min and Max Indicator

* Added Tests and Compile

* Fixed Bugs and Removed Reset

* Added Current Value and revereted to Bar data

* Fixed test file and refined indicator file

* TradeBar to IBaseDataBar

* Bug fixes

* bug fix

* Switching to TradeBar and attempting to fix Volume bug

There are two bugs that I have been having trouble fixing. 1. Cannot implicitly convert decimal to int (simple fix but cannot find where bug is taking place)
2. IBaseDataBar does not contain a definition for Volume

* Update EaseOfMovementValueTests.cs

* bug fix

* added data

* updated assertion

* added reset

* Update EaseOfMovementValueTests.cs

* Update EaseOfMovementValue.cs

* Update spy_emv.txt

I had the wrong test data in. Was throwing failed test for many pull requests.

* Update EaseOfMovementValue.cs

* Update EaseOfMovementValue.cs

* Update EaseOfMovementValue.cs

* Update EaseOfMovementValue.cs

* Cleaned Data

* Bug fixes

Fixed zero division error. Used better Test Data.

* removed readonly from _previous...price

* Update EaseOfMovementValue.cs

* Update EaseOfMovementValue.cs

* Update EaseOfMovementValue.cs

* bug fix

* Test Bug Fix

* EMV data from online

* Cosmetics

* Out of bounds fix

* Update EaseOfMovementValueTests.cs

* Update spy_emv.txt

* Update spy_emv.txt

* Added changes requested

Placed constructor first, fixed nullable type if statement, set 10,000 to default argument, added SMA.

* Update EaseOfMovementValue.cs

added variables

* Update EaseOfMovementValue.cs

* Update EaseOfMovementValue.cs

* Update EaseOfMovementValue.cs

* Fixed bugs

* Changed Delta, Added Assert

Create Indicator -> Update EMV -> Assert Status. Also changed delta from 1 to 0.000001 to improve test accuracy.

* Added unit test testing the SMA
2020-08-24 09:54:58 -03:00
Adalyat Nazirov 1c9b817960 Track indicator previous input per symbol individually (#4607)
* track previous input per symbol

* improve Arms Index period checks

* don't need to be thread safe due to consolidators update are sequential

* Use TryGetValue for performance

- Minor update for AdvanceDeclineIndicator to use TryGetValue to reduce
  amount of dictionary access

