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New Feature: Implement Covariance Indicator #6982 (#9144) 
* Implements Covariance as Lean Indicator

* Add COV helper method and fix AcceptsVolumeRenkoBarsAsInput test

* Fix AcceptsRenkoBarsAsInput test to use smaller period for faster execution

* Fix slow Renko tests by limiting data processed to 50 rows
2025-12-31 16:02:03 -03:00
..
CandlestickPatterns
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Properties
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AbsolutePriceOscillator.cs
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AccelerationBands.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
AccumulationDistribution.cs
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AccumulationDistributionOscillator.cs
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AdvanceDeclineDifference.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
AdvanceDeclineIndicator.cs
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AdvanceDeclineRatio.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
AdvanceDeclineVolumeRatio.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
Alpha.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
ArmsIndex.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
ArnaudLegouxMovingAverage.cs
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AroonOscillator.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
AugenPriceSpike.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
AutoRegressiveIntegratedMovingAverage.cs
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AverageDirectionalIndex.cs
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AverageDirectionalMovementIndexRating.cs
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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
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
BalanceOfPower.cs
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BarIndicator.cs
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Beta.cs
Fix options indicators data synchronization (#8564)
2025-01-31 14:22:06 -04:00
BollingerBands.cs
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ChaikinMoneyFlow.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
ChaikinOscillator.cs
Add alias for AccumulationDistributionOscillator(ChaikinOscillator) (#8781)
2025-06-03 15:49:29 -04:00
ChandeKrollStop.cs
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ChandeMomentumOscillator.cs
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ChoppinessIndex.cs
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CommodityChannelIndex.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
CompositeIndicator.cs
Support new Pythonnet delegates auto conversion (#8913)
2025-08-07 09:40:06 -04:00
ConnorsRelativeStrengthIndex.cs
Add unit test to CommonIndicatorTest (#8628)
2025-03-20 10:16:00 -03:00
ConstantIndicator.cs
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CoppockCurve.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
Correlation.cs
Fix options indicators data synchronization (#8564)
2025-01-31 14:22:06 -04:00
CorrelationType.cs
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Covariance.cs
New Feature: Implement Covariance Indicator #6982 (#9144)
2025-12-31 16:02:03 -03:00
Delay.cs
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Delta.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
DeMarkerIndicator.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
DerivativeOscillator.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
DetrendedPriceOscillator.cs
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DonchianChannel.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
DoubleExponentialMovingAverage.cs
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DualSymbolIndicator.cs
Fix options indicators data synchronization (#8564)
2025-01-31 14:22:06 -04:00
EaseOfMovementValue.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
ExponentialMovingAverage.cs
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FilteredIdentity.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
FisherTransform.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
ForceIndex.cs
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FractalAdaptiveMovingAverage.cs
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FunctionalIndicator.cs
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Gamma.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
HeikinAshi.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
HilbertTransform.cs
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HullMovingAverage.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
HurstExponent.cs
Fix inclusive loop upper bound (#9102)
2025-11-28 12:39:09 -04:00
IchimokuKinkoHyo.cs
Fix issues with the IchimokuKinkoHyo indicator (#9135)
2025-12-19 12:48:49 -03:00
Identity.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
ImpliedVolatility.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
Indicator.cs
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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
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IndicatorExtensions.cs
Python algorithms typing cleanup [part 1] (#8716)
2025-04-23 14:20:38 -03:00
IndicatorResult.cs
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IndicatorStatus.cs
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InternalBarStrength.cs
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IntradayVwap.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
KaufmanAdaptiveMovingAverage.cs
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KaufmanEfficiencyRatio.cs
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KeltnerChannels.cs
Implement SqueezeMomentum (SM) indicator (#8462)
2024-12-20 18:22:32 -03:00
KlingerVolumeOscillator.cs
feature: Klinger Volume Oscillator (#8811)
2025-06-06 11:03:57 -03:00
KnowSureThing.cs
Implements new indicator - KST - Know Sure Thing (#8819)
2025-06-12 19:17:47 -03:00
LeastSquaresMovingAverage.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
LinearWeightedMovingAverage.cs
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LogReturn.cs
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MarketProfile.cs
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MassIndex.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
Maximum.cs
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McClellanOscillator.cs
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McClellanSummationIndex.cs
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McGinleyDynamic.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
MeanAbsoluteDeviation.cs
