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Available QCAlgorithm Methods

Writing Algorithms

API Reference

Available QCAlgorithm Methods

ABANDS()	Creates a new Acceleration Bands indicator.
AD()	Creates a new AccumulationDistribution indicator.
AddAlpha()	Adds a new alpha model.
AddCfd()	Creates and adds a new `Cfd` security to the algorithm.
AddChart()	Add a Chart object to algorithm collection.
AddCrypto()	Creates and adds a new `Crypto` security to the algorithm.
AddCryptoFuture()	Creates and adds a new `CryptoFuture` security to the algorithm.
AddData()	AddData a new user defined data source, requiring only the minimum config options. The data is added with a default time zone of NewYork (Eastern Daylight Savings Time). This method is meant for custom data types that require a ticker, but have no underlying Symbol. Examples of data sources that meet this criteria are U.S. Treasury Yield Curve Rates and Trading Economics data.
AddEquity()	Creates and adds a new `Equity` security to the algorithm.
AddForex()	Creates and adds a new `Forex` security to the algorithm.
AddFuture()	Creates and adds a new `Future` security to the algorithm.
AddFutureContract()	Creates and adds a new single `Future` contract to the algorithm.
AddFutureOption()	Creates and adds a new Future Option contract to the algorithm.
AddFutureOptionContract()	Adds a future option contract to the algorithm.
AddIndex()	Creates and adds a new `Index` security to the algorithm.
AddIndexOption()	Creates and adds index options to the algorithm.
AddIndexOptionContract()	Adds an index option contract to the algorithm.
AddOption()	Creates and adds a new equity `Option` security to the algorithm.
AddOptionContract()	Creates and adds a new single `Option` contract to the algorithm.
AddRiskManagement()	Adds a new risk management model.
AddSecurity()	Add specified data to our data subscriptions. QuantConnect will funnel this data to the handle data routine.
AddSeries()	Add a series object for charting. This is useful when initializing charts with series other than type = line. If a series exists in the chart with the same name, then it is replaced.
AddUniverse()	Adds the universe to the algorithm.
AddUniverseOptions()	Adds a new universe that creates options of the security by monitoring any changes in the Universe the provided security is in. Additionally, a filter can be applied to the options generated when the universe of the security changes.
AddUniverseSelection()	Adds a new universe selection model.
ADDIFF()
ADOSC()	Creates a new AccumulationDistributionOscillator indicator.
ADR()
ADVR()
ADX()	Creates a new Average Directional Index indicator. The indicator will be automatically updated on the given resolution.
ADXR()	Creates a new AverageDirectionalMovementIndexRating indicator.
AllShortableSymbols()	Gets all Symbols that are shortable, as well as the quantity shortable for them.
ALMA()	Creates a new ArnaudLegouxMovingAverage indicator.
AO()	Creates a new Awesome Oscillator from the specified periods.
APO()	Creates a new AbsolutePriceOscillator indicator.
APS()	Creates an AugenPriceSpike indicator for the symbol. The indicator will be automatically updated on the given resolution.
ARIMA()	Creates a new ARIMA indicator.
AROON()	Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta).
ASI()	Creates a Wilder Accumulative Swing Index (ASI) indicator for the symbol. The indicator will be automatically updated on the given resolution.
ATR()	Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically updated on the given resolution.
B()	Creates a Beta indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution.
BB()	Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation.
BOP()	Creates a new Balance Of Power indicator. The indicator will be automatically updated on the given resolution.
Buy()	Buy Stock (Alias of Order).
CalculateOrderQuantity()	Calculate the order quantity to achieve target-percent holdings.
CC()	Initializes a new instance of the CoppockCurve" indicator.
CCI()	Creates a new CommodityChannelIndex indicator. The indicator will be automatically updated on the given resolution.
CMF()	Creates a new ChaikinMoneyFlow indicator.
CMO()	Creates a new ChandeMomentumOscillator indicator.
ComboLegLimitOrder()	Issue a combo leg limit order/trade for multiple assets, each having its own limit price.
ComboLimitOrder()	Issue a combo limit order/trade for multiple assets. A single limit price is defined for the combo order and will fill only if the sum of the assets price compares properly to the limit price, depending on the direction.
ComboMarketOrder()	Issue a combo market order/trade for multiple assets.
CompositeFIGI()	Converts a composite FIGI identifier into a `Symbol`.
Consolidate()	Registers the `handler` to receive consolidated data for the specified symbol.
CreateConsolidator()	Creates a new consolidator for the specified period, generating the requested output type.
CUSIP()	Converts a CUSIP identifier into a `Symbol`.
DCH()	Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band. The indicator will be automatically updated on the given resolution.
Debug()	Send a debug message to the web console:.
DEM()	Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's High and Low tradebar values.
DEMA()	Creates a new DoubleExponentialMovingAverage indicator.
Download()	Downloads the requested resource as a `String`. The resource to download is specified as a `String` containing the URI.
DPO()	Creates a new DetrendedPriceOscillator" indicator.
EMA()	Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.
EmitInsights()	Manually emit insights from an algorithm. This is typically invoked before calls to submit orders in algorithms written against QCAlgorithm that have been ported into the algorithm framework.
EMV()	Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically updated on the given resolution.
Error()	Send a string error message to the Console.
ExerciseOption()	Send an exercise order to the transaction handler.
FilteredIdentity()	Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.
FISH()	Creates an FisherTransform indicator for the symbol. The indicator will be automatically updated on the given resolution.
FRAMA()	Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically updated on the given resolution.
FrameworkPostInitialize()	Called by setup handlers after Initialize and allows the algorithm a chance to organize the data gather in the Initialize method.
GetLastKnownPrices()	Yields data to warmup a security for all it's subscribed data types.
GetParameters()	Gets a read-only dictionary with all current parameters.
HeikinAshi()	Creates a new Heikin-Ashi indicator.
History()	Gets the historical data for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection.
HMA()	Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.
ICHIMOKU()	Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically updated on the given resolution.
Identity()	Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.
Initialize()	Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
IsMarketOpen()	Determines if the exchange for the specified symbol is open at the current time.
ISIN()	Converts an ISIN identifier into a `Symbol`.
KAMA()	Creates a new KaufmanAdaptiveMovingAverage indicator.
KCH()	Creates a new Keltner Channels indicator. The indicator will be automatically updated on the given resolution.
KER()	Creates an KaufmanEfficiencyRatio indicator for the symbol. The indicator will be automatically updated on the given resolution.
LimitIfTouchedOrder()	Send a limit if touched order to the transaction handler:.
LimitOrder()	Send a limit order to the transaction handler:.
Liquidate()	Liquidate all holdings and cancel open orders. Called at the end of day for tick-strategies.
Log()	Added another method for logging if user guessed.
LOGR()	Creates a new LogReturn indicator.
LSMA()	Creates and registers a new Least Squares Moving Average instance.
LWMA()	Creates a new LinearWeightedMovingAverage indicator. This indicator will linearly distribute the weights across the periods.
MACD()	Creates a MACD indicator for the symbol. The indicator will be automatically updated on the given resolution.
MAD()	Creates a new MeanAbsoluteDeviation indicator.
MarketOnCloseOrder()	Market on close order implementation: Send a market order when the exchange closes.
MarketOnOpenOrder()	Market on open order implementation: Send a market order when the exchange opens.
MarketOrder()	Market order implementation: Send a market order and wait for it to be filled.
MASS()	Creates a new Mass Index indicator. The indicator will be automatically updated on the given resolution.
MAX()	Creates a new Maximum indicator to compute the maximum value.
MFI()	Creates a new MoneyFlowIndex indicator. The indicator will be automatically updated on the given resolution.
MIDPOINT()	Creates a new MidPoint indicator.
MIDPRICE()	Creates a new MidPrice indicator.
