diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/00 Candlestick Patterns/48 Takuri/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/00 Candlestick Patterns/48 Takuri/metadata.json index 9983baa91d..ee9bc6d1ce 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/00 Candlestick Patterns/48 Takuri/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/00 Candlestick Patterns/48 Takuri/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "Create a new Takuri (Dragonfly Doji with very long lower shadow) candlestick pattern indicator to indicate the pattern's presence.", + "description": "Create a new Takuri (Dragonfly Doji with very long lower shadow) candlestick pattern indicator to indicate the pattern's presen...", "keywords": "takuri", "og:type": "website", - "og:description": "Create a new Takuri (Dragonfly Doji with very long lower shadow) candlestick pattern indicator to indicate the pattern's presence.", + "og:description": "Create a new Takuri (Dragonfly Doji with very long lower shadow) candlestick pattern indicator to indicate the pattern's presen...", "og:title": "Takuri - Using Indicators on QuantConnect.com", "og:site_name": "Takuri - Using Indicators on QuantConnect.com", "og:image": "" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/01 Absolute Price Oscillator/02 Using APO Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/01 Absolute Price Oscillator/02 Using APO Indicator.php index 77466b4a5a..7ace6772d3 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/01 Absolute Price Oscillator/02 Using APO Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/01 Absolute Price Oscillator/02 Using APO Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 10, 2, MovingAverageType.Simple'; $properties = array("Fast","Slow","Signal","Histogram"); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '10, 20, MovingAverageType.Simple'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/01 Absolute Price Oscillator/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/01 Absolute Price Oscillator/metadata.json index d76e3e9d9c..9df2dd955b 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/01 Absolute Price Oscillator/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/01 Absolute Price Oscillator/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following formula: APO[i] = FastMA[i] - SlowMA[i]", + "description": "This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following for...", "keywords": "absolute price oscillator", "og:type": "website", - "og:description": "This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following formula: APO[i] = FastMA[i] - SlowMA[i]", + "og:description": "This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following for...", "og:title": "Absolute Price Oscillator - Using Indicators on QuantConnect.com", "og:site_name": "Absolute Price Oscillator - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/absolute-price-oscillator.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/02 Acceleration Bands/02 Using ABANDS Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/02 Acceleration Bands/02 Using ABANDS Indicator.php index 0b2f50416a..e3a0b369b4 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/02 Acceleration Bands/02 Using ABANDS Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/02 Acceleration Bands/02 Using ABANDS Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 10, 4, MovingAverageType.Simple'; $properties = array("MiddleBand","UpperBand","LowerBand"); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '"", 10, 4, MovingAverageType.Simple'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/03 Accumulation Distribution/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/03 Accumulation Distribution/metadata.json index 07f58bb401..703f4aab5f 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/03 Accumulation Distribution/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/03 Accumulation Distribution/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Accumulation/Distribution (AD) The Accumulation/Distribution is calculated using the following formula: AD = AD + ((Close - Low) - (High - Close)) / (High - Low) * Volume", + "description": "This indicator computes the Accumulation/Distribution (AD) The Accumulation/Distribution is calculated using the following form...", "keywords": "accumulation distribution", "og:type": "website", - "og:description": "This indicator computes the Accumulation/Distribution (AD) The Accumulation/Distribution is calculated using the following formula: AD = AD + ((Close - Low) - (High - Close)) / (High - Low) * Volume", + "og:description": "This indicator computes the Accumulation/Distribution (AD) The Accumulation/Distribution is calculated using the following form...", "og:title": "Accumulation Distribution - Using Indicators on QuantConnect.com", "og:site_name": "Accumulation Distribution - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/accumulation-distribution.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/04 Accumulation Distribution Oscillator/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/04 Accumulation Distribution Oscillator/metadata.json index 515263307b..f5aca23512 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/04 Accumulation Distribution Oscillator/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/04 Accumulation Distribution Oscillator/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated using the following formula: ADOSC = EMA(fast,AD) - EMA(slow,AD)", + "description": "This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated...", "keywords": "accumulation distribution oscillator", "og:type": "website", - "og:description": "This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated using the following formula: ADOSC = EMA(fast,AD) - EMA(slow,AD)", + "og:description": "This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated...", "og:title": "Accumulation Distribution Oscillator - Using Indicators on QuantConnect.com", "og:site_name": "Accumulation Distribution Oscillator - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/accumulation-distribution-oscillator.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/05 Advance Decline Difference/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/05 Advance Decline Difference/metadata.json index a2c4e730bf..254bf2d69e 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/05 Advance Decline Difference/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/05 Advance Decline Difference/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Advance Decline Difference compute the difference between the number of stocks that closed higher and the number of stocks that closed lower than their previous day's closing prices.", + "description": "The Advance Decline Difference compute the difference between the number of stocks that closed higher and the number of stocks ...", "keywords": "advance decline difference", "og:type": "website", - "og:description": "The Advance Decline Difference compute the difference between the number of stocks that closed higher and the number of stocks that closed lower than their previous day's closing prices.", + "og:description": "The Advance Decline Difference compute the difference between the number of stocks that closed higher and the number of stocks ...", "og:title": "Advance Decline Difference - Using Indicators on QuantConnect.com", "og:site_name": "Advance Decline Difference - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/advance-decline-difference.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/06 Advance Decline Ratio/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/06 Advance Decline Ratio/metadata.json index c3301c51c7..2903d1d5e6 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/06 Advance Decline Ratio/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/06 Advance Decline Ratio/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The advance-decline ratio (ADR) compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices.", + "description": "The advance-decline ratio (ADR) compares the number of stocks that closed higher against the number of stocks that closed lower...", "keywords": "advance decline ratio", "og:type": "website", - "og:description": "The advance-decline ratio (ADR) compares the number of stocks that closed higher against the number of stocks that closed lower than their previous day's closing prices.", + "og:description": "The advance-decline ratio (ADR) compares the number of stocks that closed higher against the number of stocks that closed lower...", "og:title": "Advance Decline Ratio - Using Indicators on QuantConnect.com", "og:site_name": "Advance Decline Ratio - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/advance-decline-ratio.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/07 Advance Decline Volume Ratio/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/07 Advance Decline Volume Ratio/metadata.json index b6f3627304..86175abc24 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/07 Advance Decline Volume Ratio/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/07 Advance Decline Volume Ratio/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of summary volume of advancing stocks to summary volume of declining stocks. AD Volume Ratio is used in technical analysis to see where the main trading activity is focused.", + "description": "The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of summary volume of advancing stocks to summary vo...", "keywords": "advance decline volume ratio", "og:type": "website", - "og:description": "The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of summary volume of advancing stocks to summary volume of declining stocks. AD Volume Ratio is used in technical analysis to see where the main trading activity is focused.", + "og:description": "The Advance Decline Volume Ratio is a Breadth indicator calculated as ratio of summary volume of advancing stocks to summary vo...", "og:title": "Advance Decline Volume Ratio - Using Indicators on QuantConnect.com", "og:site_name": "Advance Decline Volume Ratio - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/advance-decline-volume-ratio.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/08 Alpha/02 Using Alpha Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/08 Alpha/02 Using A Indicator.php similarity index 60% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/08 Alpha/02 Using Alpha Indicator.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/08 Alpha/02 Using A Indicator.php index 0e98c0b547..18b2b202f5 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/08 Alpha/02 Using Alpha Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/08 Alpha/02 Using A Indicator.php @@ -5,12 +5,12 @@ $hasAutomaticIndicatorHelper = true; $helperPrefix = ''; $typeName = 'Alpha'; -$helperName = 'Alpha'; -$helperArguments = 'symbol'; +$helperName = 'A'; +$helperArguments = 'symbol, reference, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; -$constructorArguments = ''; +$updateParameterType = 'a TradeBar or QuoteBar'; +$constructorArguments = '"", Symbol.Create("QQQ", SecurityType.Equity, Market.USA), Symbol.Create("SPY", SecurityType.Equity, Market.USA), 20'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; $constructorBox = 'alpha'; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/09 Arms Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/09 Arms Index/metadata.json index 00161745c8..36ab4d8303 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/09 Arms Index/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/09 Arms Index/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of advancing and declining stocks (AD Ratio) to advancing and declining volume (AD volume).", + "description": "The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of a...", "keywords": "arms index", "og:type": "website", - "og:description": "The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of advancing and declining stocks (AD Ratio) to advancing and declining volume (AD volume).", + "og:description": "The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of a...", "og:title": "Arms Index - Using Indicators on QuantConnect.com", "og:site_name": "Arms Index - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/arms-index.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/10 Arnaud Legoux Moving Average/02 Using ALMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/10 Arnaud Legoux Moving Average/02 Using ALMA Indicator.php index fca7c1b2b9..f905c7a9ab 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/10 Arnaud Legoux Moving Average/02 Using ALMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/10 Arnaud Legoux Moving Average/02 Using ALMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 10, 6, 0.85'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '10, 6, 0.85'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/10 Arnaud Legoux Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/10 Arnaud Legoux Moving Average/metadata.json index 097f2803b1..91df148889 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/10 Arnaud Legoux Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/10 Arnaud Legoux Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce noises. Is a weighted moving average, which weights have a Normal shape; the parameters Sigma and Offset affect the kurtosis and skewness of the weights respectively. source", + "description": "Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce no...", "keywords": "arnaud legoux moving average", "og:type": "website", - "og:description": "Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce noises. Is a weighted moving average, which weights have a Normal shape; the parameters Sigma and Offset affect the kurtosis and skewness of the weights respectively. source", + "og:description": "Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce no...", "og:title": "Arnaud Legoux Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Arnaud Legoux Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/arnaud-legoux-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/11 Aroon Oscillator/02 Using AROON Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/11 Aroon Oscillator/02 Using AROON Indicator.php index 0d01b19eb3..bfb8aa671c 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/11 Aroon Oscillator/02 Using AROON Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/11 Aroon Oscillator/02 Using AROON Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 10, 20'; $properties = array("AroonUp","AroonDown"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '10, 20'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/11 Aroon Oscillator/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/11 Aroon Oscillator/metadata.json index 59581476be..b7cf589a27 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/11 Aroon Oscillator/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/11 Aroon Oscillator/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +100. An upward trend bias is present when the oscillator is positive, and a negative trend bias is present when the oscillator is negative. AroonUp/Down values over 75 identify strong trends in their respective direction.", + "description": "The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +...", "keywords": "aroon oscillator", "og:type": "website", - "og:description": "The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +100. An upward trend bias is present when the oscillator is positive, and a negative trend bias is present when the oscillator is negative. AroonUp/Down values over 75 identify strong trends in their respective direction.", + "og:description": "The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +...", "og:title": "Aroon Oscillator - Using Indicators on QuantConnect.com", "og:site_name": "Aroon Oscillator - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/aroon-oscillator.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/12 Augen Price Spike/02 Using APS Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/12 Augen Price Spike/02 Using APS Indicator.php index 30e3d0ab90..85ff88e6fc 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/12 Augen Price Spike/02 Using APS Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/12 Augen Price Spike/02 Using APS Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 3'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '3'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/12 Augen Price Spike/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/12 Augen Price Spike/metadata.json index b06b44c0ff..dc4fb07234 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/12 Augen Price Spike/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/12 Augen Price Spike/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Augen Price Spike indicator is an indicator that measures price changes in terms of standard deviations. In the book, The Volatility Edge in Options Trading, Jeff Augen describes a method for tracking absolute price changes in terms of recent volatility, using the standard deviation. length = x closes = closeArray closes1 = closeArray shifted right by 1 closes2 = closeArray shifted right by 2 closeLog = np.log(np.divide(closes1, closes2)) SDev = np.std(closeLog) m = SDev * closes1[-1] spike = (closes[-1]-closes1[-1])/m return spike Augen Price Spike from TradingView https://www.tradingview.com/script/fC7Pn2X2-Price-Spike-Jeff-Augen/", + "description": "The Augen Price Spike indicator is an indicator that measures price changes in terms of standard deviations. In the book, The V...", "keywords": "augen price spike", "og:type": "website", - "og:description": "The Augen Price Spike indicator is an indicator that measures price changes in terms of standard deviations. In the book, The Volatility Edge in Options Trading, Jeff Augen describes a method for tracking absolute price changes in terms of recent volatility, using the standard deviation. length = x closes = closeArray closes1 = closeArray shifted right by 1 closes2 = closeArray shifted right by 2 closeLog = np.log(np.divide(closes1, closes2)) SDev = np.std(closeLog) m = SDev * closes1[-1] spike = (closes[-1]-closes1[-1])/m return spike Augen Price Spike from TradingView https://www.tradingview.com/script/fC7Pn2X2-Price-Spike-Jeff-Augen/", + "og:description": "The Augen Price Spike indicator is an indicator that measures price changes in terms of standard deviations. In the book, The V...", "og:title": "Augen Price Spike - Using Indicators on QuantConnect.com", "og:site_name": "Augen Price Spike - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/augen-price-spike.