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MesaAdaptiveMovingAverage.cs
Implement Mesa Adaptive Moving Average (MAMA) Indicator (#8428)
2024-11-27 18:54:59 -03:00
MidPoint.cs
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MidPrice.cs
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Minimum.cs
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Momentum.cs
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MomentumPercent.cs
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Momersion.cs
Rename to Momersion and add legacy wrapper for compatibility (#8876)
2025-07-16 11:22:06 -03:00
MomersionIndicator.cs
Rename to Momersion and add legacy wrapper for compatibility (#8876)
2025-07-16 11:22:06 -03:00
MoneyFlowIndex.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
MovingAverageConvergenceDivergence.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
MovingAverageType.cs
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MovingAverageTypeExtensions.cs
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MultiSymbolIndicator.cs
Fix options indicators data synchronization (#8564)
2025-01-31 14:22:06 -04:00
NewHighsNewLows.cs
#8356 Implemention of NHNL indicators (#9109)
2025-12-16 14:24:00 -03:00
NewHighsNewLowsVolume.cs
#8356 Implemention of NHNL indicators (#9109)
2025-12-16 14:24:00 -03:00
NormalizedAverageTrueRange.cs
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OnBalanceVolume.cs
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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
Improve IndicatorHistory<T> filtering of indicator properties (#8853)
2025-07-02 09:31:18 -03:00
OptionPricingModelType.cs
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ParabolicStopAndReverse.cs
Feature : Implements Parabolic SAR Extended (SAREXT) (#8818)
2025-06-23 10:40:05 -03:00
ParabolicStopAndReverseExtended.cs
Feature : Implements Parabolic SAR Extended (SAREXT) (#8818)
2025-06-23 10:40:05 -03:00
PercentagePriceOscillator.cs
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PivotPointsHighLow.cs
Add optional strict parameter to PivotPointsHighLow indicator (#9033)
2025-10-22 09:26:24 -03:00
PremierStochasticOscillator.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
PythonIndicator.cs
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QuantConnect.Indicators.csproj
net10 fix: Update clr-loader (#9166)
2025-12-29 19:07:35 -03:00
RateOfChange.cs
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RateOfChangePercent.cs
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RateOfChangeRatio.cs
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RegressionChannel.cs
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RelativeDailyVolume.cs
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RelativeMovingAverage.cs
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RelativeStrengthIndex.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
RelativeVigorIndex.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
RelativeVigorIndexSignal.cs
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ResetCompositeIndicator.cs
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Rho.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
RogersSatchellVolatility.cs
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SchaffTrendCycle.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
SharpeRatio.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
SimpleMovingAverage.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
SmoothedOnBalanceVolume.cs
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SortinoRatio.cs
Refactor TargetDownsideDeviation Calculation (#8875)
2025-07-18 17:11:51 -03:00
SqueezeMomentum.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
StandardDeviation.cs
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Stochastic.cs
Renames File Stochastics.cs -> Stochastic.cs (#9079)
2025-11-12 09:30:12 -03:00
StochasticRelativeStrengthIndex.cs
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Sum.cs
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SuperTrend.cs
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SwissArmyKnife.cs
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T3MovingAverage.cs
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TargetDownsideDeviation.cs
Refactor TargetDownsideDeviation Calculation (#8875)
2025-07-18 17:11:51 -03:00
Theta.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
TimeProfile.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
TimeSeriesForecast.cs
Disable OHLC session tracking by default (#9046)
2025-10-17 15:59:50 -03:00
TimeSeriesIndicator.cs
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TomDemarkSequential.cs
Feature 6620 implement td sequential candlestick indicator (#8877)
2025-08-01 12:54:58 -03:00
TradeBarIndicator.cs
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TriangularMovingAverage.cs
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TripleExponentialMovingAverage.cs
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Trix.cs
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TrueRange.cs
Refactor AverageTrueRange to use TrueRange implementation (#8785)
2025-06-03 15:57:26 -04:00
TrueStrengthIndex.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
UltimateOscillator.cs
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ValueAtRisk.cs
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VariableIndexDynamicAverage.cs
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Variance.cs
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Vega.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
VolumeProfile.cs
Adds Missing Indicator Constructor Overloads Without name Parameter (#9062)
2025-10-30 18:08:34 -03:00
VolumeWeightedAveragePriceIndicator.cs
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VolumeWeightedMovingAverage.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
Vortex.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
WilderAccumulativeSwingIndex.cs
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WilderMovingAverage.cs
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WilderSwingIndex.cs
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WilliamsPercentR.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
WindowIdentity.cs
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WindowIndicator.cs
Disable OHLC session tracking by default (#9046)
2025-10-17 15:59:50 -03:00
ZeroLagExponentialMovingAverage.cs
Use EndTime instead of Time for indicator updates (#8860)
2025-07-08 17:47:00 -04:00
ZigZag.cs
Improve IndicatorHistory<T> filtering of indicator properties (#8853)
2025-07-02 09:31:18 -03:00