MIN()	Creates a new Minimum indicator to compute the minimum value.
MOM()	Creates a new Momentum indicator. This will compute the absolute n-period change in the security. The indicator will be automatically updated on the given resolution.
MOMERSION()	Creates a new Momersion indicator.
MOMP()	Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security. The indicator will be automatically updated on the given resolution.
MOSC()	Creates a new McClellan Oscillator indicator.
MSI()	Creates a new McClellan Summation Index indicator.
NATR()	Creates a new NormalizedAverageTrueRange indicator.
OBV()	Creates a new On Balance Volume indicator. This will compute the cumulative total volume based on whether the close price being higher or lower than the previous period. The indicator will be automatically updated on the given resolution.
OnAssignmentOrderEvent()	Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method.
OnData()	Event - v3.0 DATA EVENT HANDLER: (Pattern) Basic template for user to override for receiving all subscription data in a single event.
OnEndOfAlgorithm()	End of algorithm run event handler. This method is called at the end of a backtest or live trading operation. Intended for closing out logs.
OnEndOfDay()	End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets).
OnEndOfTimeStep()	Invoked at the end of every time step. This allows the algorithm to process events before advancing to the next time step.
OnFrameworkData()	Used to send data updates to algorithm framework models.
OnFrameworkSecuritiesChanged()	Used to send security changes to algorithm framework models.
OnMarginCall()	Margin call event handler. This method is called right before the margin call orders are placed in the market.
OnMarginCallWarning()	Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue.
OnOrderEvent()	Order fill event handler. On an order fill update the resulting information is passed to this method.
OnWarmupFinished()	Called when the algorithm has completed initialization and warm up.
Order()	Issue an order/trade for asset: Alias wrapper for Order(string, int);.
Plot()	Plot a chart to string chart name, using string series name, with float value.
PlotIndicator()	Automatically plots each indicator when a new value is available.
PPHL()	Creates a new PivotPointsHighLow indicator.
PPO()	Creates a new PercentagePriceOscillator indicator.
PSAR()	Creates a new Parabolic SAR indicator.
Quit()	Terminate the algorithm after processing the current event handler.
RC()	Creates a new RegressionChannel indicator which will compute the LinearRegression, UpperChannel and LowerChannel lines, the intercept and slope.
RDV()	Creates an RelativeDailyVolume indicator for the symbol. The indicator will be automatically updated on the given resolution.
Record()	Plot a chart using string series name, with int value. Alias of Plot();.
RegisterIndicator()	Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator.
RemoveOptionContract()	Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings.
RemoveSecurity()	Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings.
ResolveConsolidator()	Gets the default consolidator for the specified symbol and resolution.
RMA()	Creates a new Relative Moving Average indicator for the symbol. The indicator will be automatically updated on the given resolution.
ROC()	Creates a new RateOfChange indicator. This will compute the n-period rate of change in the security. The indicator will be automatically updated on the given resolution.
ROCP()	Creates a new RateOfChangePercent indicator. This will compute the n-period percentage rate of change in the security. The indicator will be automatically updated on the given resolution.
ROCR()	Creates a new RateOfChangeRatio indicator.
RSI()	Creates a new RelativeStrengthIndex indicator. This will produce an oscillator that ranges from 0 to 100 based on the ratio of average gains to average losses over the specified period.
RVI()	Creates a new RelativeVigorIndex indicator.
SEDOL()	Converts a SEDOL identifier into a `Symbol`.
Sell()	Sell stock (alias of Order).
SetAccountCurrency()	Sets the account currency cash symbol this algorithm is to manage.
SetAlpha()	Sets the alpha model.
SetApi()	Provide the API for the algorithm.
SetBenchmark()	Sets the specified function as the benchmark, this function provides the value of the benchmark at each date/time requested.
SetBrokerageMessageHandler()	Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a `Error` occurs, the algorithm is stopped.
SetBrokerageModel()	Sets the brokerage to emulate in backtesting or paper trading. This can be used to set a custom brokerage model.
SetCash()	Set initial cash for the strategy while backtesting. During live mode this value is ignored and replaced with the actual cash of your brokerage account.
SetCurrentSlice()	Sets the current slice.
SetEndDate()	Set the end date for a backtest run.
SetExecution()	Sets the execution model.
SetFutureChainProvider()	Sets the future chain provider, used to get the list of future contracts for an underlying symbol.
SetHoldings()	Sets holdings for a collection of targets. The implementation will order the provided targets executing first those that reduce a position, freeing margin.
SetObjectStore()	Sets the object store.
SetOptionChainProvider()	Sets the option chain provider, used to get the list of option contracts for an underlying symbol.
SetPandasConverter()	Sets pandas converter.
SetParameters()
SetPortfolioConstruction()	Sets the portfolio construction model.
SetQuit()	Set the Quit flag property of the algorithm.
SetRiskManagement()	Sets the risk management model.
SetRunTimeError()	Set the runtime error.
SetRuntimeStatistic()	Set a runtime statistic for the algorithm. Runtime statistics are shown in the top banner of a live algorithm GUI.
SetSecurityInitializer()	Sets the security initializer function, used to initialize/configure securities after creation.
SetStartDate()	Set the start date for backtest.
SetTimeZone()	Sets the time zone of the `Time` property in the algorithm.
SetTradeBuilder()	Set the `ITradeBuilder` implementation to generate trades from executions and market price updates.
SetUniverseSelection()	Sets the universe selection model.
SetWarmUp()	Sets the warm up period to the specified value.
Shortable()	Determines if the Symbol is shortable at the brokerage.
ShortableQuantity()	Gets the quantity shortable for the given asset.
SI()	Creates a Wilder Swing Index (SI) indicator for the symbol. The indicator will be automatically updated on the given resolution.
SMA()	Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.
SORTINO()	Creates a new Sortino indicator.
SR()	Creates a new RollingSharpeRatio indicator.
STC()	Creates a new Schaff Trend Cycle indicator.
STD()	Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.
STO()	Creates a new Stochastic indicator.
StopLimitOrder()	Send a stop limit order to the transaction handler:.
StopMarketOrder()	Create a stop market order and return the newly created order id; or negative if the order is invalid.
STR()	Creates a new SuperTrend indicator.
SubmitOrderRequest()	Will submit an order request to the algorithm.
SUM()	Creates a new Sum indicator.
SWISS()	Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically updated on the given resolution.
Symbol()	Converts the string 'ticker' symbol into a full `Symbol` object This requires that the string 'ticker' has been added to the algorithm.
T3()	Creates a new T3MovingAverage indicator.
TDD()	Creates a new TargetDownsideDeviation indicator. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0.
TEMA()	Creates a new TripleExponentialMovingAverage indicator.
TP()	Creates an Market Profile indicator for the symbol with Time Price Opportunity (TPO) mode. The indicator will be automatically updated on the given resolution.
TR()	Creates a new TrueRange indicator.
Train()	Schedules the provided training code to execute immediately.
TRIMA()	Creates a new TriangularMovingAverage indicator.
TRIN()	Creates a new Arms Index indicator.
TRIX()	Creates a new Trix indicator.
TSI()	Creates a TrueStrengthIndex indicator for the symbol. The indicator will be automatically updated on the given resolution.
ULTOSC()	Creates a new UltimateOscillator indicator.
VAR()	Creates a new Variance indicator. This will return the population variance of samples over the specified period.
VP()	Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically updated on the given resolution.
VWAP()	Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically updated on the given resolution.
WarmUpIndicator()	Warms up a given indicator with historical data.
WILR()	Creates a new Williams %R indicator. This will compute the percentage change of the current closing price in relation to the high and low of the past N periods. The indicator will be automatically updated on the given resolution.
WWMA()	Creates a WilderMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