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/13 Auto Regressive Integrated Moving Average/02 Using ARIMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/13 Auto Regressive Integrated Moving Average/02 Using ARIMA Indicator.php index ee3d44d80e..0b4bfe6f72 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/13 Auto Regressive Integrated Moving Average/02 Using ARIMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/13 Auto Regressive Integrated Moving Average/02 Using ARIMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 1, 1, 1, 20'; $properties = array(); $otherProperties = array("ArResidualError","MaResidualError"); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '1, 1, 1, 20, True'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/13 Auto Regressive Integrated Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/13 Auto Regressive Integrated Moving Average/metadata.json index b18ff0286b..43640bfdc7 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/13 Auto Regressive Integrated Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/13 Auto Regressive Integrated Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with X\u209c representing the series, the model assumes the data are of form (after differencing times): X\u209c = c + \u03b5\u209c + \u03a3\u1d62\u03c6\u1d62X\u209c\u208b\u1d62 + \u03a3\u1d62\u03b8\u1d62\u03b5\u209c\u208b\u1d62 where the first sum has an upper limit of and the second .", + "description": "An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In par...", "keywords": "auto regressive integrated moving average", "og:type": "website", - "og:description": "An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with X\u209c representing the series, the model assumes the data are of form (after differencing times): X\u209c = c + \u03b5\u209c + \u03a3\u1d62\u03c6\u1d62X\u209c\u208b\u1d62 + \u03a3\u1d62\u03b8\u1d62\u03b5\u209c\u208b\u1d62 where the first sum has an upper limit of and the second .", + "og:description": "An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In par...", "og:title": "Auto Regressive Integrated Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Auto Regressive Integrated Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/auto-regressive-integrated-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/14 Average Directional Index/02 Using ADX Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/14 Average Directional Index/02 Using ADX Indicator.php index 38ed169beb..208c7b1a4a 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/14 Average Directional Index/02 Using ADX Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/14 Average Directional Index/02 Using ADX Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array("PositiveDirectionalIndex","NegativeDirectionalIndex"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/14 Average Directional Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/14 Average Directional Index/metadata.json index 7b4b0a9f41..5cbc104975 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/14 Average Directional Index/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/14 Average Directional Index/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes Average Directional Index which measures trend strength without regard to trend direction. Firstly, it calculates the Directional Movement and the True Range value, and then the values are accumulated and smoothed using a custom smoothing method proposed by Wilder. For an n period smoothing, 1/n of each period's value is added to the total period. From these accumulated values we are therefore able to derived the 'Positive Directional Index' (+DI) and 'Negative Directional Index' (-DI) which is used to calculate the Average Directional Index. Computation source: https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_directional_index_adx", + "description": "This indicator computes Average Directional Index which measures trend strength without regard to trend direction. Firstly, it ...", "keywords": "average directional index", "og:type": "website", - "og:description": "This indicator computes Average Directional Index which measures trend strength without regard to trend direction. Firstly, it calculates the Directional Movement and the True Range value, and then the values are accumulated and smoothed using a custom smoothing method proposed by Wilder. For an n period smoothing, 1/n of each period's value is added to the total period. From these accumulated values we are therefore able to derived the 'Positive Directional Index' (+DI) and 'Negative Directional Index' (-DI) which is used to calculate the Average Directional Index. Computation source: https://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_directional_index_adx", + "og:description": "This indicator computes Average Directional Index which measures trend strength without regard to trend direction. Firstly, it ...", "og:title": "Average Directional Index - Using Indicators on QuantConnect.com", "og:site_name": "Average Directional Index - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/average-directional-index.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/15 Average Directional Movement Index Rating/02 Using ADXR Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/15 Average Directional Movement Index Rating/02 Using ADXR Indicator.php index 76d2a9c15a..ff1bd63634 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/15 Average Directional Movement Index Rating/02 Using ADXR Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/15 Average Directional Movement Index Rating/02 Using ADXR Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array("ADX"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/15 Average Directional Movement Index Rating/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/15 Average Directional Movement Index Rating/metadata.json index 32214af13c..80779bb695 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/15 Average Directional Movement Index Rating/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/15 Average Directional Movement Index Rating/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is calculated with the following formula: ADXR[i] = (ADX[i] + ADX[i - period + 1]) / 2", + "description": "This indicator computes the Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is ...", "keywords": "average directional movement index rating", "og:type": "website", - "og:description": "This indicator computes the Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is calculated with the following formula: ADXR[i] = (ADX[i] + ADX[i - period + 1]) / 2", + "og:description": "This indicator computes the Average Directional Movement Index Rating (ADXR). The Average Directional Movement Index Rating is ...", "og:title": "Average Directional Movement Index Rating - Using Indicators on QuantConnect.com", "og:site_name": "Average Directional Movement Index Rating - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/average-directional-movement-index-rating.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/16 Average True Range/02 Using ATR Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/16 Average True Range/02 Using ATR Indicator.php index cf0ace524a..1537018e66 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/16 Average True Range/02 Using ATR Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/16 Average True Range/02 Using ATR Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, MovingAverageType.Simple'; $properties = array("TrueRange"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20, MovingAverageType.Simple'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/16 Average True Range/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/16 Average True Range/metadata.json index 9c107a20b2..7b1c29f5a9 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/16 Average True Range/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/16 Average True Range/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The AverageTrueRange indicator is a measure of volatility introduced by Welles Wilder in his book: New Concepts in Technical Trading Systems. This indicator computes the TrueRange and then smoothes the TrueRange over a given period. TrueRange is defined as the maximum of the following: High - Low ABS(High - PreviousClose) ABS(Low - PreviousClose)", + "description": "The AverageTrueRange indicator is a measure of volatility introduced by Welles Wilder in his book: New Concepts in Technical Tr...", "keywords": "average true range", "og:type": "website", - "og:description": "The AverageTrueRange indicator is a measure of volatility introduced by Welles Wilder in his book: New Concepts in Technical Trading Systems. This indicator computes the TrueRange and then smoothes the TrueRange over a given period. TrueRange is defined as the maximum of the following: High - Low ABS(High - PreviousClose) ABS(Low - PreviousClose)", + "og:description": "The AverageTrueRange indicator is a measure of volatility introduced by Welles Wilder in his book: New Concepts in Technical Tr...", "og:title": "Average True Range - Using Indicators on QuantConnect.com", "og:site_name": "Average True Range - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/average-true-range.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/17 Awesome Oscillator/02 Using AO Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/17 Awesome Oscillator/02 Using AO Indicator.php index 9c844da76e..35a083866e 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/17 Awesome Oscillator/02 Using AO Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/17 Awesome Oscillator/02 Using AO Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 10, 20, MovingAverageType.Simple'; $properties = array("SlowAo","FastAo"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '10, 20, MovingAverageType.Simple'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/17 Awesome Oscillator/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/17 Awesome Oscillator/metadata.json index fcc3b57983..a9973ff51f 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/17 Awesome Oscillator/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/17 Awesome Oscillator/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically, AO = MAfast[(H+L)/2] - MAslow[(H+L)/2] where MAfast and MAslow denote simple moving averages wherein fast has a shorter period. https://www.barchart.com/education/technical-indicators/awesome_oscillator", + "description": "The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically, AO = MAfast[(H+L)/2] - ...", "keywords": "awesome oscillator", "og:type": "website", - "og:description": "The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically, AO = MAfast[(H+L)/2] - MAslow[(H+L)/2] where MAfast and MAslow denote simple moving averages wherein fast has a shorter period. https://www.barchart.com/education/technical-indicators/awesome_oscillator", + "og:description": "The Awesome Oscillator Indicator tracks the price midpoint-movement of a security. Specifically, AO = MAfast[(H+L)/2] - ...", "og:title": "Awesome Oscillator - Using Indicators on QuantConnect.com", "og:site_name": "Awesome Oscillator - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/awesome-oscillator.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/18 Balance Of Power/02 Using BOP Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/18 Balance Of Power/02 Using BOP Indicator.php index d9aa98ee1b..fcb0b15dc2 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/18 Balance Of Power/02 Using BOP Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/18 Balance Of Power/02 Using BOP Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = ''; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/18 Balance Of Power/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/18 Balance Of Power/metadata.json index 981e1dd7d7..508f7f3d70 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/18 Balance Of Power/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/18 Balance Of Power/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Balance Of Power (BOP). The Balance Of Power is calculated with the following formula: BOP = (Close - Open) / (High - Low)", + "description": "This indicator computes the Balance Of Power (BOP). The Balance Of Power is calculated with the following formula: BOP = (Close...", "keywords": "balance of power", "og:type": "website", - "og:description": "This indicator computes the Balance Of Power (BOP). The Balance Of Power is calculated with the following formula: BOP = (Close - Open) / (High - Low)", + "og:description": "This indicator computes the Balance Of Power (BOP). The Balance Of Power is calculated with the following formula: BOP = (Close...", "og:title": "Balance Of Power - Using Indicators on QuantConnect.com", "og:site_name": "Balance Of Power - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/balance-of-power.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/19 Beta/02 Using B Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/19 Beta/02 Using B Indicator.php index 1ae73659aa..2c1629f398 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/19 Beta/02 Using B Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/19 Beta/02 Using B Indicator.php @@ -6,11 +6,11 @@ $helperPrefix = ''; $typeName = 'Beta'; $helperName = 'B'; -$helperArguments = 'Symbol.Create("QQQ", SecurityType.Equity, Market.USA), symbol, 20'; +$helperArguments = 'symbol, reference, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; -$constructorArguments = '"", 20, Symbol.Create("QQQ", SecurityType.Equity, Market.USA), Symbol.Create("SPY", SecurityType.Equity, Market.USA)'; +$updateParameterType = 'a TradeBar or QuoteBar'; +$constructorArguments = '"", Symbol.Create("QQQ", SecurityType.Equity, Market.USA), Symbol.Create("SPY", SecurityType.Equity, Market.USA), 20'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; $constructorBox = 'beta'; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/19 Beta/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/19 Beta/metadata.json index 59be5582ab..9a142e1e40 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/19 Beta/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/19 Beta/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "In technical analysis Beta indicator is used to measure volatility or risk of a target (ETF) relative to the overall risk (volatility) of the reference (market indexes). The Beta indicators compares target's price movement to the movements of the indexes over the same period of time. It is common practice to use the SPX index as a benchmark of the overall reference market when it comes to Beta calculations.", + "description": "In technical analysis Beta indicator is used to measure volatility or risk of a target (ETF) relative to the overall risk (vola...", "keywords": "beta", "og:type": "website", - "og:description": "In technical analysis Beta indicator is used to measure volatility or risk of a target (ETF) relative to the overall risk (volatility) of the reference (market indexes). The Beta indicators compares target's price movement to the movements of the indexes over the same period of time. It is common practice to use the SPX index as a benchmark of the overall reference market when it comes to Beta calculations.", + "og:description": "In technical analysis Beta indicator is used to measure volatility or risk of a target (ETF) relative to the overall risk (vola...", "og:title": "Beta - Using Indicators on QuantConnect.com", "og:site_name": "Beta - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/beta.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/20 Bollinger Bands/02 Using BB Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/20 Bollinger Bands/02 Using BB Indicator.php index a658b3a84e..c5d85f4c9e 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/20 Bollinger Bands/02 Using BB Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/20 Bollinger Bands/02 Using BB Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 30, 2'; $properties = array("StandardDeviation","MiddleBand","UpperBand","LowerBand","BandWidth","PercentB","Price"); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '30, 2'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/20 Bollinger Bands/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/20 Bollinger Bands/metadata.json index b7552f897b..a504bd5d17 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/20 Bollinger Bands/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/20 Bollinger Bands/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above and below the moving average.", + "description": "This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above an...", "keywords": "bollinger bands", "og:type": "website", - "og:description": "This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above and below the moving average.", + "og:description": "This indicator creates a moving average (middle band) with an upper band and lower band fixed at k standard deviations above an...", "og:title": "Bollinger Bands - Using Indicators on QuantConnect.com", "og:site_name": "Bollinger Bands - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/bollinger-bands.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/21 Chaikin Money Flow/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/21 Chaikin Money Flow/metadata.json index 6291a2a621..1bf84386eb 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/21 Chaikin Money Flow/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/21 Chaikin Money Flow/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period. CMF = n-day Sum of [(((C - L) - (H - C)) / (H - L)) x Vol] / n-day Sum of Vol Where: n = number of periods, typically 21 H = high L = low C = close Vol = volume https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/cmf", + "description": "The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period. CMF =...", "keywords": "chaikin money flow", "og:type": "website", - "og:description": "The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period. CMF = n-day Sum of [(((C - L) - (H - C)) / (H - L)) x Vol] / n-day Sum of Vol Where: n = number of periods, typically 21 H = high L = low C = close Vol = volume https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/cmf", + "og:description": "The Chaikin Money Flow Index (CMF) is a volume-weighted average of accumulation and distribution over a specified period. CMF =...", "og:title": "Chaikin Money Flow - Using Indicators on QuantConnect.com", "og:site_name": "Chaikin Money Flow - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/chaikin-money-flow.