Files
quantconnect--lean/Algorithm
JosueNina 01734e1f61
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 Mesa Adaptive Moving Average (MAMA) Indicator (#8428)
* Initial implementation of MAMA indicator and tests

* Implemented Mesa Adaptive Moving Average (MAMA) indicator

- Implemented the MAMA indicator.
- Created methods with overloads to support custom and default
  fastLimit/slowLimit
- Included necessary logic to calculate the mesa adaptive moving average
  based on John's formula.
- Created unit tests to validate MAMA's behaviour.

* Refactor Mesa Adaptive Moving Average(MAMA)

- Separated the logic into smaller functions for better maintainability.
- Improved variable names to reflec their purpose.
- Updated comments to reflect changes and improve readability.
- Consolidated MAMA method overlaod by using default parameters values.

* Refactor variables and update method parameters

- Renamed variables for better clarity.
- Updated method to use 'IBaseDataBar' instead of 'TradeBar'
- Used 'MAMA({fastLimit}, {slowLimit}) instead of just 'MAMA'
2024-11-27 18:54:59 -03:00
..
2019-04-03 21:55:44 -03:00