AddCfd()	Creates and adds a new `Cfd` security to the algorithm.
AddCrypto()	Creates and adds a new `Crypto` security to the algorithm.
AddCryptoFuture()	Creates and adds a new `CryptoFuture` security to the algorithm.
AddData()	AddData a new user defined data source, requiring only the minimum config options. The data is added with a default time zone of NewYork (Eastern Daylight Savings Time). This method is meant for custom data types that require a ticker, but have no underlying Symbol. Examples of data sources that meet this criteria are U.S. Treasury Yield Curve Rates and Trading Economics data.
AddEquity()	Creates and adds a new `Equity` security to the algorithm.
AddForex()	Creates and adds a new `Forex` security to the algorithm.
AddFuture()	Creates and adds a new `Future` security to the algorithm.
AddFutureContract()	Creates and adds a new single `Future` contract to the algorithm.
AddFutureOption()	Creates and adds a new Future Option contract to the algorithm.
AddFutureOptionContract()	Adds a future option contract to the algorithm.
AddIndex()	Creates and adds a new `Index` security to the algorithm.
AddIndexOption()	Creates and adds index options to the algorithm.
AddIndexOptionContract()	Adds an index option contract to the algorithm.
AddOption()	Creates and adds a new equity `Option` security to the algorithm.
AddOptionContract()	Creates and adds a new single `Option` contract to the algorithm.
AddSecurity()	Add specified data to our data subscriptions. QuantConnect will funnel this data to the handle data routine.
Download()	Downloads the requested resource as a `String`. The resource to download is specified as a `String` containing the URI.
GetLastKnownPrices()	Yields data to warmup a security for all it's subscribed data types.
RemoveOptionContract()	Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings.
RemoveSecurity()	Removes the security with the specified symbol. This will cancel all open orders and then liquidate any existing holdings.
SetFutureChainProvider()	Sets the future chain provider, used to get the list of future contracts for an underlying symbol.
SetOptionChainProvider()	Sets the option chain provider, used to get the list of option contracts for an underlying symbol.
SetSecurityInitializer()	Sets the security initializer function, used to initialize/configure securities after creation.
Symbol()	Converts the string 'ticker' symbol into a full `Symbol` object This requires that the string 'ticker' has been added to the algorithm.

