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Derek Melchin 3eb9dbb55c Update Alpha.cs (#7630) 
The old description is incorrect. A stock can have positive Alpha but have negative Beta. In this case, if the benchmark increases, the performance of the stock may be dominated by its negative Beta, causing it to underperform the benchmark.
2023-12-15 15:59:23 -03:00
..
CandlestickPatterns
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
AbsolutePriceOscillator.cs
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AccelerationBands.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AccumulationDistribution.cs
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AccumulationDistributionOscillator.cs
…
AdvanceDeclineDifference.cs
Modify advance decline indicators (#7032)
2023-03-02 15:48:20 -03:00
AdvanceDeclineIndicator.cs
Modify advance decline indicators (#7032)
2023-03-02 15:48:20 -03:00
AdvanceDeclineRatio.cs
Modify advance decline indicators (#7032)
2023-03-02 15:48:20 -03:00
AdvanceDeclineVolumeRatio.cs
Modify advance decline indicators (#7032)
2023-03-02 15:48:20 -03:00
Alpha.cs
Update Alpha.cs (#7630)
2023-12-15 15:59:23 -03:00
ArmsIndex.cs
Modify advance decline indicators (#7032)
2023-03-02 15:48:20 -03:00
ArnaudLegouxMovingAverage.cs
Modernization of syntax used in argument check exceptions (#7380)
2023-07-17 14:53:17 -03:00
AroonOscillator.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AugenPriceSpike.cs
Feature Augen Price Spike Indicator (#5713)
2021-07-09 20:07:15 -03:00
AutoRegressiveIntegratedMovingAverage.cs
Feature #5098 - Time Series Indicators (#5099)
2021-02-01 20:17:49 -03:00
AverageDirectionalIndex.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AverageDirectionalMovementIndexRating.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AverageTrueRange.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AwesomeOscillator.cs
Adds the Awesome Oscillator (#5005)
2020-12-11 20:46:07 -03:00
BalanceOfPower.cs
…
BarIndicator.cs
…
Beta.cs
Beta Indicator Supports QuoteBar (#7540)
2023-10-27 13:12:39 -04:00
BollingerBands.cs
Research BollingerBands Value Error (#5656)
2021-06-14 14:23:05 -03:00
ChaikinMoneyFlow.cs
Adds ChaikinMoneyFlow indicator (#4986)
2020-12-11 18:04:17 -03:00
ChandeMomentumOscillator.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
CommodityChannelIndex.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
CompositeIndicator.cs
Fix bug in VolumeWeightedAveragePriceIndicator (#7336)
2023-06-30 13:36:44 -03:00
ConstantIndicator.cs
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
CoppockCurve.cs
Fix IsReady and WarmUpPeriod for RateOfChange (#5501)
2021-05-11 17:12:48 -03:00
Correlation.cs
correlation as lean indicator #6983 (#7543)
2023-11-13 20:40:14 -03:00
CorrelationType.cs
correlation as lean indicator #6983 (#7543)
2023-11-13 20:40:14 -03:00
Delay.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
DeMarkerIndicator.cs
_lastLow and _lastHigh are given resets under DeM's Reset method (#5449)
2021-04-06 10:15:16 -03:00
DetrendedPriceOscillator.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
DonchianChannel.cs
Modify DonchianChannel.cs and spy_with_don50.csv (#7329)
2023-06-21 15:26:58 -03:00
DoubleExponentialMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
EaseOfMovementValue.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
ExponentialMovingAverage.cs
Updated EMA indicator description (#7178)
2023-04-11 18:58:35 -03:00
FilteredIdentity.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
FisherTransform.cs
Fixes FishTransform Indicator
2019-05-13 17:57:08 +01:00
FractalAdaptiveMovingAverage.cs
…
FunctionalIndicator.cs
…
HeikinAshi.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
HilbertTransform.cs
Fixes bug in Hilbert Transform indicator (#7203)
2023-04-21 12:01:52 -03:00
HullMovingAverage.cs
Modernization of syntax used in argument check exceptions (#7380)
2023-07-17 14:53:17 -03:00
IchimokuKinkoHyo.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Identity.cs
Add IIndicatorWarmUpPeriodProvider for WindowIndicator.cs and Identity.cs indicators (#5984)
2021-10-15 11:10:59 -03:00
Indicator.cs
Indicators history rolling window (#7314)
2023-06-13 15:07:09 -03:00
IndicatorBase.cs
Return valid default value for indicator Previous property (#7404)
2023-07-28 18:36:13 -03:00
IndicatorBase.Operators.cs
Composite Indicator Fixes (#5929)
2021-09-16 17:58:10 -03:00
IndicatorExtensions.cs
Fix bug in VolumeWeightedAveragePriceIndicator (#7336)
2023-06-30 13:36:44 -03:00
IndicatorResult.cs
…
IndicatorStatus.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
IntradayVwap.cs
…
KaufmanAdaptiveMovingAverage.cs
Kaufman Efficiency Ratio Indicator (#6050)
2021-12-04 18:55:09 -03:00
KaufmanEfficiencyRatio.cs
Kaufman Efficiency Ratio Indicator (#6050)
2021-12-04 18:55:09 -03:00
KeltnerChannels.cs
Updates KeltnerChannels to Update MiddleBand with EndTime (#6084)
2021-12-03 19:43:32 -03:00
LeastSquaresMovingAverage.cs
Fix bug in LeastSquaresMovingAverage (#7238)
2023-05-11 14:55:27 -03:00
LinearWeightedMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
LogReturn.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
MarketProfile.cs
Fix bug in MarketProfile indicator (#7310)
2023-06-09 19:14:45 -03:00
