quantconnect--lean

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

Validate inputs for safe logarithm calculation (#8439 )

2024-12-03 17:30:07 -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

AverageRange.cs

Implement Average Range (AR) Indicator (#8404 )

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

AverageTrueRange.cs

Refactor AverageTrueRange to use TrueRange implementation (#8785 )

2025-06-03 15:57:26 -04:00

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

Fix options indicators data synchronization (#8564 )

2025-01-31 14:22:06 -04:00

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

ChaikinOscillator.cs

Add alias for AccumulationDistributionOscillator(ChaikinOscillator) (#8781 )

2025-06-03 15:49:29 -04:00

ChandeKrollStop.cs

Implements new indicator - CKS - ChandeKrollStop (#8198 )

2024-08-07 14:51:39 -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

Use SafeDivision() method to avoid overflow exception in CCI (#8396 )

2024-11-14 18:20:00 -03:00

CompositeIndicator.cs

Python Support for CompositeIndicator (#8598 )

2025-03-04 15:25:15 -03:00

ConnorsRelativeStrengthIndex.cs

Add unit test to CommonIndicatorTest (#8628 )

2025-03-20 10:16:00 -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

Fix options indicators data synchronization (#8564 )

2025-01-31 14:22:06 -04:00

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

File-based options universe (#8212 )

2024-09-09 12:39:31 -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

DualSymbolIndicator.cs

Fix options indicators data synchronization (#8564 )

2025-01-31 14:22:06 -04:00

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

File-based options universe (#8212 )

2024-09-09 12:39:31 -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

HurstExponent.cs

Implement Hurst Exponent (HE) indicator (#8434 )

2024-12-05 10:19:31 -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

Fix options indicators data synchronization (#8564 )

2025-01-31 14:22:06 -04:00

Indicator.cs

Indicators history rolling window (#7314 )

2023-06-13 15:07:09 -03:00

IndicatorBase.cs

Ensure Indicator.Current retains the Symbol from the latest input data (#8767 )

2025-06-03 15:26:42 -03:00

IndicatorBase.Operators.cs

Composite Indicator Fixes (#5929 )

2021-09-16 17:58:10 -03:00

IndicatorExtensions.cs

Python algorithms typing cleanup [part 1] (#8716 )

2025-04-23 14:20:38 -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

Implement SqueezeMomentum (SM) indicator (#8462 )

2024-12-20 18:22:32 -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

Solve divide by zero exception in McGinleyDynamic indicator (#8397 )

2024-11-14 18:20:18 -03:00

MeanAbsoluteDeviation.cs

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

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

MesaAdaptiveMovingAverage.cs

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

2024-11-27 18:54:59 -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

MultiSymbolIndicator.cs

Fix options indicators data synchronization (#8564 )

2025-01-31 14:22:06 -04:00

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

Unseal greeks ComputeIndicator method (#8570 )

2025-02-03 11:16:34 -03:00

OptionGreekIndicatorsHelper.cs

File-based options universe (#8212 )

2024-09-09 12:39:31 -03:00

OptionIndicatorBase.cs

Fix options indicators data synchronization (#8564 )

2025-01-31 14:22:06 -04:00

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

PremierStochasticOscillator.cs

Update Stochastic period (#8613 )

2025-03-07 12:09:33 -03:00

PythonIndicator.cs

Improve PythonIndicator.IsReady implementation (#8287 )

2024-09-04 10:07:13 -03:00

QuantConnect.Indicators.csproj

ExtendedDictionary improvements (#8723 )

2025-05-02 11:02:06 -04:00

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

File-based options universe (#8212 )

2024-09-09 12:39:31 -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

SqueezeMomentum.cs

Implement SqueezeMomentum (SM) indicator (#8462 )

2024-12-20 18:22:32 -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

Update Stochastic period (#8613 )

2025-03-07 12:09:33 -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

File-based options universe (#8212 )

2024-09-09 12:39:31 -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

Refactor AverageTrueRange to use TrueRange implementation (#8785 )

2025-06-03 15:57:26 -04:00

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

File-based options universe (#8212 )

2024-09-09 12:39:31 -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

Vortex.cs

Feature 8132 implement vortex indicator (#8242 )

2024-08-14 15:43:21 -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

ZigZag.cs

Implement ZigZag (ZZ) indicator (#8454 )

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