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/22 Chande Momentum Oscillator/02 Using CMO Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/22 Chande Momentum Oscillator/02 Using CMO Indicator.php index ff8a768090..9edd018aa1 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/22 Chande Momentum Oscillator/02 Using CMO Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/22 Chande Momentum Oscillator/02 Using CMO Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/22 Chande Momentum Oscillator/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/22 Chande Momentum Oscillator/metadata.json index 017f02447d..b3c1f3159e 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/22 Chande Momentum Oscillator/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/22 Chande Momentum Oscillator/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Chande Momentum Oscillator (CMO). CMO calculation is mostly identical to RSI. The only difference is in the last step of calculation: RSI = gain / (gain+loss) CMO = (gain-loss) / (gain+loss)", + "description": "This indicator computes the Chande Momentum Oscillator (CMO). CMO calculation is mostly identical to RSI. The only difference i...", "keywords": "chande momentum oscillator", "og:type": "website", - "og:description": "This indicator computes the Chande Momentum Oscillator (CMO). CMO calculation is mostly identical to RSI. The only difference is in the last step of calculation: RSI = gain / (gain+loss) CMO = (gain-loss) / (gain+loss)", + "og:description": "This indicator computes the Chande Momentum Oscillator (CMO). CMO calculation is mostly identical to RSI. The only difference i...", "og:title": "Chande Momentum Oscillator - Using Indicators on QuantConnect.com", "og:site_name": "Chande Momentum Oscillator - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/chande-momentum-oscillator.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/23 Commodity Channel Index/02 Using CCI Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/23 Commodity Channel Index/02 Using CCI Indicator.php index ee68115564..a678e1d94b 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/23 Commodity Channel Index/02 Using CCI Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/23 Commodity Channel Index/02 Using CCI Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, MovingAverageType.Simple'; $properties = array("TypicalPriceAverage","TypicalPriceMeanDeviation"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20, MovingAverageType.Simple'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/23 Commodity Channel Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/23 Commodity Channel Index/metadata.json index a915c317b7..de4ccf0890 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/23 Commodity Channel Index/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/23 Commodity Channel Index/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator represents the traditional commodity channel index (CCI) CCI = (Typical Price - 20-period SMA of TP) / (.015 * Mean Deviation) Typical Price (TP) = (High + Low + Close)/3 Constant = 0.015 There are four steps to calculating the Mean Deviation, first, subtract the most recent 20-period average of the typical price from each period's typical price. Second, take the absolute values of these numbers. Third, sum the absolute values. Fourth, divide by the total number of periods (20).", + "description": "This indicator represents the traditional commodity channel index (CCI) CCI = (Typical Price - 20-period SMA of TP) / (.015 * M...", "keywords": "commodity channel index", "og:type": "website", - "og:description": "This indicator represents the traditional commodity channel index (CCI) CCI = (Typical Price - 20-period SMA of TP) / (.015 * Mean Deviation) Typical Price (TP) = (High + Low + Close)/3 Constant = 0.015 There are four steps to calculating the Mean Deviation, first, subtract the most recent 20-period average of the typical price from each period's typical price. Second, take the absolute values of these numbers. Third, sum the absolute values. Fourth, divide by the total number of periods (20).", + "og:description": "This indicator represents the traditional commodity channel index (CCI) CCI = (Typical Price - 20-period SMA of TP) / (.015 * M...", "og:title": "Commodity Channel Index - Using Indicators on QuantConnect.com", "og:site_name": "Commodity Channel Index - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/commodity-channel-index.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/24 Coppock Curve/02 Using CC Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/24 Coppock Curve/02 Using CC Indicator.php index 17604aba9e..71178f4d32 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/24 Coppock Curve/02 Using CC Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/24 Coppock Curve/02 Using CC Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 11, 14, 10'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '11, 14, 10'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/24 Coppock Curve/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/24 Coppock Curve/metadata.json index 510b665abc..76b23c3de9 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/24 Coppock Curve/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/24 Coppock Curve/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "A momentum indicator developed by Edwin \u201cSedge\u201d Coppock in October 1965. The goal of this indicator is to identify long-term buying opportunities in the S&P500 and Dow Industrials. source", + "description": "A momentum indicator developed by Edwin \u201cSedge\u201d Coppock in October 1965. The goal of this indicator is to identify long-term bu...", "keywords": "coppock curve", "og:type": "website", - "og:description": "A momentum indicator developed by Edwin \u201cSedge\u201d Coppock in October 1965. The goal of this indicator is to identify long-term buying opportunities in the S&P500 and Dow Industrials. source", + "og:description": "A momentum indicator developed by Edwin \u201cSedge\u201d Coppock in October 1965. The goal of this indicator is to identify long-term bu...", "og:title": "Coppock Curve - Using Indicators on QuantConnect.com", "og:site_name": "Coppock Curve - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/coppock-curve.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/25 Correlation/02 Using Correlation Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/25 Correlation/02 Using C Indicator.php similarity index 54% rename from 03 Writing Algorithms/28 Indicators/01 Supported Indicators/25 Correlation/02 Using Correlation Indicator.php rename to 03 Writing Algorithms/28 Indicators/01 Supported Indicators/25 Correlation/02 Using C Indicator.php index fa135c3ed7..7bbf531e55 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/25 Correlation/02 Using Correlation Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/25 Correlation/02 Using C Indicator.php @@ -5,12 +5,12 @@ $hasAutomaticIndicatorHelper = true; $helperPrefix = ''; $typeName = 'Correlation'; -$helperName = 'Correlation'; -$helperArguments = 'symbol'; +$helperName = 'C'; +$helperArguments = 'symbol, reference, 20, correlationType=CorrelationType.Pearson'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; -$constructorArguments = ''; +$updateParameterType = 'a TradeBar or QuoteBar'; +$constructorArguments = '"", Symbol.Create("QQQ", SecurityType.Equity, Market.USA), Symbol.Create("SPY", SecurityType.Equity, Market.USA), 20, correlationType=CorrelationType.Pearson'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; $constructorBox = 'correlation'; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/25 Correlation/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/25 Correlation/metadata.json index d066c05c6a..53056c7a3d 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/25 Correlation/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/25 Correlation/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Correlation Indicator is a valuable tool in technical analysis, designed to quantify the degree of relationship between the price movements of a target security (e.g., a stock or ETF) and a reference market index. It measures how closely the target\u2019s price changes are aligned with the fluctuations of the index over a specific period of time, providing insights into the target\u2019s susceptibility to market movements. A positive correlation indicates that the target tends to move in the same direction as the market index, while a negative correlation suggests an inverse relationship. A correlation close to 0 implies a weak or no linear relationship. Commonly, the SPX index is employed as the benchmark for the overall market when calculating correlation, ensuring a consistent and reliable reference point. This helps traders and investors make informed decisions regarding the risk and behavior of the target security in relation to market trends.", + "description": "The Correlation Indicator is a valuable tool in technical analysis, designed to quantify the degree of relationship between the...", "keywords": "correlation", "og:type": "website", - "og:description": "The Correlation Indicator is a valuable tool in technical analysis, designed to quantify the degree of relationship between the price movements of a target security (e.g., a stock or ETF) and a reference market index. It measures how closely the target\u2019s price changes are aligned with the fluctuations of the index over a specific period of time, providing insights into the target\u2019s susceptibility to market movements. A positive correlation indicates that the target tends to move in the same direction as the market index, while a negative correlation suggests an inverse relationship. A correlation close to 0 implies a weak or no linear relationship. Commonly, the SPX index is employed as the benchmark for the overall market when calculating correlation, ensuring a consistent and reliable reference point. This helps traders and investors make informed decisions regarding the risk and behavior of the target security in relation to market trends.", + "og:description": "The Correlation Indicator is a valuable tool in technical analysis, designed to quantify the degree of relationship between the...", "og:title": "Correlation - Using Indicators on QuantConnect.com", "og:site_name": "Correlation - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/correlation.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/26 De Marker Indicator/02 Using DEM Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/26 De Marker Indicator/02 Using DEM Indicator.php index 8c9c8a9003..87ae2fcab4 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/26 De Marker Indicator/02 Using DEM Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/26 De Marker Indicator/02 Using DEM Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, MovingAverageType.Simple'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20, MovingAverageType.Simple'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/26 De Marker Indicator/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/26 De Marker Indicator/metadata.json index a933df222a..2e30e2efa7 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/26 De Marker Indicator/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/26 De Marker Indicator/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "In the DeMarker strategy, for some period of size N, set: DeMax = High - Previous High, and DeMin = Previous Low - Low where, in the prior, if either term is less than zero (DeMax or DeMin), set it to zero. We can now define the indicator itself, DEM, as: DEM = MA(DeMax)/(MA(DeMax)+MA(DeMin)) where MA denotes a Moving Average of period N. https://www.investopedia.com/terms/d/demarkerindicator.asp", + "description": "In the DeMarker strategy, for some period of size N, set: DeMax = High - Previous High, and DeMin = Previous Low - Low <...", "keywords": "de marker indicator", "og:type": "website", - "og:description": "In the DeMarker strategy, for some period of size N, set: DeMax = High - Previous High, and DeMin = Previous Low - Low where, in the prior, if either term is less than zero (DeMax or DeMin), set it to zero. We can now define the indicator itself, DEM, as: DEM = MA(DeMax)/(MA(DeMax)+MA(DeMin)) where MA denotes a Moving Average of period N. https://www.investopedia.com/terms/d/demarkerindicator.asp", + "og:description": "In the DeMarker strategy, for some period of size N, set: DeMax = High - Previous High, and DeMin = Previous Low - Low <...", "og:title": "De Marker Indicator - Using Indicators on QuantConnect.com", "og:site_name": "De Marker Indicator - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/de-marker-indicator.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/27 Delay/02 Using Delay Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/27 Delay/02 Using Delay Indicator.php index 5b437a506f..7698ea346d 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/27 Delay/02 Using Delay Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/27 Delay/02 Using Delay Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = ''; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/28 Detrended Price Oscillator/02 Using DPO Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/28 Detrended Price Oscillator/02 Using DPO Indicator.php index 5d5c07f587..acb6354d4a 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/28 Detrended Price Oscillator/02 Using DPO Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/28 Detrended Price Oscillator/02 Using DPO Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/28 Detrended Price Oscillator/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/28 Detrended Price Oscillator/metadata.json index b9a1429631..e43978cff7 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/28 Detrended Price Oscillator/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/28 Detrended Price Oscillator/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Detrended Price Oscillator is an indicator designed to remove trend from price and make it easier to identify cycles. DPO does not extend to the last date because it is based on a displaced moving average. Is estimated as Price {X/2 + 1} periods ago less the X-period simple moving average. E.g.DPO(20) equals price 11 days ago less the 20-day SMA.", + "description": "The Detrended Price Oscillator is an indicator designed to remove trend from price and make it easier to identify cycles. DPO d...", "keywords": "detrended price oscillator", "og:type": "website", - "og:description": "The Detrended Price Oscillator is an indicator designed to remove trend from price and make it easier to identify cycles. DPO does not extend to the last date because it is based on a displaced moving average. Is estimated as Price {X/2 + 1} periods ago less the X-period simple moving average. E.g.DPO(20) equals price 11 days ago less the 20-day SMA.", + "og:description": "The Detrended Price Oscillator is an indicator designed to remove trend from price and make it easier to identify cycles. DPO d...", "og:title": "Detrended Price Oscillator - Using Indicators on QuantConnect.com", "og:site_name": "Detrended Price Oscillator - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/detrended-price-oscillator.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/29 Donchian Channel/02 Using DCH Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/29 Donchian Channel/02 Using DCH Indicator.php index 4e744ff54c..0d6ad8934b 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/29 Donchian Channel/02 Using DCH Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/29 Donchian Channel/02 Using DCH Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, 20'; $properties = array("UpperBand","LowerBand"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20, 20'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/29 Donchian Channel/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/29 Donchian Channel/metadata.json index 8b85b0677d..5b834646d2 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/29 Donchian Channel/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/29 Donchian Channel/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the upper and lower band of the Donchian Channel. The upper band is computed by finding the highest high over the given period. The lower band is computed by finding the lowest low over the given period. The primary output value of the indicator is the mean of the upper and lower band for the given timeframe.", + "description": "This indicator computes the upper and lower band of the Donchian Channel. The upper band is computed by finding the highest hig...", "keywords": "donchian channel", "og:type": "website", - "og:description": "This indicator computes the upper and lower band of the Donchian Channel. The upper band is computed by finding the highest high over the given period. The lower band is computed by finding the lowest low over the given period. The primary output value of the indicator is the mean of the upper and lower band for the given timeframe.", + "og:description": "This indicator computes the upper and lower band of the Donchian Channel. The upper band is computed by finding the highest hig...", "og:title": "Donchian Channel - Using Indicators on QuantConnect.com", "og:site_name": "Donchian Channel - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/donchian-channel.