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quantconnect--lean/Algorithm
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FemtoTrader 85ca5be258
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Implements new indicator - RSV - Rogers-Satchell volatility (#8183) 
* implement Rogers-Satchell volatility

* naming RSVolat to avoid confusion between volume and volatility

* fix InitializeIndicator call

* fix AcceptsRenkoBarsAsInput test

* add symbol parameter to InitializeIndicator

* Update RogersSatchellVolatility.cs

* some fixes after review

* Return 0 when Open High Low or Close is 0

* IBaseDataBar
2024-07-29 14:47:16 -03:00
..
Alphas
Python models conversion to PEP8 (#7969)
2024-04-23 10:45:36 -04:00
Execution
Python models conversion to PEP8 (#7969)
2024-04-23 10:45:36 -04:00
Portfolio
Fix second half of the CA1051 warnings (#8140)
2024-07-05 13:54:03 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
Risk
PEP8 python algorithms conversion (#7950)
2024-04-18 19:43:48 -03:00
Selection
Fix most of CA1725 warnings (#8154)
2024-07-05 16:19:56 -03:00
CandlestickPatterns.cs
Use IBaseData in type constraints
2016-11-09 09:20:16 -05:00
ConstituentUniverseDefinitions.cs
Add ConstituentUniverseDefinitions
2019-11-21 12:28:51 -03:00
DollarVolumeUniverseDefinitions.cs
Adds ETF(...) to UniverseDefinitions (#5873)
2021-08-25 11:22:31 -03:00
INotifiedSecurityChanges.cs
Address reviews
2019-04-03 21:55:44 -03:00
QCAlgorithm.cs
Fix minor warnings (#8190)
2024-07-10 14:17:27 -03:00
QCAlgorithm.Framework.cs
Future and option universe selection improvements (#7313)
2023-06-13 10:32:26 -03:00
QCAlgorithm.Framework.Python.cs
API Reference for docs v2 (#6098)
2021-12-08 16:25:36 -08:00
QCAlgorithm.History.cs
Improve indicator warmup (#8192)
2024-07-11 16:16:49 -03:00
QCAlgorithm.Indicators.cs
Implements new indicator - RSV - Rogers-Satchell volatility (#8183)
2024-07-29 14:47:16 -03:00
QCAlgorithm.Plotting.cs
Rename Daily Performance Index Name (#7752)
2024-02-05 15:42:35 -03:00
QCAlgorithm.Python.cs
Add liquidate method overloads (#8210)
2024-07-22 12:48:53 -03:00
QCAlgorithm.Trading.cs
Minor improvements (#8223)
2024-07-23 12:18:26 -03:00
QCAlgorithm.Universe.cs
Add Scheduled Universe Selection (#7895)
2024-04-04 12:21:51 -03:00
QuantConnect.Algorithm.csproj
Remove warnings from csproj files (#8108)
2024-06-26 17:07:51 -03:00
UniverseDefinitions.cs
Fix CS1570 and CS1572 warnings (#8187)
2024-07-10 11:16:16 -03:00