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quantconnect--lean/Indicators
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Jhonathan Abreu b6e35468db Update pythonnet to 2.0.38 (#8052)
2024-05-24 14:38:53 -04:00
..
CandlestickPatterns
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
Properties
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AbsolutePriceOscillator.cs
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AccelerationBands.cs
Handle DivisionByZero exception in indicators (#7788)
2024-02-19 16:02:51 -03:00
AccumulationDistribution.cs
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AccumulationDistributionOscillator.cs
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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
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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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Beta.cs
Handle DivisionByZero exception in indicators (#7788)
2024-02-19 16:02:51 -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
Fix bug in VolumeWeightedAveragePriceIndicator (#7336)
2023-06-30 13:36:44 -03:00
ConstantIndicator.cs
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CoppockCurve.cs
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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
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Delta.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -03:00
DeMarkerIndicator.cs
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DerivativeOscillator.cs
Feature 1076 implementing an indicator derivative oscillator (#7884)
2024-04-17 16:34:57 -03:00
DetrendedPriceOscillator.cs
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DonchianChannel.cs
Modify DonchianChannel.cs and spy_with_don50.csv (#7329)
2023-06-21 15:26:58 -03:00
DoubleExponentialMovingAverage.cs
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EaseOfMovementValue.cs
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ExponentialMovingAverage.cs
Updated EMA indicator description (#7178)
2023-04-11 18:58:35 -03:00
FilteredIdentity.cs
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FisherTransform.cs
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FractalAdaptiveMovingAverage.cs
Add potential fix to overflow bug in FractalAdaptiveMovingAverage.cs (#7689)
2024-01-11 17:20:46 -03:00
FunctionalIndicator.cs
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Gamma.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -03:00
HeikinAshi.cs
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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
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Identity.cs
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ImpliedVolatility.cs
Bug fix on Option Indicator calculation (#7999)
2024-05-07 14:03:29 -03:00
Indicator.cs
Indicators history rolling window (#7314)
2023-06-13 15:07:09 -03:00
IndicatorBase.cs
Limit 'forward only indicator' error log (#8046)
2024-05-21 19:15:53 -03:00
IndicatorBase.Operators.cs
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IndicatorExtensions.cs
Fix bug in VolumeWeightedAveragePriceIndicator (#7336)
2023-06-30 13:36:44 -03:00
IndicatorResult.cs
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IndicatorStatus.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
IntradayVwap.cs
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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
Update LinearWeightedMovingAverage (#7798)
2024-02-20 16:51:06 -03:00
LogReturn.cs
Handle DivisionByZero exception in indicators (#7788)
2024-02-19 16:02:51 -03:00
MarketProfile.cs
Fix bug in MarketProfile indicator (#7310)
2023-06-09 19:14:45 -03:00
MassIndex.cs
Handle DivisionByZero exception in indicators (#7788)
2024-02-19 16:02:51 -03:00
Maximum.cs
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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
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MidPoint.cs
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MidPrice.cs
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Minimum.cs
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Momentum.cs
Fix bug in Momentum indicator (#7424)
2023-08-09 14:56:24 -03:00
MomentumPercent.cs
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Momersion.cs
Modernization of syntax used in argument check exceptions (#7380)
2023-07-17 14:53:17 -03:00
MoneyFlowIndex.cs
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MovingAverageConvergenceDivergence.cs
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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
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OnBalanceVolume.cs
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OptionGreekIndicatorBase.cs
Bug fix on Option Indicator calculation (#7999)
2024-05-07 14:03:29 -03:00
OptionGreekIndicatorsHelper.cs
Bug fix on Option Indicator calculation (#7999)
2024-05-07 14:03:29 -03:00
OptionIndicatorBase.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -03:00
OptionPricingModelType.cs
Allow smoothing in Implied Volatility and add forward tree model (#7820)
2024-03-04 11:00:04 -03:00
ParabolicStopAndReverse.cs
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PercentagePriceOscillator.cs
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PivotPointsHighLow.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
PythonIndicator.cs
pep8 conversions of python algos, #6 (#7944)
2024-04-18 15:15:18 -03:00
QuantConnect.Indicators.csproj
Update pythonnet to 2.0.38 (#8052)
2024-05-24 14:38:53 -04:00
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
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
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RelativeVigorIndex.cs
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RelativeVigorIndexSignal.cs
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ResetCompositeIndicator.cs
Fix bug in VolumeWeightedAveragePriceIndicator (#7336)
2023-06-30 13:36:44 -03:00
Rho.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -03:00
SchaffTrendCycle.cs
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SharpeRatio.cs
Risk-Free Interest Rate Model (#7594)
2023-11-22 16:17:34 -04:00
SimpleMovingAverage.cs
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SortinoRatio.cs
Add Sortino indicator (#6696)
2022-10-28 18:12:33 -03:00
StandardDeviation.cs
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Stochastics.cs
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Sum.cs
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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
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TargetDownsideDeviation.cs
Add Sortino indicator (#6696)
2022-10-28 18:12:33 -03:00
Theta.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -03:00
TimeProfile.cs
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TimeSeriesForecast.cs
Implement Time Series Forecast Indicator (#7654)
2024-01-04 16:20:29 -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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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
ValueAtRisk.cs
Implement Risk Metrics: Value At Risk (#7757)
2024-02-26 11:02:20 -03:00
VariableIndexDynamicAverage.cs
Chande Variable Index Dynamic Average (VIDYA) Indicator (#7797)
2024-02-26 10:55:01 -03:00
Variance.cs
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Vega.cs
Add Option Gamma, Vega, Theta, Rho Indicator (#7830)
2024-03-11 10:32:36 -03:00
VolumeProfile.cs
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VolumeWeightedAveragePriceIndicator.cs
Fix bug in VolumeWeightedAveragePriceIndicator (#7336)
2023-06-30 13:36:44 -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
Kaufman Efficiency Ratio Indicator (#6050)
2021-12-04 18:55:09 -03:00