FemtoTrader 85ca5be258 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

..

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

Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider

2019-05-10 20:04:55 +01:00

AccelerationBands.cs

Handle DivisionByZero exception in indicators (#7788)

2024-02-19 16:02:51 -03:00

AccumulationDistribution.cs

Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider

2019-05-10 20:04:55 +01:00

AccumulationDistributionOscillator.cs

Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider

2019-05-10 20:04:55 +01:00

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

ARIMA indicator error handling (#8218)

2024-07-22 14:24:12 -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

Indicators with name starting with B to F.

2019-05-13 17:50:51 +01:00

BarIndicator.cs

Use IBaseData in type constraints

2016-11-09 09:20:16 -05:00

Beta.cs

Handle DivisionByZero exception in indicators (#7788)

2024-02-19 16:02:51 -03:00

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

ChoppinessIndex.cs

Implements new indicator CHOP - Choppiness Index (#8178)

2024-07-22 12:14:53 -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 CS1570 and CS1572 warnings (#8187)

2024-07-10 11:16:16 -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

Delta.cs

Fix warnings part 12 (#8182)

2024-07-09 11:08:42 -03:00

DeMarkerIndicator.cs

_lastLow and _lastHigh are given resets under DeM's Reset method (#5449)

2021-04-06 10:15:16 -03:00

DerivativeOscillator.cs

Feature 1076 implementing an indicator derivative oscillator (#7884)

2024-04-17 16:34:57 -03:00

DetrendedPriceOscillator.cs

Remove internal usages of implicit operator in Indicator code (#4844)

2020-10-12 10:31:05 -03:00

DonchianChannel.cs

Fix minor warnings (#8190)

2024-07-10 14:17:27 -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

ForceIndex.cs

Implements new indicator ForceIndex (#8155)

2024-07-16 11:14:14 -03:00

FractalAdaptiveMovingAverage.cs

Add potential fix to overflow bug in FractalAdaptiveMovingAverage.cs (#7689)

2024-01-11 17:20:46 -03:00

FunctionalIndicator.cs

Use IBaseData in type constraints

2016-11-09 09:20:16 -05:00

Gamma.cs

Fix warnings part 12 (#8182)

2024-07-09 11:08:42 -03:00

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

ImpliedVolatility.cs

Improve indicator warmup (#8192)

2024-07-11 16:16:49 -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

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

Add IndicatorResult support to CompositeIndicator

2016-04-07 06:14:18 -04:00

IndicatorStatus.cs

Update enum values in comments (#6460)

2022-07-05 10:29:28 -03:00

InternalBarStrength.cs

Implements new indicator IBS - Internal Bar Strength (#8151)

2024-07-11 16:13:31 -03:00

IntradayVwap.cs

Add IntradayVwap indicator w/ VWAP(symbol) helper

2018-04-06 16:27:14 -04:00

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

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

McGinleyDynamic.cs

implements McGinleyDynamic (#8189)

2024-07-10 11:41:56 -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

implements McGinleyDynamic (#8189)

2024-07-10 11:41:56 -03:00

MovingAverageTypeExtensions.cs

implements McGinleyDynamic (#8189)

2024-07-10 11:41:56 -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

OptionGreekIndicatorBase.cs

Improve indicator warmup (#8192)

2024-07-11 16:16:49 -03:00

OptionGreekIndicatorsHelper.cs

Minor fixes for IndicatorHistory and IV (#8174)

2024-07-09 10:54:55 -03:00

OptionIndicatorBase.cs

Minor fixes for IndicatorHistory and IV (#8174)

2024-07-09 10:54:55 -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

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

pep8 conversions of python algos, #6 (#7944)

2024-04-18 15:15:18 -03:00

QuantConnect.Indicators.csproj

Remove warnings from csproj files (#8108)

2024-06-26 17:07:51 -03:00

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

Rho.cs

Fix warnings part 6 (#8107)

2024-06-26 13:21:53 -03:00

RogersSatchellVolatility.cs

Implements new indicator - RSV - Rogers-Satchell volatility (#8183)

2024-07-29 14:47:16 -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

Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider

2019-05-10 20:04:55 +01:00

SmoothedOnBalanceVolume.cs

Implements new indicator - SOBV - Smoothed On Balance Volume (#8180)

2024-07-22 18:27:52 -03:00

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

StochasticRelativeStrengthIndex.cs

Implements new indicator StochRSI - Stochastic Relative Strength Index (#8163)

2024-07-19 09:26:39 -03:00

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

Theta.cs

Fix warnings part 6 (#8107)

2024-06-26 13:21:53 -03:00

TimeProfile.cs

Add ValueAreaVolumePercentage Parameter (#5908)

2021-09-07 12:17:23 -03:00

TimeSeriesForecast.cs

Implement Time Series Forecast Indicator (#7654)

2024-01-04 16:20:29 -03:00

TimeSeriesIndicator.cs

Fix second half of the CA1051 warnings (#8140)

2024-07-05 13:54:03 -03:00

TradeBarIndicator.cs

Initial commit

2015-01-12 12:03:33 -03:00

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

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

Remove internal usages of implicit operator in Indicator code (#4844)

2020-10-12 10:31:05 -03:00

Vega.cs

Fix warnings part 6 (#8107)

2024-06-26 13:21:53 -03:00

VolumeProfile.cs

Add ValueAreaVolumePercentage Parameter (#5908)

2021-09-07 12:17:23 -03:00

VolumeWeightedAveragePriceIndicator.cs

Fix second half of the CA1051 warnings (#8140)

2024-07-05 13:54:03 -03:00

VolumeWeightedMovingAverage.cs

Implements new indicator VWMA - Volume Weighted Moving Average (#8161)

2024-07-16 11:14:39 -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

Fix second half of the CA1051 warnings (#8140)

2024-07-05 13:54:03 -03:00

WilliamsPercentR.cs

Extends RelativeStrengthIndex, Stochastic and WilliamsPercentR Indicators With IIndicatorWarmUpPeriodProvider

2019-05-23 09:54:02 +01:00

WindowIdentity.cs

Adds VWAP indicator via WeightedBy indicator extension

2016-04-21 19:34:52 -03:00

WindowIndicator.cs

Kaufman Efficiency Ratio Indicator (#6050)

2021-12-04 18:55:09 -03:00

ZeroLagExponentialMovingAverage.cs

Implement new indicator - ZLEMA - Zero Lag Exponential Moving Average (#8148)

2024-07-08 11:58:05 -03:00