from .____init___3 import * import typing import System.IO import System.Collections.Generic import System import QuantConnect.Indicators import QuantConnect.Data.Market import QuantConnect.Data import QuantConnect import Python.Runtime import datetime class BollingerBands(QuantConnect.Indicators.Indicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]): """ This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above and below the moving average. BollingerBands(period: int, k: Decimal, movingAverageType: MovingAverageType) BollingerBands(name: str, period: int, k: Decimal, movingAverageType: MovingAverageType) """ def Reset(self) -> None: pass @typing.overload def __init__(self, period: int, k: float, movingAverageType: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.BollingerBands: pass @typing.overload def __init__(self, name: str, period: int, k: float, movingAverageType: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.BollingerBands: pass def __init__(self, *args) -> QuantConnect.Indicators.BollingerBands: pass BandWidth: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] IsReady: bool LowerBand: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] MiddleBand: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] MovingAverageType: QuantConnect.Indicators.MovingAverageType PercentB: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] Price: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] StandardDeviation: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] UpperBand: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] WarmUpPeriod: int class ChandeMomentumOscillator(QuantConnect.Indicators.WindowIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]): """ This indicator computes the Chande Momentum Oscillator (CMO). CMO calculation is mostly identical to RSI. The only difference is in the last step of calculation: RSI = gain / (gain+loss) CMO = (gain-loss) / (gain+loss) ChandeMomentumOscillator(period: int) ChandeMomentumOscillator(name: str, period: int) """ def Reset(self) -> None: pass @typing.overload def __init__(self, period: int) -> QuantConnect.Indicators.ChandeMomentumOscillator: pass @typing.overload def __init__(self, name: str, period: int) -> QuantConnect.Indicators.ChandeMomentumOscillator: pass def __init__(self, *args) -> QuantConnect.Indicators.ChandeMomentumOscillator: pass IsReady: bool WarmUpPeriod: int class CommodityChannelIndex(QuantConnect.Indicators.BarIndicator, QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IBaseDataBar], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IBaseDataBar]]): """ Represents the traditional commodity channel index (CCI) CCI = (Typical Price - 20-period SMA of TP) / (.015 * Mean Deviation) Typical Price (TP) = (High + Low + Close)/3 Constant = 0.015 There are four steps to calculating the Mean Deviation, first, subtract the most recent 20-period average of the typical price from each period's typical price. Second, take the absolute values of these numbers. Third, sum the absolute values. Fourth, divide by the total number of periods (20). CommodityChannelIndex(period: int, movingAverageType: MovingAverageType) CommodityChannelIndex(name: str, period: int, movingAverageType: MovingAverageType) """ def Reset(self) -> None: pass @typing.overload def __init__(self, period: int, movingAverageType: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.CommodityChannelIndex: pass @typing.overload def __init__(self, name: str, period: int, movingAverageType: QuantConnect.Indicators.MovingAverageType) -> QuantConnect.Indicators.CommodityChannelIndex: pass def __init__(self, *args) -> QuantConnect.Indicators.CommodityChannelIndex: pass IsReady: bool MovingAverageType: QuantConnect.Indicators.MovingAverageType TypicalPriceAverage: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] TypicalPriceMeanDeviation: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.IndicatorDataPoint] WarmUpPeriod: int class CompositeIndicator(QuantConnect.Indicators.IndicatorBase[IndicatorDataPoint], System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]): """ CompositeIndicator[T](name: str, left: IndicatorBase[T], right: IndicatorBase[T], composer: IndicatorComposer) CompositeIndicator[T](left: IndicatorBase[T], right: IndicatorBase[T], composer: IndicatorComposer) """ def Reset(self) -> None: pass @typing.overload def __init__(self, name: str, left: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T], right: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T], composer: QuantConnect.Indicators.IndicatorComposer[QuantConnect.Indicators.T]) -> QuantConnect.Indicators.CompositeIndicator: pass @typing.overload def __init__(self, left: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T], right: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T], composer: QuantConnect.Indicators.IndicatorComposer[QuantConnect.Indicators.T]) -> QuantConnect.Indicators.CompositeIndicator: pass def __init__(self, *args) -> QuantConnect.Indicators.CompositeIndicator: pass IsReady: bool Left: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T] Right: QuantConnect.Indicators.IndicatorBase[QuantConnect.Indicators.T] IndicatorComposer: type class ConstantIndicator(QuantConnect.Indicators.IndicatorBase[T], System.IComparable, QuantConnect.Indicators.IIndicator[T], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[T]]): """ ConstantIndicator[T](name: str, value: Decimal) """ def Reset(self) -> None: pass def __init__(self, name: str, value: float) -> QuantConnect.Indicators.ConstantIndicator: pass IsReady: bool class CoppockCurve(QuantConnect.Indicators.IndicatorBase[IndicatorDataPoint], QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]): """ A momentum indicator developed by Edwin “Sedge” Coppock in October 1965. The goal of this indicator is to identify long-term buying opportunities in the S&P500 and Dow Industrials. Source: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:coppock_curve CoppockCurve() CoppockCurve(shortRocPeriod: int, longRocPeriod: int, lwmaPeriod: int) CoppockCurve(name: str, shortRocPeriod: int, longRocPeriod: int, lwmaPeriod: int) """ def Reset(self) -> None: pass @typing.overload def __init__(self) -> QuantConnect.Indicators.CoppockCurve: pass @typing.overload def __init__(self, shortRocPeriod: int, longRocPeriod: int, lwmaPeriod: int) -> QuantConnect.Indicators.CoppockCurve: pass @typing.overload def __init__(self, name: str, shortRocPeriod: int, longRocPeriod: int, lwmaPeriod: int) -> QuantConnect.Indicators.CoppockCurve: pass def __init__(self, *args) -> QuantConnect.Indicators.CoppockCurve: pass IsReady: bool WarmUpPeriod: int class Delay(QuantConnect.Indicators.WindowIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]): """ An indicator that delays its input for a certain period Delay(period: int) Delay(name: str, period: int) """ @typing.overload def __init__(self, period: int) -> QuantConnect.Indicators.Delay: pass @typing.overload def __init__(self, name: str, period: int) -> QuantConnect.Indicators.Delay: pass def __init__(self, *args) -> QuantConnect.Indicators.Delay: pass IsReady: bool WarmUpPeriod: int class DetrendedPriceOscillator(QuantConnect.Indicators.IndicatorBase[IndicatorDataPoint], QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider, System.IComparable, QuantConnect.Indicators.IIndicator[IndicatorDataPoint], QuantConnect.Indicators.IIndicator, System.IComparable[IIndicator[IndicatorDataPoint]]): """ The Detrended Price Oscillator is an indicator designed to remove trend from price and make it easier to identify cycles. DPO does not extend to the last date because it is based on a displaced moving average. Is estimated as Price {X/2 + 1} periods ago less the X-period simple moving average. E.g.DPO(20) equals price 11 days ago less the 20-day SMA. DetrendedPriceOscillator(name: str, period: int) DetrendedPriceOscillator(period: int) """ def Reset(self) -> None: pass @typing.overload def __init__(self, name: str, period: int) -> QuantConnect.Indicators.DetrendedPriceOscillator: pass @typing.overload def __init__(self, period: int) -> QuantConnect.Indicators.DetrendedPriceOscillator: pass def __init__(self, *args) -> QuantConnect.Indicators.DetrendedPriceOscillator: pass IsReady: bool WarmUpPeriod: int