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quantconnect--lean/Indicators
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Ricardo Andrés Marino Rojas 5415fe6bc0
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Beta indicator (#6042) 
* First BetaIndicator prototype
- In construction

* Fist BetaIndicator version and unit tests

* More unit tests and regression test

* Nit change

* Requested changes

* Nit changes

* Requested changes

* Adjust beta formula slightly and nit changes

* Nit change
2021-11-15 15:57:24 -03:00
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CandlestickPatterns
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Properties
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AbsolutePriceOscillator.cs
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AccelerationBands.cs
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AccumulationDistribution.cs
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AccumulationDistributionOscillator.cs
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AdvanceDeclineIndicator.cs
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AdvanceDeclineRatio.cs
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AdvanceDeclineVolumeRatio.cs
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ArmsIndex.cs
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ArnaudLegouxMovingAverage.cs
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AroonOscillator.cs
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AugenPriceSpike.cs
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AutoRegressiveIntegratedMovingAverage.cs
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AverageDirectionalIndex.cs
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AverageDirectionalMovementIndexRating.cs
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AverageTrueRange.cs
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AwesomeOscillator.cs
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BalanceOfPower.cs
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BarIndicator.cs
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BetaIndicator.cs
Beta indicator (#6042)
2021-11-15 15:57:24 -03:00
BollingerBands.cs
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ChaikinMoneyFlow.cs
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ChandeMomentumOscillator.cs
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CommodityChannelIndex.cs
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CompositeIndicator.cs
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
ConstantIndicator.cs
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
CoppockCurve.cs
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Delay.cs
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DeMarkerIndicator.cs
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DetrendedPriceOscillator.cs
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DonchianChannel.cs
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DoubleExponentialMovingAverage.cs
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EaseOfMovementValue.cs
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ExponentialMovingAverage.cs
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FilteredIdentity.cs
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FisherTransform.cs
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FractalAdaptiveMovingAverage.cs
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FunctionalIndicator.cs
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HeikinAshi.cs
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HullMovingAverage.cs
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IchimokuKinkoHyo.cs
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Identity.cs
Add IIndicatorWarmUpPeriodProvider for WindowIndicator.cs and Identity.cs indicators (#5984)
2021-10-15 11:10:59 -03:00
Indicator.cs
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IndicatorBase.cs
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
IndicatorBase.Operators.cs
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
IndicatorExtensions.cs
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
IndicatorResult.cs
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IndicatorStatus.cs
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IntradayVwap.cs
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KaufmanAdaptiveMovingAverage.cs
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KeltnerChannels.cs
Fix MovingAverageType in KeltnerChannels Indicator (#5954)
2021-09-29 20:48:07 -03:00
LeastSquaresMovingAverage.cs
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LinearWeightedMovingAverage.cs
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LogReturn.cs
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MarketProfile.cs
Set WarmUpPeriod value in MarketProfile constructor (#6029)
2021-10-28 19:54:11 -03:00
MassIndex.cs
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Maximum.cs
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MeanAbsoluteDeviation.cs
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MidPoint.cs
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MidPrice.cs
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Minimum.cs
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Momentum.cs
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MomentumPercent.cs
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Momersion.cs
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MoneyFlowIndex.cs
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MovingAverageConvergenceDivergence.cs
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MovingAverageType.cs
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MovingAverageTypeExtensions.cs
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NormalizedAverageTrueRange.cs
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OnBalanceVolume.cs
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ParabolicStopAndReverse.cs
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PercentagePriceOscillator.cs
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PivotPointsHighLow.cs
Add virtual overrides for pivotpointshighlow computations (#5987)
2021-10-19 21:45:18 -03:00
PythonIndicator.cs
Feature 5988 WarmUpIndicator() method for indicators written in Python (#6027)
2021-10-28 20:29:22 -03:00
QuantConnect.Indicators.csproj
PythonNet version bump 2.0.10 (#6010)
2021-10-22 20:27:38 -03:00
RateOfChange.cs
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RateOfChangePercent.cs
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RateOfChangeRatio.cs
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RegressionChannel.cs
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RelativeDailyVolume.cs
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RelativeStrengthIndex.cs
Round AverageLoss to Avoid Very Small Numbers (#6003)
2021-10-21 17:00:31 -03:00
RelativeVigorIndex.cs
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RelativeVigorIndexSignal.cs
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SchaffTrendCycle.cs
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SharpeRatio.cs
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
SimpleMovingAverage.cs
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StandardDeviation.cs
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Stochastics.cs
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Sum.cs
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SwissArmyKnife.cs
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T3MovingAverage.cs
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TimeProfile.cs
Add ValueAreaVolumePercentage Parameter (#5908)
2021-09-07 12:17:23 -03:00
TimeSeriesIndicator.cs
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TradeBarIndicator.cs
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TriangularMovingAverage.cs
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TripleExponentialMovingAverage.cs
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Trix.cs
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TrueRange.cs
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UltimateOscillator.cs
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Variance.cs
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VolumeProfile.cs
Add ValueAreaVolumePercentage Parameter (#5908)
2021-09-07 12:17:23 -03:00
VolumeWeightedAveragePriceIndicator.cs
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
WilderAccumulativeSwingIndex.cs
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WilderMovingAverage.cs
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WilderSwingIndex.cs
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WilliamsPercentR.cs
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WindowIdentity.cs
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WindowIndicator.cs
Add IIndicatorWarmUpPeriodProvider for WindowIndicator.cs and Identity.cs indicators (#5984)
2021-10-15 11:10:59 -03:00