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/30 Double Exponential Moving Average/02 Using DEMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/30 Double Exponential Moving Average/02 Using DEMA Indicator.php index c6778ac76e..a9b651834a 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/30 Double Exponential Moving Average/02 Using DEMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/30 Double Exponential Moving Average/02 Using DEMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/30 Double Exponential Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/30 Double Exponential Moving Average/metadata.json index 63e5a4102e..b2dbab9f7d 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/30 Double Exponential Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/30 Double Exponential Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with the following formula: EMA2 = EMA(EMA(t,period),period) DEMA = 2 * EMA(t,period) - EMA2 The Generalized DEMA (GD) is calculated with the following formula: GD = (volumeFactor+1) * EMA(t,period) - volumeFactor * EMA2", + "description": "This indicator computes the Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with ...", "keywords": "double exponential moving average", "og:type": "website", - "og:description": "This indicator computes the Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with the following formula: EMA2 = EMA(EMA(t,period),period) DEMA = 2 * EMA(t,period) - EMA2 The Generalized DEMA (GD) is calculated with the following formula: GD = (volumeFactor+1) * EMA(t,period) - volumeFactor * EMA2", + "og:description": "This indicator computes the Double Exponential Moving Average (DEMA). The Double Exponential Moving Average is calculated with ...", "og:title": "Double Exponential Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Double Exponential Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/double-exponential-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/31 Ease Of Movement Value/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/31 Ease Of Movement Value/metadata.json index 288cca58bf..5122d17a5d 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/31 Ease Of Movement Value/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/31 Ease Of Movement Value/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the n-period Ease of Movement Value using the following: MID = (high_1 + low_1)/2 - (high_0 + low_0)/2 RATIO = (currentVolume/10000) / (high_1 - low_1) EMV = MID/RATIO _SMA = n-period of EMV Returns _SMA source", + "description": "This indicator computes the n-period Ease of Movement Value using the following: MID = (high_1 + low_1)/2 - (high_0 + low_0)/2 ...", "keywords": "ease of movement value", "og:type": "website", - "og:description": "This indicator computes the n-period Ease of Movement Value using the following: MID = (high_1 + low_1)/2 - (high_0 + low_0)/2 RATIO = (currentVolume/10000) / (high_1 - low_1) EMV = MID/RATIO _SMA = n-period of EMV Returns _SMA source", + "og:description": "This indicator computes the n-period Ease of Movement Value using the following: MID = (high_1 + low_1)/2 - (high_0 + low_0)/2 ...", "og:title": "Ease Of Movement Value - Using Indicators on QuantConnect.com", "og:site_name": "Ease Of Movement Value - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/ease-of-movement-value.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/32 Exponential Moving Average/02 Using EMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/32 Exponential Moving Average/02 Using EMA Indicator.php index 50e551310a..a20aee40a0 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/32 Exponential Moving Average/02 Using EMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/32 Exponential Moving Average/02 Using EMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, 0.5'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20, 0.5'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/32 Exponential Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/32 Exponential Moving Average/metadata.json index 56e1d381e9..a92019fa3e 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/32 Exponential Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/32 Exponential Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator represents the traditional exponential moving average indicator (EMA). When the indicator is ready, the first value of the EMA is equivalent to the simple moving average. After the first EMA value, the EMA value is a function of the previous EMA value. Therefore, depending on the number of samples you feed into the indicator, it can provide different EMA values for a single security and lookback period. To make the indicator values consistent across time, warm up the indicator with all the trailing security price history.", + "description": "This indicator represents the traditional exponential moving average indicator (EMA). When the indicator is ready, the first va...", "keywords": "exponential moving average", "og:type": "website", - "og:description": "This indicator represents the traditional exponential moving average indicator (EMA). When the indicator is ready, the first value of the EMA is equivalent to the simple moving average. After the first EMA value, the EMA value is a function of the previous EMA value. Therefore, depending on the number of samples you feed into the indicator, it can provide different EMA values for a single security and lookback period. To make the indicator values consistent across time, warm up the indicator with all the trailing security price history.", + "og:description": "This indicator represents the traditional exponential moving average indicator (EMA). When the indicator is ready, the first va...", "og:title": "Exponential Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Exponential Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/exponential-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/33 Filtered Identity/02 Using FilteredIdentity Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/33 Filtered Identity/02 Using FilteredIdentity Indicator.php index 1b268e65b3..67cc5202ff 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/33 Filtered Identity/02 Using FilteredIdentity Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/33 Filtered Identity/02 Using FilteredIdentity Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, filter = lambda x: x.Close > x.Open'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '"SPY", filter = lambda x: x.Close > x.Open'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/33 Filtered Identity/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/33 Filtered Identity/metadata.json index 252a26a2dd..9a33d60dd2 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/33 Filtered Identity/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/33 Filtered Identity/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given if it passes a filter condition", + "description": "This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it ...", "keywords": "filtered identity", "og:type": "website", - "og:description": "This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given if it passes a filter condition", + "og:description": "This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it ...", "og:title": "Filtered Identity - Using Indicators on QuantConnect.com", "og:site_name": "Filtered Identity - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/filtered-identity.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/34 Fisher Transform/02 Using FISH Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/34 Fisher Transform/02 Using FISH Indicator.php index c597ecc6c4..6152e6e70d 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/34 Fisher Transform/02 Using FISH Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/34 Fisher Transform/02 Using FISH Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/34 Fisher Transform/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/34 Fisher Transform/metadata.json index c29ab0a608..92f858e486 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/34 Fisher Transform/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/34 Fisher Transform/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Fisher transform is a mathematical process which is used to convert any data set to a modified data set whose Probability Distribution Function is approximately Gaussian. Once the Fisher transform is computed, the transformed data can then be analyzed in terms of it's deviation from the mean. The equation is y = .5 * ln [ 1 + x / 1 - x ] where x is the input y is the output ln is the natural logarithm The Fisher transform has much sharper turning points than other indicators such as MACD For more info, read chapter 1 of Cybernetic Analysis for Stocks and Futures by John F. Ehlers We are implementing the latest version of this indicator found at Fig. 4 of http://www.mesasoftware.com/papers/UsingTheFisherTransform.pdf", + "description": "The Fisher transform is a mathematical process which is used to convert any data set to a modified data set whose Probability D...", "keywords": "fisher transform", "og:type": "website", - "og:description": "The Fisher transform is a mathematical process which is used to convert any data set to a modified data set whose Probability Distribution Function is approximately Gaussian. Once the Fisher transform is computed, the transformed data can then be analyzed in terms of it's deviation from the mean. The equation is y = .5 * ln [ 1 + x / 1 - x ] where x is the input y is the output ln is the natural logarithm The Fisher transform has much sharper turning points than other indicators such as MACD For more info, read chapter 1 of Cybernetic Analysis for Stocks and Futures by John F. Ehlers We are implementing the latest version of this indicator found at Fig. 4 of http://www.mesasoftware.com/papers/UsingTheFisherTransform.pdf", + "og:description": "The Fisher transform is a mathematical process which is used to convert any data set to a modified data set whose Probability D...", "og:title": "Fisher Transform - Using Indicators on QuantConnect.com", "og:site_name": "Fisher Transform - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/fisher-transform.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/35 Fractal Adaptive Moving Average/02 Using FRAMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/35 Fractal Adaptive Moving Average/02 Using FRAMA Indicator.php index 29e011e90d..2e6330fcf8 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/35 Fractal Adaptive Moving Average/02 Using FRAMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/35 Fractal Adaptive Moving Average/02 Using FRAMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, 198'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20, 198'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/36 Heikin Ashi/02 Using HeikinAshi Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/36 Heikin Ashi/02 Using HeikinAshi Indicator.php index e0a798435f..784888639c 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/36 Heikin Ashi/02 Using HeikinAshi Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/36 Heikin Ashi/02 Using HeikinAshi Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol'; $properties = array("Open","High","Low","Close","Volume"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = ''; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/36 Heikin Ashi/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/36 Heikin Ashi/metadata.json index 8b7b18f8c5..683a0cdb67 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/36 Heikin Ashi/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/36 Heikin Ashi/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Heikin-Ashi bar (HA) The Heikin-Ashi bar is calculated using the following formulas: HA_Close[0] = (Open[0] + High[0] + Low[0] + Close[0]) / 4 HA_Open[0] = (HA_Open[1] + HA_Close[1]) / 2 HA_High[0] = MAX(High[0], HA_Open[0], HA_Close[0]) HA_Low[0] = MIN(Low[0], HA_Open[0], HA_Close[0])", + "description": "This indicator computes the Heikin-Ashi bar (HA) The Heikin-Ashi bar is calculated using the following formulas: HA_Close[0] = ...", "keywords": "heikin ashi", "og:type": "website", - "og:description": "This indicator computes the Heikin-Ashi bar (HA) The Heikin-Ashi bar is calculated using the following formulas: HA_Close[0] = (Open[0] + High[0] + Low[0] + Close[0]) / 4 HA_Open[0] = (HA_Open[1] + HA_Close[1]) / 2 HA_High[0] = MAX(High[0], HA_Open[0], HA_Close[0]) HA_Low[0] = MIN(Low[0], HA_Open[0], HA_Close[0])", + "og:description": "This indicator computes the Heikin-Ashi bar (HA) The Heikin-Ashi bar is calculated using the following formulas: HA_Close[0] = ...", "og:title": "Heikin Ashi - Using Indicators on QuantConnect.com", "og:site_name": "Heikin Ashi - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/heikin-ashi.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/37 Hilbert Transform/02 Using HT Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/37 Hilbert Transform/02 Using HT Indicator.php index 548845c1b6..287aea11a4 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/37 Hilbert Transform/02 Using HT Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/37 Hilbert Transform/02 Using HT Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 7, 0.635, 0.338'; $properties = array("InPhase","Quadrature"); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '7, 0.635, 0.338'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/37 Hilbert Transform/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/37 Hilbert Transform/metadata.json index fd1841cde9..891aef8ec0 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/37 Hilbert Transform/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/37 Hilbert Transform/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Hilbert Transform Indicator by John Ehlers. By using present and prior price differences, and some feedback, price values are split into their complex number components of real (inPhase) and imaginary (quadrature) parts. \">source", + "description": "This indicator computes the Hilbert Transform Indicator by John Ehlers. By using present and prior price differences, and some ...", "keywords": "hilbert transform", "og:type": "website", - "og:description": "This indicator computes the Hilbert Transform Indicator by John Ehlers. By using present and prior price differences, and some feedback, price values are split into their complex number components of real (inPhase) and imaginary (quadrature) parts. \">source", + "og:description": "This indicator computes the Hilbert Transform Indicator by John Ehlers. By using present and prior price differences, and some ...", "og:title": "Hilbert Transform - Using Indicators on QuantConnect.com", "og:site_name": "Hilbert Transform - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/hilbert-transform.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/38 Hull Moving Average/02 Using HMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/38 Hull Moving Average/02 Using HMA Indicator.php index b4ffd1ebf4..a2a04f6773 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/38 Hull Moving Average/02 Using HMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/38 Hull Moving Average/02 Using HMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/38 Hull Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/38 Hull Moving Average/metadata.json index 88cc62b7c4..716ecf9200 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/38 Hull Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/38 Hull Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html", + "description": "Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions f...", "keywords": "hull moving average", "og:type": "website", - "og:description": "Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions for the Excel VBA code at http://finance4traders.blogspot.com/2009/06/how-to-calculate-hull-moving-average.html", + "og:description": "Produces a Hull Moving Average as explained at http://www.alanhull.com/hull-moving-average/ and derived from the instructions f...", "og:title": "Hull Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Hull Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/hull-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/39 Ichimoku Kinko Hyo/02 Using ICHIMOKU Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/39 Ichimoku Kinko Hyo/02 Using ICHIMOKU Indicator.php index e1830ddc2d..961c79f15b 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/39 Ichimoku Kinko Hyo/02 Using ICHIMOKU Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/39 Ichimoku Kinko Hyo/02 Using ICHIMOKU Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 9, 26, 17, 52, 26, 26'; $properties = array("Tenkan","Kijun","SenkouA","SenkouB","Chikou","TenkanMaximum","TenkanMinimum","KijunMaximum","KijunMinimum","SenkouBMaximum","SenkouBMinimum","DelayedTenkanSenkouA","DelayedKijunSenkouA","DelayedMaximumSenkouB","DelayedMinimumSenkouB"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '9, 26, 17, 52, 26, 26'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/39 Ichimoku Kinko Hyo/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/39 Ichimoku Kinko Hyo/metadata.json index a00318c286..364c64b454 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/39 Ichimoku Kinko Hyo/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/39 Ichimoku Kinko Hyo/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9) Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26) Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26) Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26)", + "description": "This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest Hi...", "keywords": "ichimoku kinko hyo", "og:type": "website", - "og:description": "This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 9) Kijun-sen: (Highest High + Lowest Low) / 2 for the specific period (normally 26) Senkou A Span: (Tenkan-sen + Kijun-sen )/ 2 from a specific number of periods ago (normally 26) Senkou B Span: (Highest High + Lowest Low) / 2 for the specific period (normally 52), from a specific number of periods ago (normally 26)", + "og:description": "This indicator computes the Ichimoku Kinko Hyo indicator. It consists of the following main indicators: Tenkan-sen: (Highest Hi...", "og:title": "Ichimoku Kinko Hyo - Using Indicators on QuantConnect.com", "og:site_name": "Ichimoku Kinko Hyo - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/ichimoku-kinko-hyo.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/40 Identity/02 Using Identity Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/40 Identity/02 Using Identity Indicator.php index baf77f435e..22003e4810 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/40 Identity/02 Using Identity Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/40 Identity/02 Using Identity Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '"SPY"'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/40 Identity/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/40 Identity/metadata.json index 984921d763..fcec256f3a 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/40 Identity/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/40 Identity/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given.", + "description": "This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it ...", "keywords": "identity", "og:type": "website", - "og:description": "This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given.", + "og:description": "This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it ...", "og:title": "Identity - Using Indicators on QuantConnect.com", "og:site_name": "Identity - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/identity.