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Fixes Reference to Alpha and Correlation Indicators
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AlexCatarino committed Dec 12, 2023
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Showing 164 changed files with 303 additions and 251 deletions.
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{
"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": ""
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$helperArguments = 'symbol, 10, 2, MovingAverageType.Simple';
$properties = array("Fast","Slow","Signal","Histogram");
$otherProperties = array();
$updateParameterType = 'time/number pair, or an <code>IndicatorDataPoint</code>';
$updateParameterType = 'time/number pair or an <code>IndicatorDataPoint</code>';
$constructorArguments = '10, 20, MovingAverageType.Simple';
$updateParameterValue = 'bar.EndTime, bar.Close';
$hasMovingAverageTypeParameter = True;
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{
"type": "metadata",
"values": {
"description": "This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following formula: APO[i] = FastMA[i] - SlowMA[i]",
"description": "This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following for...",
"keywords": "absolute price oscillator",
"og:type": "website",
"og:description": "This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following formula: APO[i] = FastMA[i] - SlowMA[i]",
"og:description": "This indicator computes the Absolute Price Oscillator (APO) The Absolute Price Oscillator is calculated using the following for...",
"og:title": "Absolute Price Oscillator - Using Indicators on QuantConnect.com",
"og:site_name": "Absolute Price Oscillator - Using Indicators on QuantConnect.com",
"og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/absolute-price-oscillator.png"
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$helperArguments = 'symbol, 10, 4, MovingAverageType.Simple';
$properties = array("MiddleBand","UpperBand","LowerBand");
$otherProperties = array();
$updateParameterType = 'time/number pair, or an <code>IndicatorDataPoint</code>';
$updateParameterType = 'time/number pair or an <code>IndicatorDataPoint</code>';
$constructorArguments = '"", 10, 4, MovingAverageType.Simple';
$updateParameterValue = 'bar.EndTime, bar.Close';
$hasMovingAverageTypeParameter = True;
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{
"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"
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{
"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"
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{
"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"
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{
"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"
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{
"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"
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$hasAutomaticIndicatorHelper = true;
$helperPrefix = '';
$typeName = 'Alpha';
$helperName = 'Alpha';
$helperArguments = 'symbol';
$helperName = 'A';
$helperArguments = 'symbol, reference, 20';
$properties = array();
$otherProperties = array();
$updateParameterType = 'a <code>TradeBar</code>, or <code>QuoteBar</code>';
$constructorArguments = '';
$updateParameterType = 'a <code>TradeBar</code> or <code>QuoteBar</code>';
$constructorArguments = '"", Symbol.Create("QQQ", SecurityType.Equity, Market.USA), Symbol.Create("SPY", SecurityType.Equity, Market.USA), 20';
$updateParameterValue = 'bar';
$hasMovingAverageTypeParameter = False;
$constructorBox = 'alpha';
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{
"type": "metadata",
"values": {
"description": "The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of advancing and declining stocks (AD Ratio) to advancing and declining volume (AD volume).",
"description": "The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of a...",
"keywords": "arms index",
"og:type": "website",
"og:description": "The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of advancing and declining stocks (AD Ratio) to advancing and declining volume (AD volume).",
"og:description": "The Arms Index, also called the Short-Term Trading Index (TRIN) is a technical analysis indicator that compares the number of a...",
"og:title": "Arms Index - Using Indicators on QuantConnect.com",
"og:site_name": "Arms Index - Using Indicators on QuantConnect.com",
"og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/arms-index.png"
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$helperArguments = 'symbol, 10, 6, 0.85';
$properties = array();
$otherProperties = array();
$updateParameterType = 'time/number pair, or an <code>IndicatorDataPoint</code>';
$updateParameterType = 'time/number pair or an <code>IndicatorDataPoint</code>';
$constructorArguments = '10, 6, 0.85';
$updateParameterValue = 'bar.EndTime, bar.Close';
$hasMovingAverageTypeParameter = False;
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{