AddAlpha()	Adds a new alpha model.
AddRiskManagement()	Adds a new risk management model.
AddUniverseSelection()	Adds a new universe selection model.
EmitInsights()	Manually emit insights from an algorithm. This is typically invoked before calls to submit orders in algorithms written against QCAlgorithm that have been ported into the algorithm framework.
FrameworkPostInitialize()	Called by setup handlers after Initialize and allows the algorithm a chance to organize the data gather in the Initialize method.
Initialize()	Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
OnFrameworkData()	Used to send data updates to algorithm framework models.
OnFrameworkSecuritiesChanged()	Used to send security changes to algorithm framework models.
SetAlpha()	Sets the alpha model.
SetExecution()	Sets the execution model.
SetPortfolioConstruction()	Sets the portfolio construction model.
SetRiskManagement()	Sets the risk management model.
SetUniverseSelection()	Sets the universe selection model.

AddChart()	Add a Chart object to algorithm collection.
AddSeries()	Add a series object for charting. This is useful when initializing charts with series other than type = line. If a series exists in the chart with the same name, then it is replaced.
Plot()	Plot a chart to string chart name, using string series name, with float value.
PlotIndicator()	Automatically plots each indicator when a new value is available.
Record()	Plot a chart using string series name, with int value. Alias of Plot();.
SetRuntimeStatistic()	Set a runtime statistic for the algorithm. Runtime statistics are shown in the top banner of a live algorithm GUI.

Consolidate()	Registers the `handler` to receive consolidated data for the specified symbol.
CreateConsolidator()	Creates a new consolidator for the specified period, generating the requested output type.
RegisterIndicator()	Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator.
ResolveConsolidator()	Gets the default consolidator for the specified symbol and resolution.

CompositeFIGI()	Converts a composite FIGI identifier into a `Symbol`.
CUSIP()	Converts a CUSIP identifier into a `Symbol`.
Initialize()	Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
ISIN()	Converts an ISIN identifier into a `Symbol`.
OnData()	Event - v3.0 DATA EVENT HANDLER: (Pattern) Basic template for user to override for receiving all subscription data in a single event.
OnEndOfAlgorithm()	End of algorithm run event handler. This method is called at the end of a backtest or live trading operation. Intended for closing out logs.
OnEndOfDay()	End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets).
OnEndOfTimeStep()	Invoked at the end of every time step. This allows the algorithm to process events before advancing to the next time step.
OnFrameworkData()	Used to send data updates to algorithm framework models.
OnWarmupFinished()	Called when the algorithm has completed initialization and warm up.
SEDOL()	Converts a SEDOL identifier into a `Symbol`.
SetApi()	Provide the API for the algorithm.
SetCurrentSlice()	Sets the current slice.
SetEndDate()	Set the end date for a backtest run.
SetObjectStore()	Sets the object store.
SetRunTimeError()	Set the runtime error.
SetStartDate()	Set the start date for backtest.
SetTimeZone()	Sets the time zone of the `Time` property in the algorithm.
Symbol()	Converts the string 'ticker' symbol into a full `Symbol` object This requires that the string 'ticker' has been added to the algorithm.

GetLastKnownPrices()	Yields data to warmup a security for all it's subscribed data types.
History()	Gets the historical data for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection.
SetWarmUp()	Sets the warm up period to the specified value.
WarmUpIndicator()	Warms up a given indicator with historical data.

