AlexCatarino
f008e90202
This example shows how to create an EMA cross algorithm for a futures' front contract. Once the contract is added, the indicators are registered to a new consolidator and warmed up with historical data. When a contract is removed, the consolidator is removed and the indicators are reseted. We don't need to liquidate it, because it's liquidated automatically since it has expired.
188 lines
11 KiB
Plaintext
188 lines
11 KiB
Plaintext
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<EnableUnmanagedDebugging>false</EnableUnmanagedDebugging>
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</PropertyGroup>
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<ItemGroup>
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<Compile Include="AccumulativeInsightPortfolioRegressionAlgorithm.py" />
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<Compile Include="AddAlphaModelAlgorithm.py" />
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<Compile Include="AddRemoveSecurityRegressionAlgorithm.py" />
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<Compile Include="AddRiskManagementAlgorithm.py" />
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<Compile Include="AddUniverseSelectionModelAlgorithm.py" />
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<Compile Include="BasicSetAccountCurrencyAlgorithm.py" />
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<Compile Include="BasicTemplateConstituentUniverseAlgorithm.py" />
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<Compile Include="BasicTemplateCryptoAlgorithm.py" />
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<Compile Include="BasicTemplateFuturesFrameworkAlgorithm.py" />
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<Compile Include="CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.py" />
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<Compile Include="CustomVolatilityModelAlgorithm.py" />
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<Compile Include="BubbleAlgorithm.py" />
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<Compile Include="CoarseFineFundamentalComboAlgorithm.py" />
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<Compile Include="CoarseFineFundamentalRegressionAlgorithm.py" />
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<Compile Include="CustomBenchmarkAlgorithm.py" />
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<Compile Include="CustomChartingAlgorithm.py" />
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<Compile Include="CustomDataBitcoinAlgorithm.py" />
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<Compile Include="CustomDataNIFTYAlgorithm.py" />
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<Compile Include="CustomDataRegressionAlgorithm.py" />
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<Compile Include="CustomDataUniverseAlgorithm.py" />
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<Compile Include="CustomModelsAlgorithm.py" />
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<Compile Include="CustomSecurityInitializerAlgorithm.py" />
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<Compile Include="DailyAlgorithm.py" />
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<Compile Include="DataConsolidationAlgorithm.py" />
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<Compile Include="DelistingEventsAlgorithm.py" />
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<Compile Include="DisplacedMovingAverageRibbon.py" />
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<Compile Include="DividendAlgorithm.py" />
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<Compile Include="DropboxBaseDataUniverseSelectionAlgorithm.py" />
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<Compile Include="DropboxCoarseFineAlgorithm.py" />
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<Compile Include="DynamicSecurityDataAlgorithm.py" />
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<Compile Include="EmaCrossFuturesFrontMonthAlgorithm.py" />
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<Compile Include="EmaCrossUniverseSelectionAlgorithm.py" />
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<Compile Include="ETFGlobalRotationAlgorithm.py" />
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<Compile Include="ExpiryHelperAlphaModelFrameworkAlgorithm.py" />
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<Compile Include="FilteredIdentityAlgorithm.py" />
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<Compile Include="FinancialAdvisorDemoAlgorithm.py" />
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<Compile Include="FractionalQuantityRegressionAlgorithm.py" />
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<Compile Include="FuturesMomentumAlgorithm.py" />
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<Compile Include="G10CurrencySelectionModelFrameworkAlgorithm.py" />
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<Compile Include="HistoryAlgorithm.py" />
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<Compile Include="HourReverseSplitRegressionAlgorithm.py" />
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<Compile Include="HourSplitRegressionAlgorithm.py" />
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<Compile Include="InceptionDateSelectionRegressionAlgorithm.py" />
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<Compile Include="IndicatorSuiteAlgorithm.py" />
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<Compile Include="IndicatorWarmupAlgorithm.py" />
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<Compile Include="InsightWeightingFrameworkAlgorithm.py" />
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<Compile Include="KerasNeuralNetworkAlgorithm.py" />
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<Compile Include="LimitFillRegressionAlgorithm.py" />
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<Compile Include="LiquidETFUniverseFrameworkAlgorithm.py" />
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<Compile Include="LiveFeaturesAlgorithm.py" />
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<Compile Include="LongOnlyAlphaStreamAlgorithm.py" />
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<Compile Include="MACDTrendAlgorithm.py" />
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<Compile Include="main.py" />
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<Compile Include="MarginCallEventsAlgorithm.py" />
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<Compile Include="MarketOnOpenOnCloseAlgorithm.py" />
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<Compile Include="MaximumPortfolioDrawdownFrameworkAlgorithm.py" />
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<Compile Include="MeanVarianceOptimizationFrameworkAlgorithm.py" />
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<Compile Include="MovingAverageCrossAlgorithm.py" />
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<Compile Include="MultipleSymbolConsolidationAlgorithm.py" />
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<Compile Include="NLTKSentimentTradingAlgorithm.py" />
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<Compile Include="ObjectStoreExampleAlgorithm.py" />
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<Compile Include="OnEndOfDayRegressionAlgorithm.py" />
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<Compile Include="OptionChainConsistencyRegressionAlgorithm.py" />
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<Compile Include="OptionChainProviderAlgorithm.py" />
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<Compile Include="OptionDataNullReferenceRegressionAlgorithm.py" />
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<Compile Include="OptionExerciseAssignRegressionAlgorithm.py" />
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<Compile Include="OptionOpenInterestRegressionAlgorithm.py" />
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<Compile Include="OptionRenameRegressionAlgorithm.py" />
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<Compile Include="ParameterizedAlgorithm.py" />
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<Compile Include="PortfolioRebalanceOnCustomFuncRegressionAlgorithm.py" />
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<Compile Include="PortfolioRebalanceOnDateRulesRegressionAlgorithm.py" />
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<Compile Include="PythonDictionaryFeatureRegressionAlgorithm.py" />
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<Compile Include="PytorchNeuralNetworkAlgorithm.py" />
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<Compile Include="QuandlFuturesDataAlgorithm.py" />
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<Compile Include="QuandlImporterAlgorithm.py" />
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<Compile Include="RawPricesCoarseUniverseAlgorithm.py" />
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<Compile Include="RegressionAlgorithm.py" />
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<Compile Include="RegressionChannelAlgorithm.py" />
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<Compile Include="RenkoConsolidatorAlgorithm.py" />
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<Compile Include="RollingWindowAlgorithm.py" />
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