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/41 Intraday Vwap/02 Using VWAP Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/41 Intraday Vwap/02 Using VWAP Indicator.php index adccd17e8e..c72a485e77 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/41 Intraday Vwap/02 Using VWAP Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/41 Intraday Vwap/02 Using VWAP Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '"SPY"'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/42 Kaufman Adaptive Moving Average/02 Using KAMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/42 Kaufman Adaptive Moving Average/02 Using KAMA Indicator.php index 62315adc63..7cd4d74fe3 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/42 Kaufman Adaptive Moving Average/02 Using KAMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/42 Kaufman Adaptive Moving Average/02 Using KAMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, 10, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20, 10, 20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/42 Kaufman Adaptive Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/42 Kaufman Adaptive Moving Average/metadata.json index 5e91657b3b..08025b6556 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/42 Kaufman Adaptive Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/42 Kaufman Adaptive Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Kaufman Adaptive Moving Average (KAMA). The Kaufman Adaptive Moving Average is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average", + "description": "This indicator computes the Kaufman Adaptive Moving Average (KAMA). The Kaufman Adaptive Moving Average is calculated as explai...", "keywords": "kaufman adaptive moving average", "og:type": "website", - "og:description": "This indicator computes the Kaufman Adaptive Moving Average (KAMA). The Kaufman Adaptive Moving Average is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:kaufman_s_adaptive_moving_average", + "og:description": "This indicator computes the Kaufman Adaptive Moving Average (KAMA). The Kaufman Adaptive Moving Average is calculated as explai...", "og:title": "Kaufman Adaptive Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Kaufman Adaptive Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/kaufman-adaptive-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/43 Kaufman Efficiency Ratio/02 Using KER Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/43 Kaufman Efficiency Ratio/02 Using KER Indicator.php index e30f6ee6a7..de70b232eb 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/43 Kaufman Efficiency Ratio/02 Using KER Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/43 Kaufman Efficiency Ratio/02 Using KER Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/43 Kaufman Efficiency Ratio/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/43 Kaufman Efficiency Ratio/metadata.json index aac108c7b3..726bb7abdf 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/43 Kaufman Efficiency Ratio/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/43 Kaufman Efficiency Ratio/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https://www.marketvolume.com/technicalanalysis/efficiencyratio.asp", + "description": "This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https...", "keywords": "kaufman efficiency ratio", "og:type": "website", - "og:description": "This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https://www.marketvolume.com/technicalanalysis/efficiencyratio.asp", + "og:description": "This indicator computes the Kaufman Efficiency Ratio (KER). The Kaufman Efficiency Ratio is calculated as explained here: https...", "og:title": "Kaufman Efficiency Ratio - Using Indicators on QuantConnect.com", "og:site_name": "Kaufman Efficiency Ratio - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/kaufman-efficiency-ratio.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/44 Keltner Channels/02 Using KCH Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/44 Keltner Channels/02 Using KCH Indicator.php index 9a133c7ba1..a86bbe5957 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/44 Keltner Channels/02 Using KCH Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/44 Keltner Channels/02 Using KCH Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, 2, MovingAverageType.Simple'; $properties = array("MiddleBand","UpperBand","LowerBand","AverageTrueRange"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20, 2, MovingAverageType.Simple'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/44 Keltner Channels/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/44 Keltner Channels/metadata.json index b51f5cadec..d9e73a8151 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/44 Keltner Channels/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/44 Keltner Channels/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator creates a moving average (middle band) with an upper band and lower band fixed at k average True range multiples away from the middle band.", + "description": "This indicator creates a moving average (middle band) with an upper band and lower band fixed at k average True range multiples...", "keywords": "keltner channels", "og:type": "website", - "og:description": "This indicator creates a moving average (middle band) with an upper band and lower band fixed at k average True range multiples away from the middle band.", + "og:description": "This indicator creates a moving average (middle band) with an upper band and lower band fixed at k average True range multiples...", "og:title": "Keltner Channels - Using Indicators on QuantConnect.com", "og:site_name": "Keltner Channels - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/keltner-channels.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/45 Least Squares Moving Average/02 Using LSMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/45 Least Squares Moving Average/02 Using LSMA Indicator.php index 3bb37cf4c1..5ec1bad00a 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/45 Least Squares Moving Average/02 Using LSMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/45 Least Squares Moving Average/02 Using LSMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array("Intercept","Slope"); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/45 Least Squares Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/45 Least Squares Moving Average/metadata.json index 1e7c676607..ad5f6f6c3c 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/45 Least Squares Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/45 Least Squares Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Least Squares Moving Average (LSMA) first calculates a least squares regression line over the preceding time periods, and then projects it forward to the current period. In essence, it calculates what the value would be if the regression line continued. source", + "description": "The Least Squares Moving Average (LSMA) first calculates a least squares regression line over the preceding time periods, and t...", "keywords": "least squares moving average", "og:type": "website", - "og:description": "The Least Squares Moving Average (LSMA) first calculates a least squares regression line over the preceding time periods, and then projects it forward to the current period. In essence, it calculates what the value would be if the regression line continued. source", + "og:description": "The Least Squares Moving Average (LSMA) first calculates a least squares regression line over the preceding time periods, and t...", "og:title": "Least Squares Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Least Squares Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/least-squares-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/46 Linear Weighted Moving Average/02 Using LWMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/46 Linear Weighted Moving Average/02 Using LWMA Indicator.php index 3dff9356f7..fdf2449f1b 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/46 Linear Weighted Moving Average/02 Using LWMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/46 Linear Weighted Moving Average/02 Using LWMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/46 Linear Weighted Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/46 Linear Weighted Moving Average/metadata.json index 6eb34b7377..a4d9b8a5f2 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/46 Linear Weighted Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/46 Linear Weighted Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator represents the traditional Weighted Moving Average indicator. The weight are linearly distributed according to the number of periods in the indicator. For example, a 4 period indicator will have a numerator of (4 * window[0]) + (3 * window[1]) + (2 * window[2]) + window[3] and a denominator of 4 + 3 + 2 + 1 = 10 During the warm up period, IsReady will return False, but the LWMA will still be computed correctly because the denominator will be the minimum of Samples factorial or Size factorial and the computation iterates over that minimum value. The RollingWindow of inputs is created when the indicator is created. A RollingWindow of LWMAs is not saved. That is up to the caller.", + "description": "This indicator represents the traditional Weighted Moving Average indicator. The weight are linearly distributed according to t...", "keywords": "linear weighted moving average", "og:type": "website", - "og:description": "This indicator represents the traditional Weighted Moving Average indicator. The weight are linearly distributed according to the number of periods in the indicator. For example, a 4 period indicator will have a numerator of (4 * window[0]) + (3 * window[1]) + (2 * window[2]) + window[3] and a denominator of 4 + 3 + 2 + 1 = 10 During the warm up period, IsReady will return False, but the LWMA will still be computed correctly because the denominator will be the minimum of Samples factorial or Size factorial and the computation iterates over that minimum value. The RollingWindow of inputs is created when the indicator is created. A RollingWindow of LWMAs is not saved. That is up to the caller.", + "og:description": "This indicator represents the traditional Weighted Moving Average indicator. The weight are linearly distributed according to t...", "og:title": "Linear Weighted Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Linear Weighted Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/linear-weighted-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/47 Log Return/02 Using LOGR Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/47 Log Return/02 Using LOGR Indicator.php index 47574afbbf..6b72a9d6f9 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/47 Log Return/02 Using LOGR Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/47 Log Return/02 Using LOGR Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/47 Log Return/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/47 Log Return/metadata.json index 7c67ed56c8..97411e2281 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/47 Log Return/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/47 Log Return/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator represents the LogReturn indicator (LOGR) - log returns are useful for identifying price convergence/divergence in a given period - logr = log (current price / last price in period)", + "description": "This indicator represents the LogReturn indicator (LOGR) - log returns are useful for identifying price convergence/divergence ...", "keywords": "log return", "og:type": "website", - "og:description": "This indicator represents the LogReturn indicator (LOGR) - log returns are useful for identifying price convergence/divergence in a given period - logr = log (current price / last price in period)", + "og:description": "This indicator represents the LogReturn indicator (LOGR) - log returns are useful for identifying price convergence/divergence ...", "og:title": "Log Return - Using Indicators on QuantConnect.com", "og:site_name": "Log Return - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/log-return.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/48 Mass Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/48 Mass Index/metadata.json index d0e899079a..87ba008f70 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/48 Mass Index/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/48 Mass Index/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Mass Index uses the high-low range to identify trend reversals based on range expansions. In this sense, the Mass Index is a volatility indicator that does not have a directional bias. Instead, the Mass Index identifies range bulges that can foreshadow a reversal of the current trend. Developed by Donald Dorsey.", + "description": "The Mass Index uses the high-low range to identify trend reversals based on range expansions. In this sense, the Mass Index is ...", "keywords": "mass index", "og:type": "website", - "og:description": "The Mass Index uses the high-low range to identify trend reversals based on range expansions. In this sense, the Mass Index is a volatility indicator that does not have a directional bias. Instead, the Mass Index identifies range bulges that can foreshadow a reversal of the current trend. Developed by Donald Dorsey.", + "og:description": "The Mass Index uses the high-low range to identify trend reversals based on range expansions. In this sense, the Mass Index is ...", "og:title": "Mass Index - Using Indicators on QuantConnect.com", "og:site_name": "Mass Index - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/mass-index.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/49 Maximum/02 Using MAX Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/49 Maximum/02 Using MAX Indicator.php index 20086bfea7..0b26aa75ed 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/49 Maximum/02 Using MAX Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/49 Maximum/02 Using MAX Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array("PeriodsSinceMaximum"); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/50 Mc Clellan Oscillator/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/50 Mc Clellan Oscillator/metadata.json index ff4b06e3c1..621ba7fa37 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/50 Mc Clellan Oscillator/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/50 Mc Clellan Oscillator/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the difference between the number of advancing and declining periods.", + "description": "The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the ...", "keywords": "mc clellan oscillator", "og:type": "website", - "og:description": "The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the difference between the number of advancing and declining periods.", + "og:description": "The McClellan Oscillator is a market breadth indicator which was developed by Sherman and Marian McClellan. It is based on the ...", "og:title": "Mc Clellan Oscillator - Using Indicators on QuantConnect.com", "og:site_name": "Mc Clellan Oscillator - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/mc-clellan-oscillator.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/51 Mc Clellan Summation Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/51 Mc Clellan Summation Index/metadata.json index 49cc7157c2..a1f1194e10 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/51 Mc Clellan Summation Index/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/51 Mc Clellan Summation Index/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the ", + "description": "The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between th...", "keywords": "mc clellan summation index", "og:type": "website", - "og:description": "The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the ", + "og:description": "The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between th...", "og:title": "Mc Clellan Summation Index - Using Indicators on QuantConnect.com", "og:site_name": "Mc Clellan Summation Index - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/mc-clellan-summation-index.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/52 Mean Absolute Deviation/02 Using MAD Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/52 Mean Absolute Deviation/02 Using MAD Indicator.php index 5893c34ee5..4258afa7e1 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/52 Mean Absolute Deviation/02 Using MAD Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/52 Mean Absolute Deviation/02 Using MAD Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array("Mean"); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/53 Mid Point/02 Using MIDPOINT Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/53 Mid Point/02 Using MIDPOINT Indicator.php index 7566e168b9..19b7c9df53 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/53 Mid Point/02 Using MIDPOINT Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/53 Mid Point/02 Using MIDPOINT Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/53 Mid Point/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/53 Mid Point/metadata.json index 6f9fd288bb..0478f2f485 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/53 Mid Point/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/53 Mid Point/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the MidPoint (MIDPOINT) The MidPoint is calculated using the following formula: MIDPOINT = (Highest Value + Lowest Value) / 2", + "description": "This indicator computes the MidPoint (MIDPOINT) The MidPoint is calculated using the following formula: MIDPOINT = (Highest Val...", "keywords": "mid point", "og:type": "website", - "og:description": "This indicator computes the MidPoint (MIDPOINT) The MidPoint is calculated using the following formula: MIDPOINT = (Highest Value + Lowest Value) / 2", + "og:description": "This indicator computes the MidPoint (MIDPOINT) The MidPoint is calculated using the following formula: MIDPOINT = (Highest Val...", "og:title": "Mid Point - Using Indicators on QuantConnect.com", "og:site_name": "Mid Point - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/mid-point.