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  • 11733 c384fe0e2a

    Implements PivotPointsHighLow indicator + tests (#5352)

    frostbyte_neo 发布于 2021-05-24 14:09:07 +00:00 | 2366 次提交 在此版本后已推送到 master

    • Implements PivotPointsHighLow indicator + tests

    Conflicts:

    Tests/QuantConnect.Tests.csproj

    • Some fixes

    • Refactoring + Adds NewPivotPointFormed event

    • Fixing tests

    • Some fixes for the Get methods to not throw when points array is empty

    • To address review + more fixes

    • Fixing xml comments typos

    • Implements separate rolling windows to calculate highs and low

    • Makes the number of last stored indicator values as an input parameter

    • Overrides Reset()

    • Adds a helper method

    • Change numerical return to Enum types

    • Changes IsReady condition :

    the indicator is ready and starts calculating the pivot point when any of the rollings is ready

    • Address reviews

    Co-authored-by: Martin-Molinero martin@quantconnect.com

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