Files
quantconnect--lean/Algorithm
JosueNina 469d960f50
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Implement Connor's Relative Strength Index(CRSI) Indicator (#8419)
* Add Connors Relative Strength Index(CRSI) Indicator

- Implemented CRSI combining RSI, Streak RSI, and ROC
- Added unit tests for CRSI calculation to ensure correctness and
  reliability.
- Inclued the spy_crsi.csv file for testing purposes and validation of
  CRSI logic.

* Refactor CRSI indicator

- Updated the CRSI logic to use Percent Change of Daily Returns instead
  of ROC.
- Modified the ConnorsRelativeStrengthIndex class:
  - Updated ComputeNextValue to calculate daily returns and relative
    magnitude
- Improved documentation and comments

* Refactor CRSI Indicator:

- Refactored the method that updated the trend streak based on price
  changes.
- Created a new method ComputeTrendStreak.
- Added check for null or 0 value in _previousInput.

* Fix comments from code review

- Add _ to priceChangeRatios
- Move _srsi.Update() to the top to avoid duplication
2024-11-25 15:43:42 -03:00
..
2019-04-03 21:55:44 -03:00