ABANDS()	Creates a new Acceleration Bands indicator.
AD()	Creates a new AccumulationDistribution indicator.
ADDIFF()
ADOSC()	Creates a new AccumulationDistributionOscillator indicator.
ADR()
ADVR()
ADX()	Creates a new Average Directional Index indicator. The indicator will be automatically updated on the given resolution.
ADXR()	Creates a new AverageDirectionalMovementIndexRating indicator.
ALMA()	Creates a new ArnaudLegouxMovingAverage indicator.
AO()	Creates a new Awesome Oscillator from the specified periods.
APO()	Creates a new AbsolutePriceOscillator indicator.
APS()	Creates an AugenPriceSpike indicator for the symbol. The indicator will be automatically updated on the given resolution.
ARIMA()	Creates a new ARIMA indicator.
AROON()	Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta).
ASI()	Creates a Wilder Accumulative Swing Index (ASI) indicator for the symbol. The indicator will be automatically updated on the given resolution.
ATR()	Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically updated on the given resolution.
B()	Creates a Beta indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution.
BB()	Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation.
BOP()	Creates a new Balance Of Power indicator. The indicator will be automatically updated on the given resolution.
CC()	Initializes a new instance of the CoppockCurve" indicator.
CCI()	Creates a new CommodityChannelIndex indicator. The indicator will be automatically updated on the given resolution.
CMF()	Creates a new ChaikinMoneyFlow indicator.
CMO()	Creates a new ChandeMomentumOscillator indicator.
DCH()	Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band. The indicator will be automatically updated on the given resolution.
DEM()	Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's High and Low tradebar values.
DEMA()	Creates a new DoubleExponentialMovingAverage indicator.
DPO()	Creates a new DetrendedPriceOscillator" indicator.
EMA()	Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.
EMV()	Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically updated on the given resolution.
FilteredIdentity()	Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.
FISH()	Creates an FisherTransform indicator for the symbol. The indicator will be automatically updated on the given resolution.
FRAMA()	Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically updated on the given resolution.
HeikinAshi()	Creates a new Heikin-Ashi indicator.
HMA()	Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.
ICHIMOKU()	Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically updated on the given resolution.
Identity()	Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.
KAMA()	Creates a new KaufmanAdaptiveMovingAverage indicator.
KCH()	Creates a new Keltner Channels indicator. The indicator will be automatically updated on the given resolution.
KER()	Creates an KaufmanEfficiencyRatio indicator for the symbol. The indicator will be automatically updated on the given resolution.
LOGR()	Creates a new LogReturn indicator.
LSMA()	Creates and registers a new Least Squares Moving Average instance.
LWMA()	Creates a new LinearWeightedMovingAverage indicator. This indicator will linearly distribute the weights across the periods.
MACD()	Creates a MACD indicator for the symbol. The indicator will be automatically updated on the given resolution.
MAD()	Creates a new MeanAbsoluteDeviation indicator.
MASS()	Creates a new Mass Index indicator. The indicator will be automatically updated on the given resolution.
MAX()	Creates a new Maximum indicator to compute the maximum value.
MFI()	Creates a new MoneyFlowIndex indicator. The indicator will be automatically updated on the given resolution.
MIDPOINT()	Creates a new MidPoint indicator.
MIDPRICE()	Creates a new MidPrice indicator.
MIN()	Creates a new Minimum indicator to compute the minimum value.
MOM()	Creates a new Momentum indicator. This will compute the absolute n-period change in the security. The indicator will be automatically updated on the given resolution.
MOMERSION()	Creates a new Momersion indicator.
MOMP()	Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security. The indicator will be automatically updated on the given resolution.
MOSC()	Creates a new McClellan Oscillator indicator.
MSI()	Creates a new McClellan Summation Index indicator.
NATR()	Creates a new NormalizedAverageTrueRange indicator.
OBV()	Creates a new On Balance Volume indicator. This will compute the cumulative total volume based on whether the close price being higher or lower than the previous period. The indicator will be automatically updated on the given resolution.
PlotIndicator()	Automatically plots each indicator when a new value is available.
PPHL()	Creates a new PivotPointsHighLow indicator.
PPO()	Creates a new PercentagePriceOscillator indicator.
PSAR()	Creates a new Parabolic SAR indicator.
RC()	Creates a new RegressionChannel indicator which will compute the LinearRegression, UpperChannel and LowerChannel lines, the intercept and slope.
RDV()	Creates an RelativeDailyVolume indicator for the symbol. The indicator will be automatically updated on the given resolution.
RegisterIndicator()	Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator.
ResolveConsolidator()	Gets the default consolidator for the specified symbol and resolution.
RMA()	Creates a new Relative Moving Average indicator for the symbol. The indicator will be automatically updated on the given resolution.
ROC()	Creates a new RateOfChange indicator. This will compute the n-period rate of change in the security. The indicator will be automatically updated on the given resolution.
ROCP()	Creates a new RateOfChangePercent indicator. This will compute the n-period percentage rate of change in the security. The indicator will be automatically updated on the given resolution.
ROCR()	Creates a new RateOfChangeRatio indicator.
RSI()	Creates a new RelativeStrengthIndex indicator. This will produce an oscillator that ranges from 0 to 100 based on the ratio of average gains to average losses over the specified period.
RVI()	Creates a new RelativeVigorIndex indicator.
SetBenchmark()	Sets the specified function as the benchmark, this function provides the value of the benchmark at each date/time requested.
SI()	Creates a Wilder Swing Index (SI) indicator for the symbol. The indicator will be automatically updated on the given resolution.
SMA()	Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.
SORTINO()	Creates a new Sortino indicator.
SR()	Creates a new RollingSharpeRatio indicator.
STC()	Creates a new Schaff Trend Cycle indicator.
STD()	Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.
STO()	Creates a new Stochastic indicator.
STR()	Creates a new SuperTrend indicator.
SUM()	Creates a new Sum indicator.
SWISS()	Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically updated on the given resolution.
T3()	Creates a new T3MovingAverage indicator.
TDD()	Creates a new TargetDownsideDeviation indicator. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0.
TEMA()	Creates a new TripleExponentialMovingAverage indicator.
TP()	Creates an Market Profile indicator for the symbol with Time Price Opportunity (TPO) mode. The indicator will be automatically updated on the given resolution.
TR()	Creates a new TrueRange indicator.
TRIMA()	Creates a new TriangularMovingAverage indicator.
TRIN()	Creates a new Arms Index indicator.
TRIX()	Creates a new Trix indicator.
TSI()	Creates a TrueStrengthIndex indicator for the symbol. The indicator will be automatically updated on the given resolution.
ULTOSC()	Creates a new UltimateOscillator indicator.
VAR()	Creates a new Variance indicator. This will return the population variance of samples over the specified period.
VP()	Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically updated on the given resolution.
VWAP()	Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically updated on the given resolution.
WarmUpIndicator()	Warms up a given indicator with historical data.
WILR()	Creates a new Williams %R indicator. This will compute the percentage change of the current closing price in relation to the high and low of the past N periods. The indicator will be automatically updated on the given resolution.
WWMA()	Creates a WilderMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

SetRunTimeError()

Set the runtime error.