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/54 Mid Price/02 Using MIDPRICE Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/54 Mid Price/02 Using MIDPRICE Indicator.php index 4d6c647d2c..ef55ea0e73 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/54 Mid Price/02 Using MIDPRICE Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/54 Mid Price/02 Using MIDPRICE Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/54 Mid Price/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/54 Mid Price/metadata.json index 54252ae598..0043d544b8 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/54 Mid Price/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/54 Mid Price/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest High + Lowest Low) / 2", + "description": "This indicator computes the MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest Hi...", "keywords": "mid price", "og:type": "website", - "og:description": "This indicator computes the MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest High + Lowest Low) / 2", + "og:description": "This indicator computes the MidPrice (MIDPRICE). The MidPrice is calculated using the following formula: MIDPRICE = (Highest Hi...", "og:title": "Mid Price - Using Indicators on QuantConnect.com", "og:site_name": "Mid Price - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/mid-price.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/55 Minimum/02 Using MIN Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/55 Minimum/02 Using MIN Indicator.php index a7d3179211..9557c8fc71 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/55 Minimum/02 Using MIN Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/55 Minimum/02 Using MIN Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array("PeriodsSinceMinimum"); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/56 Momentum/02 Using MOM Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/56 Momentum/02 Using MOM Indicator.php index bdb6d172b6..9bb85a088b 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/56 Momentum/02 Using MOM Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/56 Momentum/02 Using MOM Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/57 Momentum Percent/02 Using MOMP Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/57 Momentum Percent/02 Using MOMP Indicator.php index 82fe802c09..36b309b8c5 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/57 Momentum Percent/02 Using MOMP Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/57 Momentum Percent/02 Using MOMP Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/57 Momentum Percent/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/57 Momentum Percent/metadata.json index 6f03753e08..2073d9efcd 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/57 Momentum Percent/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/57 Momentum Percent/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n This indicator yields the same results of RateOfChangePercent", + "description": "This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / valu...", "keywords": "momentum percent", "og:type": "website", - "og:description": "This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / value_n This indicator yields the same results of RateOfChangePercent", + "og:description": "This indicator computes the n-period percentage rate of change in a value using the following: 100 * (value_0 - value_n) / valu...", "og:title": "Momentum Percent - Using Indicators on QuantConnect.com", "og:site_name": "Momentum Percent - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/momentum-percent.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/58 Momersion Indicator/02 Using MOMERSION Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/58 Momersion Indicator/02 Using MOMERSION Indicator.php index b19e99c0cc..c5fd947dbd 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/58 Momersion Indicator/02 Using MOMERSION Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/58 Momersion Indicator/02 Using MOMERSION Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 10, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '10, 20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/58 Momersion Indicator/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/58 Momersion Indicator/metadata.json index 342916f34c..ab3ca3ba89 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/58 Momersion Indicator/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/58 Momersion Indicator/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "Oscillator indicator that measures momentum and mean-reversion over a specified period n. sourceHarris, Michael. \"Momersion Indicator.\" Price Action Lab., 13 Aug. 2015. Web. ", + "description": "Oscillator indicator that measures momentum and mean-reversion over a specified period n. sourceHarris, Michael. \"Momersion Indicator.\" Price Action Lab., 13 Aug. 2015. Web. ", + "og:description": "Oscillator indicator that measures momentum and mean-reversion over a specified period n. with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html", + "description": "The Regression Channel indicator extends the QuantConnect.Indicators.LeastSquaresMovingAverage with the inclusion of two (upper...", "keywords": "regression channel", "og:type": "website", - "og:description": "The Regression Channel indicator extends the with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html", + "og:description": "The Regression Channel indicator extends the QuantConnect.Indicators.LeastSquaresMovingAverage with the inclusion of two (upper...", "og:title": "Regression Channel - Using Indicators on QuantConnect.com", "og:site_name": "Regression Channel - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/regression-channel.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/70 Relative Daily Volume/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/70 Relative Daily Volume/metadata.json index 6fcd044224..1d6ab9fbef 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/70 Relative Daily Volume/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/70 Relative Daily Volume/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Relative Daily Volume indicator is an indicator that compares current cumulative volume to the cumulative volume for a given time of day, measured as a ratio. Current volume from open to current time of day / Average over the past x days from open to current time of day", + "description": "The Relative Daily Volume indicator is an indicator that compares current cumulative volume to the cumulative volume for a give...", "keywords": "relative daily volume", "og:type": "website", - "og:description": "The Relative Daily Volume indicator is an indicator that compares current cumulative volume to the cumulative volume for a given time of day, measured as a ratio. Current volume from open to current time of day / Average over the past x days from open to current time of day", + "og:description": "The Relative Daily Volume indicator is an indicator that compares current cumulative volume to the cumulative volume for a give...", "og:title": "Relative Daily Volume - Using Indicators on QuantConnect.com", "og:site_name": "Relative Daily Volume - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/relative-daily-volume.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/71 Relative Moving Average/02 Using RMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/71 Relative Moving Average/02 Using RMA Indicator.php index d3f56d63d5..71f46b08d6 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/71 Relative Moving Average/02 Using RMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/71 Relative Moving Average/02 Using RMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array("ShortAverage","MediumAverage","LongAverage"); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/71 Relative Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/71 Relative Moving Average/metadata.json index de148b22fd..a47c234219 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/71 Relative Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/71 Relative Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period) per formula: https://www.hybrid-solutions.com/plugins/client-vtl-plugins/free/rma.html", + "description": "This indicator represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period...", "keywords": "relative moving average", "og:type": "website", - "og:description": "This indicator represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period) per formula: https://www.hybrid-solutions.com/plugins/client-vtl-plugins/free/rma.html", + "og:description": "This indicator represents the relative moving average indicator (RMA). RMA = SMA(3 x Period) - SMA(2 x Period) + SMA(1 x Period...", "og:title": "Relative Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Relative Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/relative-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/72 Relative Strength Index/02 Using RSI Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/72 Relative Strength Index/02 Using RSI Indicator.php index cf7d391d2b..cfb66c361f 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/72 Relative Strength Index/02 Using RSI Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/72 Relative Strength Index/02 Using RSI Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 14'; $properties = array("AverageLoss","AverageGain"); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '14'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/72 Relative Strength Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/72 Relative Strength Index/metadata.json index 385c8ee2f6..400f06dde6 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/72 Relative Strength Index/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/72 Relative Strength Index/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator represents the Relative Strength Index (RSI) developed by K. Welles Wilder. You can optionally specified a different moving average type to be used in the computation", + "description": "This indicator represents the Relative Strength Index (RSI) developed by K. Welles Wilder. You can optionally specified a diffe...", "keywords": "relative strength index", "og:type": "website", - "og:description": "This indicator represents the Relative Strength Index (RSI) developed by K. Welles Wilder. You can optionally specified a different moving average type to be used in the computation", + "og:description": "This indicator represents the Relative Strength Index (RSI) developed by K. Welles Wilder. You can optionally specified a diffe...", "og:title": "Relative Strength Index - Using Indicators on QuantConnect.com", "og:site_name": "Relative Strength Index - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/relative-strength-index.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/73 Relative Vigor Index/02 Using RVI Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/73 Relative Vigor Index/02 Using RVI Indicator.php index a8cd17cc7c..c9fe94379f 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/73 Relative Vigor Index/02 Using RVI Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/73 Relative Vigor Index/02 Using RVI Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, MovingAverageType.Simple'; $properties = array("Signal"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20, MovingAverageType.Simple'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/73 Relative Vigor Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/73 Relative Vigor Index/metadata.json index 28dd6f4d79..44ed51814c 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/73 Relative Vigor Index/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/73 Relative Vigor Index/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, let: a = Close\u2212Openb = Close\u2212Open of One Bar Prior to ac = Close\u2212Open of One Bar Prior to bd = Close\u2212Open of One Bar Prior to ce = High\u2212Low of Bar af = High\u2212Low of Bar bg = High\u2212Low of Bar ch = High\u2212Low of Bar d Then let (a+2*(b+c)+d)/6 be NUM and (e+2*(f+g)+h)/6 be DENOM. RVI = SMA(NUM)/SMA(DENOM) for a specified period. https://www.investopedia.com/terms/r/relative_vigor_index.asp", + "description": "The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, le...", "keywords": "relative vigor index", "og:type": "website", - "og:description": "The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, let: a = Close\u2212Openb = Close\u2212Open of One Bar Prior to ac = Close\u2212Open of One Bar Prior to bd = Close\u2212Open of One Bar Prior to ce = High\u2212Low of Bar af = High\u2212Low of Bar bg = High\u2212Low of Bar ch = High\u2212Low of Bar d Then let (a+2*(b+c)+d)/6 be NUM and (e+2*(f+g)+h)/6 be DENOM. RVI = SMA(NUM)/SMA(DENOM) for a specified period. https://www.investopedia.com/terms/r/relative_vigor_index.asp", + "og:description": "The Relative Vigor Index (RVI) compares the ratio of the closing price of a security to its trading range. For illustration, le...", "og:title": "Relative Vigor Index - Using Indicators on QuantConnect.com", "og:site_name": "Relative Vigor Index - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/relative-vigor-index.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/74 Schaff Trend Cycle/02 Using STC Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/74 Schaff Trend Cycle/02 Using STC Indicator.php index cb0253c261..89a4471240 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/74 Schaff Trend Cycle/02 Using STC Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/74 Schaff Trend Cycle/02 Using STC Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 5, 10, 20, MovingAverageType.Exponential'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '5, 10, 20, MovingAverageType.Exponential'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/75 Sharpe Ratio/02 Using SR Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/75 Sharpe Ratio/02 Using SR Indicator.php index 24a76ab63f..fea9fc10d6 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/75 Sharpe Ratio/02 Using SR Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/75 Sharpe Ratio/02 Using SR Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 22, 0.03'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '22, 0.03'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/75 Sharpe Ratio/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/75 Sharpe Ratio/metadata.json index 11287867e3..ed8f486378 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/75 Sharpe Ratio/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/75 Sharpe Ratio/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "Calculation of the Sharpe Ratio (SR) developed by William F. Sharpe. Reference: https://www.investopedia.com/articles/07/sharpe_ratio.asp Formula: S(x) = (Rx - Rf) / stdDev(Rx) Where: S(x) - sharpe ratio of x Rx - average rate of return for x Rf - risk-free rate", + "description": "Calculation of the Sharpe Ratio (SR) developed by William F. Sharpe. Reference: https://www.investopedia.com/articles/07/sharpe...", "keywords": "sharpe ratio", "og:type": "website", - "og:description": "Calculation of the Sharpe Ratio (SR) developed by William F. Sharpe. Reference: https://www.investopedia.com/articles/07/sharpe_ratio.asp Formula: S(x) = (Rx - Rf) / stdDev(Rx) Where: S(x) - sharpe ratio of x Rx - average rate of return for x Rf - risk-free rate", + "og:description": "Calculation of the Sharpe Ratio (SR) developed by William F. Sharpe. Reference: https://www.investopedia.com/articles/07/sharpe...", "og:title": "Sharpe Ratio - Using Indicators on QuantConnect.com", "og:site_name": "Sharpe Ratio - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/sharpe-ratio.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/76 Simple Moving Average/02 Using SMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/76 Simple Moving Average/02 Using SMA Indicator.php index 5bc60476da..3f5f11dead 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/76 Simple Moving Average/02 Using SMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/76 Simple Moving Average/02 Using SMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array("RollingSum"); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/77 Sortino Ratio/02 Using SORTINO Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/77 Sortino Ratio/02 Using SORTINO Indicator.php index 8b521606a8..5873dc9e5c 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/77 Sortino Ratio/02 Using SORTINO Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/77 Sortino Ratio/02 Using SORTINO Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 22'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '22'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/77 Sortino Ratio/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/77 Sortino Ratio/metadata.json index 2c7afbe6d2..3b9ffe2409 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/77 Sortino Ratio/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/77 Sortino Ratio/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "Calculation of the Sortino Ratio, a modification of the . Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf Formula: S(x) = (R - T) / TDD Where: S(x) - Sortino ratio of x R - the average period return T - the target or required rate of return for the investment strategy under consideration. In Sortino\u2019s early work, T was originally known as the minimum acceptable return, or MAR. In his more recent work, MAR is now referred to as the Desired Target Return. TDD - the target downside deviation. ", + "description": "Calculation of the Sortino Ratio, a modification of the QuantConnect.Indicators.SharpeRatio. Reference: https://www.cmegroup.co...", "keywords": "sortino ratio", "og:type": "website", - "og:description": "Calculation of the Sortino Ratio, a modification of the . Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf Formula: S(x) = (R - T) / TDD Where: S(x) - Sortino ratio of x R - the average period return T - the target or required rate of return for the investment strategy under consideration. In Sortino\u2019s early work, T was originally known as the minimum acceptable return, or MAR. In his more recent work, MAR is now referred to as the Desired Target Return. TDD - the target downside deviation. ", + "og:description": "Calculation of the Sortino Ratio, a modification of the QuantConnect.Indicators.SharpeRatio. Reference: https://www.cmegroup.co...", "og:title": "Sortino Ratio - Using Indicators on QuantConnect.com", "og:site_name": "Sortino Ratio - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/sortino-ratio.