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2020-08-02 20:13:27 -03:00
Adalyat Nazirov c2cac7fbee remove unused using 2020-07-31 22:03:57 +03:00
Adalyat Nazirov df9c1973da fix warmup process; handle not ordered bars 2020-07-31 21:39:31 +03:00
Adalyat Nazirov bfb13e46c8 improve warming indicator up 2020-07-31 21:13:56 +03:00
Adalyat Nazirov 59286bb750 handle missing values 2020-07-31 21:13:56 +03:00
Adalyat Nazirov 33bb1e8984 improve performance 2020-07-31 17:53:56 +03:00
Adalyat Nazirov fb483365ae refactor class 2020-07-31 17:53:56 +03:00
Adalyat Nazirov a044cd6416 fix TRIN 2020-07-31 17:53:56 +03:00
Adalyat Nazirov 3f556d70ec A/D Volume Ratio: wip 2020-07-31 17:53:55 +03:00
Adalyat Nazirov 220ccbae7c A/D Ratio : wip 2020-07-31 17:53:55 +03:00
Adalyat Nazirov a6d1908aa9 TRIN 2020-07-31 17:53:55 +03:00
Adalyat Nazirov 99aa1eadd7 create A/D Volume Ratio indicator 2020-07-31 17:53:55 +03:00
Adalyat Nazirov d53f79b271 create A/D Ratio indicator class 2020-07-31 17:53:55 +03:00
Adalyat Nazirov 78d30b23cb new status 2020-07-31 17:53:55 +03:00
Adalyat Nazirov ebf4d21bd9 reuse existing TradeBarIndicator instead of Generic one 2020-07-31 17:53:54 +03:00
Adalyat Nazirov c83627a89c fix BollingerBands indicator comments 2020-07-31 17:53:54 +03:00
Colton Sellers 07d51a16aa Move indicator documentation 2020-07-28 14:34:08 -07:00
Colton Sellers 2484a85eda Format fixes 2020-07-28 14:34:08 -07:00
Colton Sellers 69e2a0eef0 Create a readme for indicators 2020-07-28 14:34:08 -07:00
Colton Sellers a3db5d8710 Cleanup before PR 2020-07-28 14:34:08 -07:00
Colton Sellers 2f7fa4cbc5 Fix Reset and IsReady 2020-07-28 14:34:07 -07:00
Colton Sellers f031f6a1c0 Rework of indicator 2020-07-28 14:34:07 -07:00
Colton Sellers c611e65f1e Addition of SchaffTrendCycle +Tests 2020-07-28 14:34:07 -07:00
Jonathan Wheeler 0cd0a77034 Remove Symbol and CurrentBar from Heikin-Ashi Indicator
...in order to make the indicator more consistent with others.
2020-07-24 12:20:26 -04:00
Jonathan Wheeler 8903942e3d Merge branch 'master' of https://github.com/QuantConnect/Lean into bug-4540-heikinashi-indicator-fix-for-symbol-and-volume 2020-07-24 12:05:13 -04:00
Jonathan Wheeler 460bf9301d Remove Comment 2020-07-24 12:05:04 -04:00
Adalyat Nazirov 5f7b58bc09 More Bollinger Indicators 2020-06-30 11:02:59 +03:00
Jonathan Wheeler be5ab2c0f4 Remove Commented Alternative Method For Calling Volume Getter 2020-06-26 12:34:48 -04:00
Jonathan Wheeler d80dc2b49b Heikin-Ashi Indicator Fix for Symbol and Volume Information 2020-06-26 12:24:04 -04:00
AlexCatarino fffd6a8493 Adds Optional Parameters to KaufmanAdaptiveMovingAverage
Our reference, http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average, points to three parameters, but only one is defined. The missing parameters were added to reflect the reference.
2020-05-31 14:44:53 +01:00
Martin Molinero 9631cd6749 Fix nuget QC dependency version 2020-05-21 16:21:59 -03:00
Martin Molinero 09c17b71ed Add assembly description to nuspec
- Due to bug in nuget failing to replace description and copyright token, setting
  .nuspec description to match assembly description
2020-05-21 14:42:12 -03:00
Martin-Molinero 1d0d4f4d7b Add assembly descriptions (#4442)
Add assembly descriptions
2020-05-21 09:35:12 -07:00
Martin Molinero 891cf4d69b Update to .Net 4.6.2 2020-05-15 17:32:46 -03:00
AlexCatarino 4beddaafa7 Fixes IndicatorBase.Update Method Timestamping
`IndicatorBase.Update` use `input.EndTime` instead of `input.Time` so that `input.Current.Time` (and `EndTime`) matches the `input.EndTime` and achieve consistent behavior across different indicator types (`IndicatorDataPoint`, `IBaseDataBar` and `TradeBar`)
2020-04-04 23:01:24 +01:00
AlexCatarino 72f0f44f60 Updates Pythonnet Version
From 1.0.5.29 to 1.0.5.30
Ref.: https://github.com/QuantConnect/pythonnet/pull/42
2020-04-01 16:15:05 +01:00
Martin-Molinero c5b087ceba Merge pull request #4222 from adam-may/feature-4221-expose-adr-from-adrx
Exposing ADX from within ADXR
2020-03-19 12:04:31 -03:00
Martin Molinero d100431458 Add missing documentation for new ADX property 2020-03-19 11:05:56 -03:00
Adam May 242d087c1d Exposing ADX from within ADXR 2020-03-19 19:55:03 +11:00
Stefano Raggi 7e92dbaff9 Update RSI to handle negative averages 2020-03-17 20:12:34 +01:00
Stefano Raggi 623398deb9 Fix DivideByZeroException in RSI indicator 2020-03-12 00:32:39 +01:00
Stefano Raggi e0a08cbb8d Add XML documentation generation for release builds 2019-12-14 13:50:10 +01:00
Juan José D'Ambrosio 2f654bdc8e Address review 2019-11-15 14:43:01 +00:00
Juan José D'Ambrosio 4659f919c9 Implement more general robust checking 2019-11-15 10:55:27 +00:00
Juan José D'Ambrosio 78894d40ea Fix IndicatorBase.Equal implementation
Add generic test
2019-11-14 12:24:30 +00:00
Martin Molinero ec7a8fa906 Bump PythonNet to 1.0.5.29 2019-11-13 17:33:32 -03:00
Martin Molinero c6ab54f6d2 Bump PythonNet to 1.0.5.28 2019-11-12 16:06:55 -03:00
Martin Molinero b35bc31f51 Version bump 1.0.5.26 2019-10-15 18:43:33 -03:00
AlexCatarino eb571937b2 Implements Backward Compatibility for Python Custom Indicator 2019-10-04 19:12:11 +01:00