Debug()	Send a debug message to the web console:.
Error()	Send a string error message to the Console.
Log()	Added another method for logging if user guessed.
Quit()	Terminate the algorithm after processing the current event handler.
SetBrokerageMessageHandler()	Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a `Error` occurs, the algorithm is stopped.
SetQuit()	Set the Quit flag property of the algorithm.

Download()	Downloads the requested resource as a `String`. The resource to download is specified as a `String` containing the URI.
SetObjectStore()	Sets the object store.
Train()	Schedules the provided training code to execute immediately.

OnMarginCall()	Margin call event handler. This method is called right before the margin call orders are placed in the market.
OnMarginCallWarning()	Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue.
SetBrokerageMessageHandler()	Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a `Error` occurs, the algorithm is stopped.
SetBrokerageModel()	Sets the brokerage to emulate in backtesting or paper trading. This can be used to set a custom brokerage model.
SetSecurityInitializer()	Sets the security initializer function, used to initialize/configure securities after creation.

GetParameters()	Gets a read-only dictionary with all current parameters.
SetParameters()

Train()

Schedules the provided training code to execute immediately.

CompositeFIGI()	Converts a composite FIGI identifier into a `Symbol`.
CUSIP()	Converts a CUSIP identifier into a `Symbol`.
IsMarketOpen()	Determines if the exchange for the specified symbol is open at the current time.
ISIN()	Converts an ISIN identifier into a `Symbol`.
SEDOL()	Converts a SEDOL identifier into a `Symbol`.
SetAccountCurrency()	Sets the account currency cash symbol this algorithm is to manage.
SetBenchmark()	Sets the specified function as the benchmark, this function provides the value of the benchmark at each date/time requested.
SetCash()	Set initial cash for the strategy while backtesting. During live mode this value is ignored and replaced with the actual cash of your brokerage account.

AddRiskManagement()	Adds a new risk management model.
AllShortableSymbols()	Gets all Symbols that are shortable, as well as the quantity shortable for them.
Buy()	Buy Stock (Alias of Order).
CalculateOrderQuantity()	Calculate the order quantity to achieve target-percent holdings.
ExerciseOption()	Send an exercise order to the transaction handler.
IsMarketOpen()	Determines if the exchange for the specified symbol is open at the current time.
LimitIfTouchedOrder()	Send a limit if touched order to the transaction handler:.
LimitOrder()	Send a limit order to the transaction handler:.
Liquidate()	Liquidate all holdings and cancel open orders. Called at the end of day for tick-strategies.
MarketOnCloseOrder()	Market on close order implementation: Send a market order when the exchange closes.
MarketOnOpenOrder()	Market on open order implementation: Send a market order when the exchange opens.
MarketOrder()	Market order implementation: Send a market order and wait for it to be filled.
OnAssignmentOrderEvent()	Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method.
OnMarginCall()	Margin call event handler. This method is called right before the margin call orders are placed in the market.
OnMarginCallWarning()	Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue.
OnOrderEvent()	Order fill event handler. On an order fill update the resulting information is passed to this method.
Order()	Issue an order/trade for asset: Alias wrapper for Order(string, int);.
Sell()	Sell stock (alias of Order).
SetBenchmark()	Sets the specified function as the benchmark, this function provides the value of the benchmark at each date/time requested.
SetExecution()	Sets the execution model.
SetHoldings()	Sets holdings for a collection of targets. The implementation will order the provided targets executing first those that reduce a position, freeing margin.
SetPortfolioConstruction()	Sets the portfolio construction model.
SetRiskManagement()	Sets the risk management model.
SetTradeBuilder()	Set the `ITradeBuilder` implementation to generate trades from executions and market price updates.
Shortable()	Determines if the Symbol is shortable at the brokerage.
ShortableQuantity()	Gets the quantity shortable for the given asset.
StopLimitOrder()	Send a stop limit order to the transaction handler:.
StopMarketOrder()	Create a stop market order and return the newly created order id; or negative if the order is invalid.

AddUniverse()	Adds the universe to the algorithm.
AddUniverseOptions()	Adds a new universe that creates options of the security by monitoring any changes in the Universe the provided security is in. Additionally, a filter can be applied to the options generated when the universe of the security changes.
AddUniverseSelection()	Adds a new universe selection model.
OnFrameworkSecuritiesChanged()	Used to send security changes to algorithm framework models.
SetUniverseSelection()	Sets the universe selection model.

ABANDS()1/1

            AccelerationBands QuantConnect.Algorithm.QCAlgorithm.ABANDS (
    Symbol                            symbol,
    Int32                             period,
    *Decimal                          width,
    *MovingAverageType                movingAverageType,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )

Creates a new Acceleration Bands indicator.

AD()1/1

            AccumulationDistribution QuantConnect.Algorithm.QCAlgorithm.AD (
    Symbol                            symbol,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )

Creates a new AccumulationDistribution indicator.

AddAlpha()1/2

            Void QuantConnect.Algorithm.QCAlgorithm.AddAlpha (
    IAlphaModel  alpha
   )

Adds a new alpha model.

AddAlpha()2/2

            Void QuantConnect.Algorithm.QCAlgorithm.AddAlpha (
    PyObject  alpha
   )

Adds a new alpha model.