MassIndex.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Maximum.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
McClellanOscillator.cs
Add McClellanOscillator & McClellanSummationIndex Indicator (#7038)
2023-03-07 16:19:24 -03:00
McClellanSummationIndex.cs
Add McClellanOscillator & McClellanSummationIndex Indicator (#7038)
2023-03-07 16:19:24 -03:00
MeanAbsoluteDeviation.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
MidPoint.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
MidPrice.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Minimum.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Momentum.cs
Fix bug in Momentum indicator (#7424)
2023-08-09 14:56:24 -03:00
MomentumPercent.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
Momersion.cs
Modernization of syntax used in argument check exceptions (#7380)
2023-07-17 14:53:17 -03:00
MoneyFlowIndex.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
MovingAverageConvergenceDivergence.cs
Fix MACD WarmUpPeriod and Updating (#5110)
2021-01-08 16:58:53 -03:00
MovingAverageType.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
MovingAverageTypeExtensions.cs
Modernization of syntax used in argument check exceptions (#7380)
2023-07-17 14:53:17 -03:00
NormalizedAverageTrueRange.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
OnBalanceVolume.cs
Extends OnBalanceVolume, ParabolicStopAndReverse and RegressionChannel Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:08:48 +01:00
ParabolicStopAndReverse.cs
Extends OnBalanceVolume, ParabolicStopAndReverse and RegressionChannel Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:08:48 +01:00
PercentagePriceOscillator.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
PivotPointsHighLow.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -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
Bump pythonnet version to 2.0.26 (#7616)
2023-12-08 13:38:39 -04:00
RateOfChange.cs
Fix IsReady and WarmUpPeriod for RateOfChange (#5501)
2021-05-11 17:12:48 -03:00
RateOfChangePercent.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
RateOfChangeRatio.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
RegressionChannel.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
RelativeDailyVolume.cs
Remove EnableAutomaticWarmUp and IIndicatorWarmUpPeriodProvider impl from RVA (#7344)
2023-06-30 16:15:27 -03:00
RelativeMovingAverage.cs
Relative Moving Average Indicator (#6297)
2022-04-25 13:13:20 -03:00
RelativeStrengthIndex.cs
Round AverageLoss to Avoid Very Small Numbers (#6003)
2021-10-21 17:00:31 -03:00
RelativeVigorIndex.cs
Feature 4999 -- Adds RVI (#5041)
2021-01-08 11:11:00 -03:00
RelativeVigorIndexSignal.cs
Feature 4999 -- Adds RVI (#5041)
2021-01-08 11:11:00 -03:00
ResetCompositeIndicator.cs
Fix bug in VolumeWeightedAveragePriceIndicator (#7336)
2023-06-30 13:36:44 -03:00
SchaffTrendCycle.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
SharpeRatio.cs
Risk-Free Interest Rate Model (#7594)
2023-11-22 16:17:34 -04:00
SimpleMovingAverage.cs
…
SortinoRatio.cs
Add Sortino indicator (#6696)
2022-10-28 18:12:33 -03:00
StandardDeviation.cs
Extends Sum, StandardDeviation and Variance Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:44:35 +01:00
Stochastics.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Sum.cs
Extends Sum, StandardDeviation and Variance Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:44:35 +01:00
SuperTrend.cs
Changes SuperTrend Indicator Type from TradeBarIndicator to BarIndicator (#6717)
2022-11-01 10:19:13 -03:00
SwissArmyKnife.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
T3MovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
TargetDownsideDeviation.cs
Add Sortino indicator (#6696)
2022-10-28 18:12:33 -03:00
TimeProfile.cs
Add ValueAreaVolumePercentage Parameter (#5908)
2021-09-07 12:17:23 -03:00
TimeSeriesIndicator.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
TradeBarIndicator.cs
…
TriangularMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
TripleExponentialMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Trix.cs
Fix IsReady and WarmUpPeriod for RateOfChange (#5501)
2021-05-11 17:12:48 -03:00
TrueRange.cs
Extends NormalizedAverageTrueRange and TrueRange Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:31:22 +01:00
TrueStrengthIndex.cs
True Strength Index indicator (#6332)
2022-05-13 15:55:28 -03:00
UltimateOscillator.cs
Fix Ultimate Oscillator divide by zero exception (#7618)
2023-12-08 15:21:07 -03:00
Variance.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
VolumeProfile.cs
Add ValueAreaVolumePercentage Parameter (#5908)
2021-09-07 12:17:23 -03:00
VolumeWeightedAveragePriceIndicator.cs
Fix bug in VolumeWeightedAveragePriceIndicator (#7336)
2023-06-30 13:36:44 -03:00
WilderAccumulativeSwingIndex.cs
Add Wilder Accumulative Swing Index (#5476)
2021-04-16 10:54:02 -03:00
WilderMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
WilderSwingIndex.cs
Add Wilder Accumulative Swing Index (#5476)
2021-04-16 10:54:02 -03:00
WilliamsPercentR.cs
Extends RelativeStrengthIndex, Stochastic and WilliamsPercentR Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 09:54:02 +01:00
WindowIdentity.cs
…
WindowIndicator.cs
Kaufman Efficiency Ratio Indicator (#6050)
2021-12-04 18:55:09 -03:00