"type": "metadata",
"values": {
"description": "Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce noises. Is a weighted moving average, which weights have a Normal shape; the parameters Sigma and Offset affect the kurtosis and skewness of the weights respectively. <sup><a href=\"https://www.cjournal.cz/files/308.pdf\">source</a></sup>",
"description": "Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce no...",
"keywords": "arnaud legoux moving average",
"og:type": "website",
"og:description": "Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce noises. Is a weighted moving average, which weights have a Normal shape; the parameters Sigma and Offset affect the kurtosis and skewness of the weights respectively. <sup><a href=\"https://www.cjournal.cz/files/308.pdf\">source</a></sup>",
"og:description": "Smooth and high sensitive moving Average. This moving average reduce lag of the information but still being smooth to reduce no...",
"og:title": "Arnaud Legoux Moving Average - Using Indicators on QuantConnect.com",
"og:site_name": "Arnaud Legoux Moving Average - Using Indicators on QuantConnect.com",
"og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/arnaud-legoux-moving-average.png"
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$helperArguments = 'symbol, 10, 20';
$properties = array("AroonUp","AroonDown");
$otherProperties = array();
$updateParameterType = 'a <code>TradeBar</code>, or <code>QuoteBar</code>';
$updateParameterType = 'a <code>TradeBar</code> or <code>QuoteBar</code>';
$constructorArguments = '10, 20';
$updateParameterValue = 'bar';
$hasMovingAverageTypeParameter = False;
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{
"type": "metadata",
"values": {
"description": "The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +100. An upward trend bias is present when the oscillator is positive, and a negative trend bias is present when the oscillator is negative. AroonUp/Down values over 75 identify strong trends in their respective direction.",
"description": "The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +...",
"keywords": "aroon oscillator",
"og:type": "website",
"og:description": "The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +100. An upward trend bias is present when the oscillator is positive, and a negative trend bias is present when the oscillator is negative. AroonUp/Down values over 75 identify strong trends in their respective direction.",
"og:description": "The Aroon Oscillator is the difference between AroonUp and AroonDown. The value of this indicator fluctuates between -100 and +...",
"og:title": "Aroon Oscillator - Using Indicators on QuantConnect.com",
"og:site_name": "Aroon Oscillator - Using Indicators on QuantConnect.com",
"og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/aroon-oscillator.png"
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$helperArguments = 'symbol, 3';
$properties = array();
$otherProperties = array();
$updateParameterType = 'time/number pair, or an <code>IndicatorDataPoint</code>';
$updateParameterType = 'time/number pair or an <code>IndicatorDataPoint</code>';
$constructorArguments = '3';
$updateParameterValue = 'bar.EndTime, bar.Close';
$hasMovingAverageTypeParameter = False;
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{
"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"
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$helperArguments = 'symbol, 1, 1, 1, 20';
$properties = array();
$otherProperties = array("ArResidualError","MaResidualError");
$updateParameterType = 'time/number pair, or an <code>IndicatorDataPoint</code>';
$updateParameterType = 'time/number pair or an <code>IndicatorDataPoint</code>';
$constructorArguments = '1, 1, 1, 20, True';
$updateParameterValue = 'bar.EndTime, bar.Close';
$hasMovingAverageTypeParameter = False;
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{
"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 <see cref=\"F:QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage._diffOrder\" /> times): <para> X\u209c = c + \u03b5\u209c + \u03a3\u1d62\u03c6\u1d62X\u209c\u208b\u1d62 + \u03a3\u1d62\u03b8\u1d62\u03b5\u209c\u208b\u1d62 </para> where the first sum has an upper limit of <see cref=\"F:QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage._arOrder\" /> and the second <see cref=\"F:QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage._maOrder\" />.",
"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 <see cref=\"F:QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage._diffOrder\" /> times): <para> X\u209c = c + \u03b5\u209c + \u03a3\u1d62\u03c6\u1d62X\u209c\u208b\u1d62 + \u03a3\u1d62\u03b8\u1d62\u03b5\u209c\u208b\u1d62 </para> where the first sum has an upper limit of <see cref=\"F:QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage._arOrder\" /> and the second <see cref=\"F:QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage._maOrder\" />.",
"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"
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