AddCfd()1/1

            Cfd QuantConnect.Algorithm.QCAlgorithm.AddCfd (
    String                       ticker,
    *Nullable<Resolution>  resolution,
    *String                      market,
    *Boolean                     fillDataForward,
    *Decimal                     leverage
   )

Creates and adds a new Cfd security to the algorithm.

AddChart()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.AddChart (
    Chart  chart
   )

Add a Chart object to algorithm collection.

AddCrypto()1/1

            Crypto QuantConnect.Algorithm.QCAlgorithm.AddCrypto (
    String                       ticker,
    *Nullable<Resolution>  resolution,
    *String                      market,
    *Boolean                     fillDataForward,
    *Decimal                     leverage
   )

Creates and adds a new Crypto security to the algorithm.

AddCryptoFuture()1/1

            CryptoFuture QuantConnect.Algorithm.QCAlgorithm.AddCryptoFuture (
    String                       ticker,
    *Nullable<Resolution>  resolution,
    *String                      market,
    *Boolean                     fillDataForward,
    *Decimal                     leverage
   )

Creates and adds a new CryptoFuture security to the algorithm.

AddData()1/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    PyObject                     type,
    String                       ticker,
    *Nullable<Resolution>  resolution
   )

AddData a new user defined data source, requiring only the minimum config options. The data is added with a default time zone of NewYork (Eastern Daylight Savings Time). This method is meant for custom data types that require a ticker, but have no underlying Symbol. Examples of data sources that meet this criteria are U.S. Treasury Yield Curve Rates and Trading Economics data.

AddData()2/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    PyObject                     type,
    Symbol                       underlying,
    *Nullable<Resolution>  resolution
   )

AddData a new user defined data source, requiring only the minimum config options. The data is added with a default time zone of NewYork (Eastern Daylight Savings Time). This adds a Symbol to the `Underlying` property in the custom data Symbol object. Use this method when adding custom data with a ticker from the past, such as "AOL" before it became "TWX", or if you need to filter using custom data and place trades on the Symbol associated with the custom data.

AddData()3/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    PyObject                    type,
    String                      ticker,
    Nullable<Resolution>  resolution,
    DateTimeZone                timeZone,
    *Boolean                    fillDataForward,
    *Decimal                    leverage
   )

AddData a new user defined data source, requiring only the minimum config options. This method is meant for custom data types that require a ticker, but have no underlying Symbol. Examples of data sources that meet this criteria are U.S. Treasury Yield Curve Rates and Trading Economics data.

AddData()4/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    PyObject                    type,
    Symbol                      underlying,
    Nullable<Resolution>  resolution,
    DateTimeZone                timeZone,
    *Boolean                    fillDataForward,
    *Decimal                    leverage
   )

AddData a new user defined data source, requiring only the minimum config options. This adds a Symbol to the `Underlying` property in the custom data Symbol object. Use this method when adding custom data with a ticker from the past, such as "AOL" before it became "TWX", or if you need to filter using custom data and place trades on the Symbol associated with the custom data.

AddData()5/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    Type                        dataType,
    String                      ticker,
    Nullable<Resolution>  resolution,
    DateTimeZone                timeZone,
    *Boolean                    fillDataForward,
    *Decimal                    leverage
   )

AddData a new user defined data source, requiring only the minimum config options. This method is meant for custom data types that require a ticker, but have no underlying Symbol. Examples of data sources that meet this criteria are U.S. Treasury Yield Curve Rates and Trading Economics data.

AddData()6/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    Type                         dataType,
    Symbol                       underlying,
    *Nullable<Resolution>  resolution,
    *DateTimeZone                timeZone,
    *Boolean                     fillDataForward,
    *Decimal                     leverage
   )

AddData a new user defined data source, requiring only the minimum config options. This adds a Symbol to the `Underlying` property in the custom data Symbol object. Use this method when adding custom data with a ticker from the past, such as "AOL" before it became "TWX", or if you need to filter using custom data and place trades on the Symbol associated with the custom data.

AddData()7/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    PyObject                     type,
    String                       ticker,
    SymbolProperties             properties,
    SecurityExchangeHours        exchangeHours,
    *Nullable<Resolution>  resolution,
    *Boolean                     fillDataForward,
    *Decimal                     leverage
   )

AddData a new user defined data source including symbol properties and exchange hours, all other vars are not required and will use defaults. This overload reflects the C# equivalent for custom properties and market hours.

AddData()8/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    String                       ticker,
    *Nullable<Resolution>  resolution
   )

AddData()9/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    Symbol                       underlying,
    *Nullable<Resolution>  resolution
   )

AddData()10/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    String                      ticker,
    Nullable<Resolution>  resolution,
    Boolean                     fillDataForward,
    *Decimal                    leverage
   )

AddData()11/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    Symbol                      underlying,
    Nullable<Resolution>  resolution,
    Boolean                     fillDataForward,
    *Decimal                    leverage
   )

AddData()12/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    String                      ticker,
    Nullable<Resolution>  resolution,
    DateTimeZone                timeZone,
    *Boolean                    fillDataForward,
    *Decimal                    leverage
   )

AddData()13/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    Symbol                      underlying,
    Nullable<Resolution>  resolution,
    DateTimeZone                timeZone,
    *Boolean                    fillDataForward,
    *Decimal                    leverage
   )

AddData()14/14

            Security QuantConnect.Algorithm.QCAlgorithm.AddData (
    String                       ticker,
    SymbolProperties             properties,
    SecurityExchangeHours        exchangeHours,
    *Nullable<Resolution>  resolution,
    *Boolean                     fillDataForward,
    *Decimal                     leverage
   )

AddEquity()1/1

            Equity QuantConnect.Algorithm.QCAlgorithm.AddEquity (
    String                                  ticker,
    *Nullable<Resolution>             resolution,
    *String                                 market,
    *Boolean                                fillDataForward,
    *Decimal                                leverage,
    *Boolean                                extendedMarketHours,
    *Nullable<DataNormalizationMode>  dataNormalizationMode
   )

Creates and adds a new Equity security to the algorithm.

