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Create ADX Indicator #2

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jaredbroad opened this issue Jan 12, 2015 · 0 comments
Closed

Create ADX Indicator #2

jaredbroad opened this issue Jan 12, 2015 · 0 comments
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@kaffeebrauer
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@jaredbroad
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Create an "AverageDirectionalIndex" indicator class and the associated "ADX" helper method in the QCAlgorithm base class. See introduction to indicators - https://lean.quantconnect.com/docs#topic9.html

Add the associated tests to Tests project under /Indicators to confirm the ADX values match up with the data provided in Tests/TestData/spy_with_adx.txt file.
@jaredbroad jaredbroad added this to the 100 Indicators milestone Mar 11, 2015
@jaredbroad jaredbroad changed the title [Feature] Create ADX Indicator Create ADX Indicator Mar 11, 2015
@QANTau QANTau mentioned this issue Apr 2, 2015
Closed
@element6 element6 mentioned this issue Feb 9, 2016
Closed
jaredbroad referenced this issue in StefanoRaggi/Lean Mar 15, 2016
@StefanoRaggi
Fixes bug in SecurityMarginModel.GetMarginRemaining
1d767b3 
when switching positions from long to short and viceversa
viliwonka added a commit to viliwonka/Lean that referenced this issue May 11, 2018
@viliwonka
Style fix QuantConnect#2
aae064b
mchandschuh pushed a commit that referenced this issue Aug 28, 2018
@AdalyatNazirov
Merge pull request #2 from StefanoRaggi/bitfinex-rate-limit-message
a1684f5 
Add brokerage message if requests are rate limited
gsalaz98 referenced this issue in gsalaz98/Lean Jul 8, 2019
@gsalaz98
Address mchandschuh's review #2
c3e0cc2
gsalaz98 referenced this issue in gsalaz98/Lean Jul 10, 2019
@gsalaz98
Address mchandschuh's review #2
b11c14a
@mikko-m mikko-m mentioned this issue Oct 2, 2019
Closed
AlexCatarino pushed a commit that referenced this issue Jan 14, 2020
@haxdds
Merge pull request #2 from QuantConnect/master
f768cd6 
Update
gsalaz98 added a commit that referenced this issue Jan 19, 2021
@gsalaz98
Empty commit #2
532fa7c
StefanoRaggi pushed a commit to StefanoRaggi/Lean that referenced this issue Feb 25, 2021
@itsbalamurali
Merge pull request QuantConnect#2 from itsbalamurali/zerodha-mapper-u…
4d16c8e 
…pdate

1 Zerodha mapper class update to get instruments based on Market. 2 Z…
@DavidThielen DavidThielen mentioned this issue Apr 30, 2022
Closed
4 tasks
AlexCatarino pushed a commit to AlexCatarino/Lean that referenced this issue Nov 3, 2022
@LouisSzeto
Merge pull request QuantConnect#2 from LouisSzeto/test-option-greeks-iv
75daf57 
Address peer review and added unit test
se-l referenced this issue in se-l/Lean Nov 7, 2023
@se-l
prev. commit #2
3a910fe
Martin-Molinero added a commit that referenced this issue Apr 17, 2024
@LouisSzeto @Martin-Molinero
pep8 conversion on python algorithms #2 (#7933)
784e497 
* pep8 conversion

* more

* Minor fix

* Fix related regression algorithm

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
@jaredbroad jaredbroad mentioned this issue May 16, 2024
Closed
3 tasks
jhonabreul added a commit that referenced this issue Sep 12, 2024
@jhonabreul @paulius-an
Euro Stoxx 50 Index and Index Futures support (#8278)
fa9ff39 
* EUREX data

EUREX data model and sample data

* Add EUREX futures expiry function and sample algorithms

* Add EuroStoxx50 futures map and factor files

* Reduce eurex data for repo

* Map eurex market to primary exchange

* Update Euro Stoxx 50 (FESX) map and factol files

* Update Euro Stoxx 50 (FESX) minute data

* Added EURSD data

* Added 2 basic FESX futures algorithms in CSharp and Python (#2)

* Add regression algorithms

* Update regression algorithms and data

* Minor change

* Cleanup

---------

Co-authored-by: paulius-an <118921953+paulius-an@users.noreply.github.com>
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