JosueNina edd1aea8b0 Implement ZigZag (ZZ) indicator (#8454) ...

* Implement ZigZag Indicator

* Create Unit Test for ZigZag Indicator

* Update QCAlgorithm with ZigZag Indicator

* Resolved review comments

* Refactor ZigZag Indicator

- Refactored logic to streamline pivot updates and condition checks.
- Exposed PivotType enum to track pivot direction (High/Low).
- Updated CSV processing to reflect pivot type (High/Low).

* Refactor UpdatePivot logic

2024-12-23 13:19:39 -03:00

..

equity/usa/shortable

Adds Rebate and Fee Rates to Shortable Provider (#7840)

2024-03-13 16:04:33 -03:00

greeks

Change default American Option Pricing model to Binomial CRR model (#7426)

2023-08-18 14:34:46 -03:00

greeksindicator/american

Allow smoothing in Implied Volatility and add forward tree model (#7820)

2024-03-04 11:00:04 -03:00

symbol-properties

Reduce test files size (#8084)

2024-06-24 13:03:43 -03:00

00010101_05_example_psychsignal_testdata.csv

Address review

2019-07-09 17:46:15 -07:00

20151224_quote_american.zip

…

aapl_chain.csv

Fixes inability to parse negative strike prices in SecurityIdentifier (#4953)

2020-11-30 15:45:36 -03:00

aapl_fine_fundamental.json

…

alpha_indicator_datatest.csv

Alpha Indicator #6985 (#7566)

2023-11-24 11:31:15 -03:00

arms_data.txt

Modify advance decline indicators (#7032)

2023-03-02 15:48:20 -03:00

bi_datatest.csv

Beta indicator (#6042)

2021-11-15 15:57:24 -03:00

CashTestingStrategy.csv

…

custom_future_chris_cme_es1.csv

Remove Quandl from LEAN (#6110)

2022-01-12 12:10:20 -03:00

custom_future_chris_cme_es2.csv

Remove Quandl from LEAN (#6110)

2022-01-12 12:10:20 -03:00

daily-stock-picker-backtest.csv

Updates Dropbox Algorithms

2020-02-12 23:58:03 +00:00

daily-stock-picker-live.csv

Updates Dropbox Algorithms

2020-02-12 23:58:03 +00:00

dwac_supertrend.txt

Super Trend Indicator (#6013)

2021-11-17 12:19:26 -03:00

eurusd60_dem.txt

Adds DeM indicator (#5002)

2020-12-15 08:29:55 -03:00

eurusd_candle_patterns.txt

…

ewz_candle_patterns.txt

…

FillForwardBars.zip

Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)

2024-11-29 09:52:01 -04:00

FillForwardStrictEndTimeDailyRegressionAlgorithm.zip

Daily data time adjustment (#8001)

2024-05-20 17:28:03 -03:00

FillForwardStrictEndTimeHourRegressionAlgorithm.zip

Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)

2024-11-29 09:52:01 -04:00

FillForwardStrictEndTimeMinuteRegressionAlgorithm.zip

Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)

2024-11-29 09:52:01 -04:00

frama.txt

…

FuturesExpiryFunctionsTestData.xml

Fix micro gold expirations (#8117)

2024-07-01 14:12:20 -03:00

fxVolumeDaily.csv

…

fxVolumeHourly.csv

…

fxVolumeMinute.csv

…

generate_reference_data_from_talib.py

implements generate_reference_data_from_talib.py (#8196)

2024-07-22 14:50:24 -03:00

generate_reference_data_from_talipp.py

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

2024-07-29 14:47:16 -03:00

generate_reference_data_from_tulip.py

add script using tulipy (#8194)

2024-07-22 14:43:33 -03:00

mcclellan_data.csv

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

multizip.zip

…

portfolio_targets.csv

Universe data frames improvements (#8433)

2024-12-03 16:19:17 -04:00

SampleMarketHoursDatabase.json

Support extended market hours for futures (#6522)

2022-08-18 10:56:44 -03:00

spx_lwma.csv

Update LinearWeightedMovingAverage (#7798)

2024-02-20 16:51:06 -03:00

spy_10_min.txt

…

spy_acceleration_bands_20_4.txt

…

spy_ad_osc.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_ad.txt

…

spy_adr.csv

Implement Average Range (AR) Indicator (#8404)

2024-11-15 11:19:55 -03:00

spy_alma.txt

…

spy_ao.txt

Adds the Awesome Oscillator (#5005)

2020-12-11 20:46:07 -03:00

spy_apo.txt

…

spy_aps.txt

Feature Augen Price Spike Indicator (#5713)

2021-07-09 20:07:15 -03:00

spy_arima.csv

Feature #5098 - Time Series Indicators (#5099)

2021-02-01 20:17:49 -03:00

spy_aroon_oscillator.txt

…

spy_asi.csv

Add Wilder Accumulative Swing Index (#5476)

2021-04-16 10:54:02 -03:00

spy_atr_wilder.txt

…

spy_atr.txt

…

spy_bollinger_bands.txt

More Bollinger Indicators

2020-06-30 11:02:59 +03:00

spy_bop.txt

…

spy_candle_patterns.txt

…

spy_cmf.txt

Adds ChaikinMoneyFlow indicator (#4986)

2020-12-11 18:04:17 -03:00

spy_cmo.txt

…

spy_coppock_curve.csv

…

spy_crsi.csv

Implement Connor's Relative Strength Index(CRSI) Indicator (#8419)

2024-11-25 15:43:42 -03:00

spy_dema.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_do.csv

Feature 1076 implementing an indicator derivative oscillator (#7884)

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

spy_dpo.csv

…

spy_ema.csv

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_emv.txt

Feature emv indicator addition (#4591)

