quantconnect--lean

Properties

Adds SharedAssemblyInfo to common

2015-04-27 20:30:37 -04:00

AroonOscillator.cs

Updated units test based of changes made on other pull request

2015-04-23 03:29:05 +10:00

AverageDirectionalIndex.cs

* Given Smoothed TR at zero return 0 for Positive DI and Negative DI.

2015-05-20 03:36:47 +10:00

AverageTrueRange.cs

Closes #38 - AverageTrueRange cleanup

2015-03-08 15:51:09 -04:00

BollingerBands.cs

Adds indicator math extensions for constant values

2015-06-27 15:51:10 -04:00

CommodityChannelIndex.cs

Fixes warnings mostly relating to xml comments

2015-05-13 10:56:47 -04:00

CompositeIndicator.cs

Use latest time in composite indicator

2015-05-04 16:25:54 -04:00

ConstantIndicator.cs

Fixes warnings mostly relating to xml comments

2015-05-13 10:56:47 -04:00

Delay.cs

Initial commit

2015-01-12 12:03:33 -03:00

DonchianChannel.cs

Revert primary output of the Donchian Channel to be the mean of the upper and lower band

2015-06-05 08:10:03 +10:00

ExponentialMovingAverage.cs

Initial commit

2015-01-12 12:03:33 -03:00

FunctionalIndicator.cs

Closes #43 - review usage of indicator reset impl

2015-03-15 16:31:08 -04:00

IchimokuKinkoHyo.cs

Added license at the top of new files

2015-06-27 08:54:54 +08:00

Identity.cs

Initial commit

2015-01-12 12:03:33 -03:00

Indicator.cs

Initial commit

2015-01-12 12:03:33 -03:00

IndicatorBase.cs

misc fixes

2015-06-08 10:51:06 -04:00

IndicatorDataPoint.cs

OBSOLETES:: BaseData.Reader and BaseData.GetSource

2015-06-11 17:34:53 -04:00

IndicatorExtensions.cs

Adds indicator math extensions for constant values

2015-06-27 15:51:10 -04:00

IReadOnlyWindow.cs

Initial commit

2015-01-12 12:03:33 -03:00

LinearWeightedMovingAverage.cs

wording change evenly to linearly in QCAlgorithm.Indicators

2015-05-01 14:11:07 -07:00

Maximum.cs

Implementation of WILR indicator. Modifies MAX, MIN and AROON indcators to make WILR and AROON work.

2015-04-22 11:53:22 -03:00

MeanAbsoluteDeviation.cs

Closes #43 - review usage of indicator reset impl

2015-03-15 16:31:08 -04:00

Minimum.cs

Implementation of WILR indicator. Modifies MAX, MIN and AROON indcators to make WILR and AROON work.

2015-04-22 11:53:22 -03:00

Momentum.cs

Initial commit

2015-01-12 12:03:33 -03:00

MomentumPercent.cs

Implementation of ROC and ROCP indicators. Modification od MOMP indicator.

2015-04-16 18:27:14 -04:00

MoneyFlowIndex.cs

Closes #43 - review usage of indicator reset impl

2015-03-15 16:31:08 -04:00

MovingAverageConvergenceDivergence.cs

Add ctor for MACD that doesn't require the name

2015-01-16 02:23:28 -05:00

MovingAverageType.cs

Added WeightedMovingAverage Indicator including, MovingAverageType, tests and registration.

2015-05-01 12:14:25 -07:00

MovingAverageTypeExtensions.cs

Adds LinearWeightedMovingAverage to the AsIndicator extension

2015-06-22 15:39:13 -04:00

OnBalanceVolume.cs

Amended previous commit OBV Class not included

2015-04-29 08:49:07 +10:00

packages.config

Version bump Newtonsoft and MathNumerics, strip unnessary refs

2015-06-29 12:00:46 -04:00

QuantConnect.Indicators.csproj

Merge branch 'master' of https://github.com/QuantConnect/Lean

2015-06-29 12:52:08 -04:00

RateOfChange.cs

Implementation of ROC and ROCP indicators. Modification od MOMP indicator.

2015-04-16 18:27:14 -04:00

RateOfChangePercent.cs

Improve some indicator stuff

2015-04-27 13:49:14 -04:00

RelativeStrengthIndex.cs

Initial commit

2015-01-12 12:03:33 -03:00

RollingWindow.cs

Fix thread safety in RollingWindow using ReaderWriterLockSlim.

2015-06-09 23:24:17 -05:00

SimpleMovingAverage.cs

Add sum indicator and use it for the SMA and MFI. Add left and right Reset for CompositeIndicator Reset with test. Reset sum on SMA reset with test. Update test helper to parse for Volume. Update test data for MFI to include volume.

2015-03-09 22:47:37 -04:00

StandardDeviation.cs

Closes #43 - review usage of indicator reset impl

2015-03-15 16:31:08 -04:00

Stochastics.cs

Fix scaling bug in stochastics

2015-06-22 15:38:39 -04:00

Sum.cs

Add license to Sum indicator

2015-03-09 23:29:44 -04:00

TradeBarIndicator.cs

Initial commit

2015-01-12 12:03:33 -03:00

WilliamsPercentR.cs

Implementation of WILR indicator. Modifies MAX, MIN and AROON indicators to make WILR and AROON work.

2015-04-22 17:53:15 -03:00

WindowIndicator.cs

Initial commit

2015-01-12 12:03:33 -03:00