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/78 Standard Deviation/02 Using STD Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/78 Standard Deviation/02 Using STD Indicator.php index b068ff10b5..3a4169f6fe 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/78 Standard Deviation/02 Using STD Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/78 Standard Deviation/02 Using STD Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 22'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '22'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/79 Stochastic/02 Using STO Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/79 Stochastic/02 Using STO Indicator.php index eae1b415ee..c1d1c1bc3e 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/79 Stochastic/02 Using STO Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/79 Stochastic/02 Using STO Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, 10, 20'; $properties = array("FastStoch","StochK","StochD"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20, 10, 20'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/79 Stochastic/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/79 Stochastic/metadata.json index b00067c69f..0fe8f625a2 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/79 Stochastic/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/79 Stochastic/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Slow Stochastics %K and %D. The Fast Stochastics %K is is computed by (Current Close Price - Lowest Price of given Period) / (Highest Price of given Period - Lowest Price of given Period) multiplied by 100. Once the Fast Stochastics %K is calculated the Slow Stochastic %K is calculated by the average/smoothed price of of the Fast %K with the given period. The Slow Stochastics %D is then derived from the Slow Stochastics %K with the given period.", + "description": "This indicator computes the Slow Stochastics %K and %D. The Fast Stochastics %K is is computed by (Current Close Price - Lowest...", "keywords": "stochastic", "og:type": "website", - "og:description": "This indicator computes the Slow Stochastics %K and %D. The Fast Stochastics %K is is computed by (Current Close Price - Lowest Price of given Period) / (Highest Price of given Period - Lowest Price of given Period) multiplied by 100. Once the Fast Stochastics %K is calculated the Slow Stochastic %K is calculated by the average/smoothed price of of the Fast %K with the given period. The Slow Stochastics %D is then derived from the Slow Stochastics %K with the given period.", + "og:description": "This indicator computes the Slow Stochastics %K and %D. The Fast Stochastics %K is is computed by (Current Close Price - Lowest...", "og:title": "Stochastic - Using Indicators on QuantConnect.com", "og:site_name": "Stochastic - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/stochastic.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/80 Sum/02 Using SUM Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/80 Sum/02 Using SUM Indicator.php index bc439f7cc1..3198d8a630 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/80 Sum/02 Using SUM Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/80 Sum/02 Using SUM Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/81 Super Trend/02 Using STR Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/81 Super Trend/02 Using STR Indicator.php index 5e01a980c7..7ca049bf6d 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/81 Super Trend/02 Using STR Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/81 Super Trend/02 Using STR Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, 2, MovingAverageType.Wilders'; $properties = array(); $otherProperties = array("BasicUpperBand","BasicLowerBand","CurrentTrailingUpperBand","CurrentTrailingLowerBand"); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20, 2, MovingAverageType.Wilders'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/81 Super Trend/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/81 Super Trend/metadata.json index 4a261fd6e3..a60281c69a 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/81 Super Trend/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/81 Super Trend/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-sheet-with-realtime-buy-sell-signals/", + "description": "Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-she...", "keywords": "super trend", "og:type": "website", - "og:description": "Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-sheet-with-realtime-buy-sell-signals/", + "og:description": "Super trend indicator. Formula can be found here via the excel file: https://tradingtuitions.com/supertrend-indicator-excel-she...", "og:title": "Super Trend - Using Indicators on QuantConnect.com", "og:site_name": "Super Trend - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/super-trend.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/82 Swiss Army Knife/02 Using SWISS Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/82 Swiss Army Knife/02 Using SWISS Indicator.php index 80199467f9..0fe1ae70f0 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/82 Swiss Army Knife/02 Using SWISS Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/82 Swiss Army Knife/02 Using SWISS Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20, 0.2, SwissArmyKnifeTool.Gauss'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20, 0.2, SwissArmyKnifeTool.Gauss'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/83 T3 Moving Average/02 Using T3 Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/83 T3 Moving Average/02 Using T3 Indicator.php index 0ac88330ea..ea1adc8d12 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/83 T3 Moving Average/02 Using T3 Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/83 T3 Moving Average/02 Using T3 Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 30, 0.7'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '30, 0.7'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/83 T3 Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/83 T3 Moving Average/metadata.json index e69bbfae50..0a862c86c3 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/83 T3 Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/83 T3 Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the T3 Moving Average (T3). The T3 Moving Average is calculated with the following formula: EMA1(x, Period) = EMA(x, Period) EMA2(x, Period) = EMA(EMA1(x, Period),Period) GD(x, Period, volumeFactor) = (EMA1(x, Period)*(1+volumeFactor)) - (EMA2(x, Period)* volumeFactor) T3 = GD(GD(GD(t, Period, volumeFactor), Period, volumeFactor), Period, volumeFactor);", + "description": "This indicator computes the T3 Moving Average (T3). The T3 Moving Average is calculated with the following formula: EMA1(x, Per...", "keywords": "t3 moving average", "og:type": "website", - "og:description": "This indicator computes the T3 Moving Average (T3). The T3 Moving Average is calculated with the following formula: EMA1(x, Period) = EMA(x, Period) EMA2(x, Period) = EMA(EMA1(x, Period),Period) GD(x, Period, volumeFactor) = (EMA1(x, Period)*(1+volumeFactor)) - (EMA2(x, Period)* volumeFactor) T3 = GD(GD(GD(t, Period, volumeFactor), Period, volumeFactor), Period, volumeFactor);", + "og:description": "This indicator computes the T3 Moving Average (T3). The T3 Moving Average is calculated with the following formula: EMA1(x, Per...", "og:title": "T3 Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "T3 Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/t3-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/84 Target Downside Deviation/02 Using TDD Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/84 Target Downside Deviation/02 Using TDD Indicator.php index 246e921ccd..7b93e74b71 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/84 Target Downside Deviation/02 Using TDD Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/84 Target Downside Deviation/02 Using TDD Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 50'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = 'TargetDownsideDeviation(50), RateOfChange(1)'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/84 Target Downside Deviation/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/84 Target Downside Deviation/metadata.json index df4b25858f..3eb15a52ae 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/84 Target Downside Deviation/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/84 Target Downside Deviation/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the n-period target downside deviation. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the realized return\u2019s underperformance from the target return where all returns above the target return are treated as underperformance of 0. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf", + "description": "This indicator computes the n-period target downside deviation. The target downside deviation is defined as the root-mean-squar...", "keywords": "target downside deviation", "og:type": "website", - "og:description": "This indicator computes the n-period target downside deviation. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the realized return\u2019s underperformance from the target return where all returns above the target return are treated as underperformance of 0. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf", + "og:description": "This indicator computes the n-period target downside deviation. The target downside deviation is defined as the root-mean-squar...", "og:title": "Target Downside Deviation - Using Indicators on QuantConnect.com", "og:site_name": "Target Downside Deviation - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/target-downside-deviation.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/86 Triangular Moving Average/02 Using TRIMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/86 Triangular Moving Average/02 Using TRIMA Indicator.php index 6f7e4fc8df..41e6a05645 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/86 Triangular Moving Average/02 Using TRIMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/86 Triangular Moving Average/02 Using TRIMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/86 Triangular Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/86 Triangular Moving Average/metadata.json index e4d1973457..a0b8dbd862 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/86 Triangular Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/86 Triangular Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Triangular Moving Average (TRIMA). The Triangular Moving Average is calculated with the following formula: (1) When the period is even, TRIMA(x,period)=SMA(SMA(x,period/2),(period/2)+1) (2) When the period is odd, TRIMA(x,period)=SMA(SMA(x,(period+1)/2),(period+1)/2)", + "description": "This indicator computes the Triangular Moving Average (TRIMA). The Triangular Moving Average is calculated with the following f...", "keywords": "triangular moving average", "og:type": "website", - "og:description": "This indicator computes the Triangular Moving Average (TRIMA). The Triangular Moving Average is calculated with the following formula: (1) When the period is even, TRIMA(x,period)=SMA(SMA(x,period/2),(period/2)+1) (2) When the period is odd, TRIMA(x,period)=SMA(SMA(x,(period+1)/2),(period+1)/2)", + "og:description": "This indicator computes the Triangular Moving Average (TRIMA). The Triangular Moving Average is calculated with the following f...", "og:title": "Triangular Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Triangular Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/triangular-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/87 Triple Exponential Moving Average/02 Using TEMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/87 Triple Exponential Moving Average/02 Using TEMA Indicator.php index db1dfd6e2f..82fec05084 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/87 Triple Exponential Moving Average/02 Using TEMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/87 Triple Exponential Moving Average/02 Using TEMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/87 Triple Exponential Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/87 Triple Exponential Moving Average/metadata.json index 33bf8078bb..3ec810903c 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/87 Triple Exponential Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/87 Triple Exponential Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Triple Exponential Moving Average (TEMA). The Triple Exponential Moving Average is calculated with the following formula: EMA1 = EMA(t,period) EMA2 = EMA(EMA(t,period),period) EMA3 = EMA(EMA(EMA(t,period),period),period) TEMA = 3 * EMA1 - 3 * EMA2 + EMA3", + "description": "This indicator computes the Triple Exponential Moving Average (TEMA). The Triple Exponential Moving Average is calculated with ...", "keywords": "triple exponential moving average", "og:type": "website", - "og:description": "This indicator computes the Triple Exponential Moving Average (TEMA). The Triple Exponential Moving Average is calculated with the following formula: EMA1 = EMA(t,period) EMA2 = EMA(EMA(t,period),period) EMA3 = EMA(EMA(EMA(t,period),period),period) TEMA = 3 * EMA1 - 3 * EMA2 + EMA3", + "og:description": "This indicator computes the Triple Exponential Moving Average (TEMA). The Triple Exponential Moving Average is calculated with ...", "og:title": "Triple Exponential Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Triple Exponential Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/triple-exponential-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/88 Trix/02 Using TRIX Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/88 Trix/02 Using TRIX Indicator.php index 9f74d32c2c..80f33f2842 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/88 Trix/02 Using TRIX Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/88 Trix/02 Using TRIX Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/88 Trix/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/88 Trix/metadata.json index 68178cc071..9bfdfb432f 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/88 Trix/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/88 Trix/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the TRIX (1-period ROC of a Triple EMA) The TRIX is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix", + "description": "This indicator computes the TRIX (1-period ROC of a Triple EMA) The TRIX is calculated as explained here: http://stockcharts.co...", "keywords": "trix", "og:type": "website", - "og:description": "This indicator computes the TRIX (1-period ROC of a Triple EMA) The TRIX is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:trix", + "og:description": "This indicator computes the TRIX (1-period ROC of a Triple EMA) The TRIX is calculated as explained here: http://stockcharts.co...", "og:title": "Trix - Using Indicators on QuantConnect.com", "og:site_name": "Trix - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/trix.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/89 True Range/02 Using TR Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/89 True Range/02 Using TR Indicator.php index 325be1abfb..4db02dfdc7 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/89 True Range/02 Using TR Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/89 True Range/02 Using TR Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = ''; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/89 True Range/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/89 True Range/metadata.json index 9f456d2daf..e0da914f91 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/89 True Range/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/89 True Range/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the True Range (TR). The True Range is the greatest of the following values: value1 = distance from today's high to today's low. value2 = distance from yesterday's close to today's high. value3 = distance from yesterday's close to today's low.", + "description": "This indicator computes the True Range (TR). The True Range is the greatest of the following values: value1 = distance from tod...", "keywords": "true range", "og:type": "website", - "og:description": "This indicator computes the True Range (TR). The True Range is the greatest of the following values: value1 = distance from today's high to today's low. value2 = distance from yesterday's close to today's high. value3 = distance from yesterday's close to today's low.", + "og:description": "This indicator computes the True Range (TR). The True Range is the greatest of the following values: value1 = distance from tod...", "og:title": "True Range - Using Indicators on QuantConnect.com", "og:site_name": "True Range - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/true-range.