2020-08-24 09:54:58 -03:00

spy_heikin_ashi.txt

…

spy_hma.txt

…

spy_hurst_exponent.csv

Implement Hurst Exponent (HE) indicator (#8434)

2024-12-05 10:19:31 -03:00

spy_kama.txt

…

spy_ker.txt

Kaufman Efficiency Ratio Indicator (#6050)

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

spy_logr14.txt

…

spy_mama.csv

Implement Mesa Adaptive Moving Average (MAMA) Indicator (#8428)

2024-11-27 18:54:59 -03:00

spy_mass_index_25.txt

…

spy_max.txt

…

spy_mfi.txt

…

spy_midpoint.txt

…

spy_midprice.txt

…

spy_min.txt

…

spy_natr.txt

…

spy_ohlcv.txt

…

spy_parabolic_SAR.txt

…

spy_pivot_pnt_hl.txt

Implements PivotPointsHighLow indicator + tests (#5352)

2021-05-24 11:09:07 -03:00

spy_ppo.txt

…

spy_pso.csv

Implement Premier Stochastic Oscillator (PSO) Indicator (#8394)

2024-11-14 18:22:46 -03:00

spy_qqq_corr.csv

correlation as lean indicator #6983 (#7543)

2023-11-13 20:40:14 -03:00

spy_rdv.txt

Relative Daily Volume Indicator (#5747)

2021-07-28 18:02:34 -03:00

spy_rocr.txt

…

spy_rvi.txt

Feature 4999 -- Adds RVI (#5041)

2021-01-08 11:11:00 -03:00

spy_si.csv

Add Wilder Accumulative Swing Index (#5476)

2021-04-16 10:54:02 -03:00

spy_sm.csv

Implement SqueezeMomentum (SM) indicator (#8462)

2024-12-20 18:22:32 -03:00

spy_sortino.csv

Add Sortino indicator (#6696)

2022-10-28 18:12:33 -03:00

spy_sr.txt

Adds SharpeRatio indicator (#5348)

2021-03-11 13:35:08 -08:00

spy_stc.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_swiss.txt

…

spy_t3.txt

…

spy_tema.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_tr.txt

…

spy_trima.txt

…

spy_trix.txt

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_tsf.csv

Implement Time Series Forecast Indicator (#7654)

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

spy_tsi.csv

Fix EMA first value calculation (#7173)

2023-04-11 17:43:25 -03:00

spy_ultosc.txt

…

spy_valueatrisk.csv

Implement Risk Metrics: Value At Risk (#7757)

2024-02-26 11:02:20 -03:00

spy_var.txt

…

spy_vidya.txt

Chande Variable Index Dynamic Average (VIDYA) Indicator (#7797)

2024-02-26 10:55:01 -03:00

spy_with_adx.txt

Refactors AverageDirectionalIndex and AverageDirectionalMovementIndexRating

2018-11-02 22:53:20 +00:00

spy_with_cci.txt

…

spy_with_ChandeKrollStop.csv

Implements new indicator - CKS - ChandeKrollStop (#8198)

2024-08-07 14:51:39 -03:00

spy_with_chop.csv

Implements new indicator CHOP - Choppiness Index (#8178)

2024-07-22 12:14:53 -03:00

spy_with_don50.txt

Modify DonchianChannel.cs and spy_with_don50.csv (#7329)

2023-06-21 15:26:58 -03:00

spy_with_fisher.txt

Fixes FishTransform Indicator

2019-05-13 17:57:08 +01:00

spy_with_ForceIndex.csv

Implements new indicator ForceIndex (#8155)

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

spy_with_hilbert.csv

Fixes bug in Hilbert Transform indicator (#7203)

2023-04-21 12:01:52 -03:00

spy_with_ibs.csv

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

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

spy_with_ichimoku.csv

…

spy_with_ichimoku.ods

…

spy_with_indicators.txt

…

spy_with_keltner.csv

…

spy_with_macd.txt

…

spy_with_McGinleyDynamic.csv

implements McGinleyDynamic (#8189)

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

spy_with_obv.txt

…

spy_with_rma.csv

Relative Moving Average Indicator (#6297)

2022-04-25 13:13:20 -03:00

spy_with_roc50.txt

…

spy_with_rocp50.txt

…

spy_with_rsv.csv

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

2024-07-29 14:47:16 -03:00

spy_with_sobv.csv

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

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

spy_with_stoch12k3.txt

…

spy_with_StochRSI.csv

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

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

spy_with_vtx.csv

Feature 8132 implement vortex indicator (#8242)

2024-08-14 15:43:21 -03:00

spy_with_vwap.txt

…

spy_with_vwma.csv

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

2024-07-16 11:14:39 -03:00

spy_with_williamsR14.txt

…

spy_with_zlema.csv

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

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

spy_zigzag.csv

Implement ZigZag (ZZ) indicator (#8454)

2024-12-23 13:19:39 -03:00

stock_prices.csv

Changes NLTK Data Location and Adds mlfinlab Package

2019-11-12 22:30:04 +00:00

target_downside_deviation.csv

Add Sortino indicator (#6696)

2022-10-28 18:12:33 -03:00

test_cash_equity.xml

…

test_cash_fills.xml

…

test_forex_equity.xml

…

test_forex_fills_jwb_quantity.xml

…

test_forex_fills_mch_quantity.xml

…

test_forex_fills.xml

…

test_report_data.json

Standardize trade count statistic (#7827)

2024-03-06 14:52:34 -03:00

test.csv

Fix bug for history requests with custom symbols (#8262)

2024-08-19 15:26:42 -03:00

tp_datatest.csv

Market profile indicator (#5891)

2021-09-03 20:18:44 -03:00

vp_datatest.csv

Market profile indicator (#5891)

2021-09-03 20:18:44 -03:00