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/90 True Strength Index/02 Using TSI Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/90 True Strength Index/02 Using TSI Indicator.php index 8328a15509..b4252b4f63 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/90 True Strength Index/02 Using TSI Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/90 True Strength Index/02 Using TSI Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 25, 13, 7, MovingAverageType.Exponential'; $properties = array("Signal"); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '25, 13, 7, MovingAverageType.Exponential'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = True; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/90 True Strength Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/90 True Strength Index/metadata.json index fdb93468a1..0f143894a2 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/90 True Strength Index/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/90 True Strength Index/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the True Strength Index (TSI). The True Strength Index is calculated as explained here: https://school.stockcharts.com/doku.php?id=technical_indicators:True_strength_index Briefly, the calculation has three steps: 1. Smooth the momentum and the absolute momentum by getting an EMA of them (typically of period 25) 2. Double smooth the momentum and the absolute momentum by getting an EMA of their EMA (typically of period 13) 3. The TSI formula itself: divide the double-smoothed momentum over the double-smoothed absolute momentum and multiply by 100 The signal is typically a 7-to-12-EMA of the TSI.", + "description": "This indicator computes the True Strength Index (TSI). The True Strength Index is calculated as explained here: https://school....", "keywords": "true strength index", "og:type": "website", - "og:description": "This indicator computes the True Strength Index (TSI). The True Strength Index is calculated as explained here: https://school.stockcharts.com/doku.php?id=technical_indicators:True_strength_index Briefly, the calculation has three steps: 1. Smooth the momentum and the absolute momentum by getting an EMA of them (typically of period 25) 2. Double smooth the momentum and the absolute momentum by getting an EMA of their EMA (typically of period 13) 3. The TSI formula itself: divide the double-smoothed momentum over the double-smoothed absolute momentum and multiply by 100 The signal is typically a 7-to-12-EMA of the TSI.", + "og:description": "This indicator computes the True Strength Index (TSI). The True Strength Index is calculated as explained here: https://school....", "og:title": "True Strength Index - Using Indicators on QuantConnect.com", "og:site_name": "True Strength Index - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/true-strength-index.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/91 Ultimate Oscillator/02 Using ULTOSC Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/91 Ultimate Oscillator/02 Using ULTOSC Indicator.php index 990dac4804..b456457d4f 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/91 Ultimate Oscillator/02 Using ULTOSC Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/91 Ultimate Oscillator/02 Using ULTOSC Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 5, 10, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '5, 10, 20'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/91 Ultimate Oscillator/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/91 Ultimate Oscillator/metadata.json index b605331388..5b84cd1981 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/91 Ultimate Oscillator/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/91 Ultimate Oscillator/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator computes the Ultimate Oscillator (ULTOSC) The Ultimate Oscillator is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator", + "description": "This indicator computes the Ultimate Oscillator (ULTOSC) The Ultimate Oscillator is calculated as explained here: http://stockc...", "keywords": "ultimate oscillator", "og:type": "website", - "og:description": "This indicator computes the Ultimate Oscillator (ULTOSC) The Ultimate Oscillator is calculated as explained here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator", + "og:description": "This indicator computes the Ultimate Oscillator (ULTOSC) The Ultimate Oscillator is calculated as explained here: http://stockc...", "og:title": "Ultimate Oscillator - Using Indicators on QuantConnect.com", "og:site_name": "Ultimate Oscillator - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/ultimate-oscillator.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/92 Variance/02 Using VAR Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/92 Variance/02 Using VAR Indicator.php index 03e71958ff..f756bb0050 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/92 Variance/02 Using VAR Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/92 Variance/02 Using VAR Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/94 Volume Weighted Average Price Indicator/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/94 Volume Weighted Average Price Indicator/metadata.json index fdda682f65..14ced16882 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/94 Volume Weighted Average Price Indicator/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/94 Volume Weighted Average Price Indicator/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "Volume Weighted Average Price (VWAP) Indicator: It is calculated by adding up the dollars traded for every transaction (price multiplied by number of shares traded) and then dividing by the total shares traded for the day.", + "description": "Volume Weighted Average Price (VWAP) Indicator: It is calculated by adding up the dollars traded for every transaction (price m...", "keywords": "volume weighted average price indicator", "og:type": "website", - "og:description": "Volume Weighted Average Price (VWAP) Indicator: It is calculated by adding up the dollars traded for every transaction (price multiplied by number of shares traded) and then dividing by the total shares traded for the day.", + "og:description": "Volume Weighted Average Price (VWAP) Indicator: It is calculated by adding up the dollars traded for every transaction (price m...", "og:title": "Volume Weighted Average Price Indicator - Using Indicators on QuantConnect.com", "og:site_name": "Volume Weighted Average Price Indicator - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/volume-weighted-average-price-indicator.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/95 Wilder Accumulative Swing Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/95 Wilder Accumulative Swing Index/metadata.json index a7ffcbb4ce..3c5c110fe9 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/95 Wilder Accumulative Swing Index/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/95 Wilder Accumulative Swing Index/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. ASI\u209c = ASI\u209c\u208b\u2081 + SI\u209c Where: ASI\u209c\u208b\u2081 The for the previous period. SI\u209c The calculated for the current period. ", + "description": "This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical...", "keywords": "wilder accumulative swing index", "og:type": "website", - "og:description": "This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. ASI\u209c = ASI\u209c\u208b\u2081 + SI\u209c Where: ASI\u209c\u208b\u2081 The for the previous period. SI\u209c The calculated for the current period. ", + "og:description": "This indicator calculates the Accumulative Swing Index (ASI) as defined by Welles Wilder in his book 'New Concepts in Technical...", "og:title": "Wilder Accumulative Swing Index - Using Indicators on QuantConnect.com", "og:site_name": "Wilder Accumulative Swing Index - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/wilder-accumulative-swing-index.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/96 Wilder Moving Average/02 Using WWMA Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/96 Wilder Moving Average/02 Using WWMA Indicator.php index 95f70404fb..a9c82aae63 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/96 Wilder Moving Average/02 Using WWMA Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/96 Wilder Moving Average/02 Using WWMA Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array(); $otherProperties = array(); -$updateParameterType = 'time/number pair, or an IndicatorDataPoint'; +$updateParameterType = 'time/number pair or an IndicatorDataPoint'; $constructorArguments = '20'; $updateParameterValue = 'bar.EndTime, bar.Close'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/96 Wilder Moving Average/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/96 Wilder Moving Average/metadata.json index ff59e81d55..a46ed265a4 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/96 Wilder Moving Average/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/96 Wilder Moving Average/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator represents the moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading Systems.", + "description": "This indicator represents the moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading ...", "keywords": "wilder moving average", "og:type": "website", - "og:description": "This indicator represents the moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading Systems.", + "og:description": "This indicator represents the moving average indicator defined by Welles Wilder in his book: New Concepts in Technical Trading ...", "og:title": "Wilder Moving Average - Using Indicators on QuantConnect.com", "og:site_name": "Wilder Moving Average - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/wilder-moving-average.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/97 Wilder Swing Index/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/97 Wilder Swing Index/metadata.json index 919bf41828..eed54b959e 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/97 Wilder Swing Index/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/97 Wilder Swing Index/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. SI\u209c = 50 * ( N / R ) * ( K / T ) Where: N Equals: C\u209c - C\u209c\u208b\u2081 + 0.5 * (C\u209c - O\u209c) + 0.25 * (C\u209c\u208b\u2081 - O\u209c\u208b\u2081) See R Found by selecting the expression with the largest value and then using the corresponding formula. Expression => Formula |H\u209c - C\u209c\u208b\u2081| => |H\u209c - C\u209c| - 0.5 * |L\u209c - C\u209c\u208b\u2081| + 0.25 * |C\u209c\u208b\u2081 - O\u209c\u208b\u2081| |L\u209c - C\u209c\u208b\u2081| => |L\u209c - C\u209c| - 0.5 * |H\u209c - C\u209c\u208b\u2081| + 0.25 * |C\u209c\u208b\u2081 - O\u209c\u208b\u2081| |H\u209c - L\u209c| => |H\u209c - L\u209c\u208b\u2081| + 0.25 * |C\u209c\u208b\u2081 - O\u209c\u208b\u2081| See K Found by selecting the larger of the two expressions: |H\u209c - C\u209c\u208b\u2081|, |L\u209c - C\u209c\u208b\u2081| See T The limit move, or the maximum change in price during the time period for the bar. Passed as limitMove via the constructor. See ", + "description": "This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Syste...", "keywords": "wilder swing index", "og:type": "website", - "og:description": "This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Systems'. SI\u209c = 50 * ( N / R ) * ( K / T ) Where: N Equals: C\u209c - C\u209c\u208b\u2081 + 0.5 * (C\u209c - O\u209c) + 0.25 * (C\u209c\u208b\u2081 - O\u209c\u208b\u2081) See R Found by selecting the expression with the largest value and then using the corresponding formula. Expression => Formula |H\u209c - C\u209c\u208b\u2081| => |H\u209c - C\u209c| - 0.5 * |L\u209c - C\u209c\u208b\u2081| + 0.25 * |C\u209c\u208b\u2081 - O\u209c\u208b\u2081| |L\u209c - C\u209c\u208b\u2081| => |L\u209c - C\u209c| - 0.5 * |H\u209c - C\u209c\u208b\u2081| + 0.25 * |C\u209c\u208b\u2081 - O\u209c\u208b\u2081| |H\u209c - L\u209c| => |H\u209c - L\u209c\u208b\u2081| + 0.25 * |C\u209c\u208b\u2081 - O\u209c\u208b\u2081| See K Found by selecting the larger of the two expressions: |H\u209c - C\u209c\u208b\u2081|, |L\u209c - C\u209c\u208b\u2081| See T The limit move, or the maximum change in price during the time period for the bar. Passed as limitMove via the constructor. See ", + "og:description": "This indicator calculates the Swing Index (SI) as defined by Welles Wilder in his book 'New Concepts in Technical Trading Syste...", "og:title": "Wilder Swing Index - Using Indicators on QuantConnect.com", "og:site_name": "Wilder Swing Index - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/wilder-swing-index.png" diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/98 Williams Percent R/02 Using WILR Indicator.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/98 Williams Percent R/02 Using WILR Indicator.php index 9c42000e9b..b051aca65f 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/98 Williams Percent R/02 Using WILR Indicator.php +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/98 Williams Percent R/02 Using WILR Indicator.php @@ -9,7 +9,7 @@ $helperArguments = 'symbol, 20'; $properties = array("Maximum","Minimum"); $otherProperties = array(); -$updateParameterType = 'a TradeBar, or QuoteBar'; +$updateParameterType = 'a TradeBar or QuoteBar'; $constructorArguments = '20'; $updateParameterValue = 'bar'; $hasMovingAverageTypeParameter = False; diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/98 Williams Percent R/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/98 Williams Percent R/metadata.json index 4164825423..995c2bd919 100644 --- a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/98 Williams Percent R/metadata.json +++ b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/98 Williams Percent R/metadata.json @@ -1,10 +1,10 @@ { "type": "metadata", "values": { - "description": "Williams %R, or just %R, is the current closing price in relation to the high and low of the past N days (for a given N). The value of this indicator fluctuates between -100 and 0. The symbol is said to be oversold when the oscillator is below -80%, and overbought when the oscillator is above -20%.", + "description": "Williams %R, or just %R, is the current closing price in relation to the high and low of the past N days (for a given N). The v...", "keywords": "williams percent r", "og:type": "website", - "og:description": "Williams %R, or just %R, is the current closing price in relation to the high and low of the past N days (for a given N). The value of this indicator fluctuates between -100 and 0. The symbol is said to be oversold when the oscillator is below -80%, and overbought when the oscillator is above -20%.", + "og:description": "Williams %R, or just %R, is the current closing price in relation to the high and low of the past N days (for a given N). The v...", "og:title": "Williams Percent R - Using Indicators on QuantConnect.com", "og:site_name": "Williams Percent R - Using Indicators on QuantConnect.com", "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/williams-percent-r.png" diff --git a/Resources/indicators/IndicatorImageGenerator.py b/Resources/indicators/IndicatorImageGenerator.py index 59787e0159..ef0f9ccee7 100644 --- a/Resources/indicators/IndicatorImageGenerator.py +++ b/Resources/indicators/IndicatorImageGenerator.py @@ -547,10 +547,22 @@ def Initialize(self): 'title' : 'TRIN([symbol, Symbol.Create("QQQ", SecurityType.Equity, Market.USA)])', 'columns' : [] }, + 'alpha': + { + 'code': Alpha("", Symbol.Create("QQQ", SecurityType.Equity, Market.USA), Symbol.Create("SPY", SecurityType.Equity, Market.USA), 20), + 'title' : 'A(symbol, reference, 20)', + 'columns' : [] + }, 'beta': { - 'code': Beta("", 20, Symbol.Create("QQQ", SecurityType.Equity, Market.USA), Symbol.Create("SPY", SecurityType.Equity, Market.USA)), - 'title' : 'B(Symbol.Create("QQQ", SecurityType.Equity, Market.USA), symbol, 20)', + 'code': Beta("", Symbol.Create("QQQ", SecurityType.Equity, Market.USA), Symbol.Create("SPY", SecurityType.Equity, Market.USA), 20), + 'title' : 'B(symbol, reference, 20)', + 'columns' : [] + }, + 'correlation': + { + 'code': Correlation("", Symbol.Create("QQQ", SecurityType.Equity, Market.USA), Symbol.Create("SPY", SecurityType.Equity, Market.USA), 20, correlationType=CorrelationType.Pearson), + 'title' : 'C(symbol, reference, 20, correlationType=CorrelationType.Pearson)', 'columns' : [] }, 'filtered-identity': @@ -658,6 +670,42 @@ def Initialize(self): df = pd.DataFrame(values, index=index, columns=["advancedeclinevolumeratio"]) generate("advance-decline-volume-ratio", indicator, df) + index, values = [], [] + indicator = special_indicators.get('alpha') + indicator['code'] = qb.A("SPY","QQQ", 1, 20) + for bars in history: + indicator['code'].Update(bars.get("SPY")) + indicator['code'].Update(bars.get("QQQ")) + if indicator['code'].IsReady: + index.append(bars.Time) + values.append(indicator['code'].Current.Value) + df = pd.DataFrame(values, index=index, columns=["alpha"]) + generate("alpha", indicator, df) + + index, values = [], [] + indicator = special_indicators.get('beta') + indicator['code'] = qb.B("SPY","QQQ", 20) + for bars in history: + indicator['code'].Update(bars.get("SPY")) + indicator['code'].Update(bars.get("QQQ")) + if indicator['code'].IsReady: + index.append(bars.Time) + values.append(indicator['code'].Current.Value) + df = pd.DataFrame(values, index=index, columns=["beta"]) + generate("beta", indicator, df) + + index, values = [], [] + indicator = special_indicators.get('correlation') + indicator['code'] = qb.C("SPY","QQQ", 20, CorrelationType.Pearson) + for bars in history: + indicator['code'].Update(bars.get("SPY")) + indicator['code'].Update(bars.get("QQQ")) + if indicator['code'].IsReady: + index.append(bars.Time) + values.append(indicator['code'].Current.Value) + df = pd.DataFrame(values, index=index, columns=["correlation"]) + generate("correlation", indicator, df) + index, values = [], [] indicator = special_indicators.get('arms-index') indicator['code'] = qb.TRIN(["SPY","QQQ"]) diff --git a/Resources/indicators/images/alpha.png b/Resources/indicators/images/alpha.png new file mode 100644 index 0000000000..25584102cb Binary files /dev/null and b/Resources/indicators/images/alpha.png differ diff --git a/Resources/indicators/images/beta.png b/Resources/indicators/images/beta.png index 2b8035f28e..4fa114adcc 100644 Binary files a/Resources/indicators/images/beta.png and b/Resources/indicators/images/beta.png differ diff --git a/Resources/indicators/images/correlation.png b/Resources/indicators/images/correlation.png new file mode 100644 index 0000000000..8ec579deb8 Binary files /dev/null and b/Resources/indicators/images/correlation.png differ diff --git a/code-generators/indicator_reference_code_generator.py b/code-generators/indicator_reference_code_generator.py index 516cfe8a74..38e4df7913 100644 --- a/code-generators/indicator_reference_code_generator.py +++ b/code-generators/indicator_reference_code_generator.py @@ -117,12 +117,12 @@ def Generate_Indicators_Reference(): types = { 'Indicator': { 'name': 'data-point-indicator', - 'update-parameter-type': 'time/number pair, or an IndicatorDataPoint', + 'update-parameter-type': 'time/number pair or an IndicatorDataPoint', 'update-parameter-value': 'bar.EndTime, bar.Close' }, 'BarIndicator': { 'name': 'bar-indicator', - 'update-parameter-type': 'a TradeBar, or QuoteBar', + 'update-parameter-type': 'a TradeBar or QuoteBar', 'update-parameter-value': 'bar' }, 'TradeBarIndicator': { @@ -223,6 +223,10 @@ def find_indicator_type(base_type): include(DOCS_RESOURCES."/indicators/visualization.php"); ?>""") + if description.find(' 0: + description = description.replace('','') + if len(description) > 127: + description = description[:127] + '...' with open(f'{folder}/metadata.json', 'w', encoding='utf-8') as fp: metadata = { 'type': 'metadata',