AddForex()1/1

            Forex QuantConnect.Algorithm.QCAlgorithm.AddForex (
    String                       ticker,
    *Nullable<Resolution>  resolution,
    *String                      market,
    *Boolean                     fillDataForward,
    *Decimal                     leverage
   )

Creates and adds a new Forex security to the algorithm.

AddFuture()1/1

            Future QuantConnect.Algorithm.QCAlgorithm.AddFuture (
    String                                  ticker,
    *Nullable<Resolution>             resolution,
    *String                                 market,
    *Boolean                                fillDataForward,
    *Decimal                                leverage,
    *Boolean                                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Int32                                  contractDepthOffset
   )

Creates and adds a new Future security to the algorithm.

AddFutureContract()1/1

            Future QuantConnect.Algorithm.QCAlgorithm.AddFutureContract (
    Symbol                       symbol,
    *Nullable<Resolution>  resolution,
    *Boolean                     fillDataForward,
    *Decimal                     leverage,
    *Boolean                     extendedMarketHours
   )

Creates and adds a new single Future contract to the algorithm.

AddFutureOption()1/2

            Void QuantConnect.Algorithm.QCAlgorithm.AddFutureOption (
    Symbol    futureSymbol,
    PyObject  optionFilter
   )

Creates and adds a new Future Option contract to the algorithm.

AddFutureOption()2/2

            Void QuantConnect.Algorithm.QCAlgorithm.AddFutureOption (
    Symbol                                                   symbol,
    *Func<OptionFilterUniverse, OptionFilterUniverse>  optionFilter
   )

Creates and adds a new Future Option contract to the algorithm.

AddFutureOptionContract()1/1

            Option QuantConnect.Algorithm.QCAlgorithm.AddFutureOptionContract (
    Symbol                       symbol,
    *Nullable<Resolution>  resolution,
    *Boolean                     fillDataForward,
    *Decimal                     leverage,
    *Boolean                     extendedMarketHours
   )

Adds a future option contract to the algorithm.

AddIndex()1/1

            Index QuantConnect.Algorithm.QCAlgorithm.AddIndex (
    String                       ticker,
    *Nullable<Resolution>  resolution,
    *String                      market,
    *Boolean                     fillDataForward
   )

Creates and adds a new Index security to the algorithm.

AddIndexOption()1/3

            Option QuantConnect.Algorithm.QCAlgorithm.AddIndexOption (
    String                       ticker,
    *Nullable<Resolution>  resolution,
    *String                      market,
    *Boolean                     fillDataForward
   )

Creates and adds index options to the algorithm.

AddIndexOption()2/3

            Option QuantConnect.Algorithm.QCAlgorithm.AddIndexOption (
    Symbol                       symbol,
    *Nullable<Resolution>  resolution,
    *Boolean                     fillDataForward
   )

Creates and adds index options to the algorithm.

AddIndexOption()3/3

            Option QuantConnect.Algorithm.QCAlgorithm.AddIndexOption (
    Symbol                       symbol,
    String                       targetOption,
    *Nullable<Resolution>  resolution,
    *Boolean                     fillDataForward
   )

Creates and adds index options to the algorithm.

AddIndexOptionContract()1/1

            Option QuantConnect.Algorithm.QCAlgorithm.AddIndexOptionContract (
    Symbol                       symbol,
    *Nullable<Resolution>  resolution,
    *Boolean                     fillDataForward
   )

Adds an index option contract to the algorithm.

AddOption()1/3

            Option QuantConnect.Algorithm.QCAlgorithm.AddOption (
    String                       underlying,
    *Nullable<Resolution>  resolution,
    *String                      market,
    *Boolean                     fillDataForward,
    *Decimal                     leverage
   )

Creates and adds a new equity Option security to the algorithm.

AddOption()2/3

            Option QuantConnect.Algorithm.QCAlgorithm.AddOption (
    Symbol                       underlying,
    *Nullable<Resolution>  resolution,
    *String                      market,
    *Boolean                     fillDataForward,
    *Decimal                     leverage
   )

Creates and adds a new Option security to the algorithm. This method can be used to add options with non-equity asset classes to the algorithm (e.g. Future Options).

<-- Missing documentation attribute for AddOption -->

AddOptionContract()1/1

            Option QuantConnect.Algorithm.QCAlgorithm.AddOptionContract (
    Symbol                       symbol,
    *Nullable<Resolution>  resolution,
    *Boolean                     fillDataForward,
    *Decimal                     leverage,
    *Boolean                     extendedMarketHours
   )

Creates and adds a new single Option contract to the algorithm.

AddRiskManagement()1/2

            Void QuantConnect.Algorithm.QCAlgorithm.AddRiskManagement (
    IRiskManagementModel  riskManagement
   )

Adds a new risk management model.

AddRiskManagement()2/2

            Void QuantConnect.Algorithm.QCAlgorithm.AddRiskManagement (
    PyObject  riskManagement
   )

Adds a new risk management model.

AddSecurity()1/4

            Security QuantConnect.Algorithm.QCAlgorithm.AddSecurity (
    SecurityType                            securityType,
    String                                  ticker,
    *Nullable<Resolution>             resolution,
    *Boolean                                fillDataForward,
    *Boolean                                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode
   )

Add specified data to our data subscriptions. QuantConnect will funnel this data to the handle data routine.

AddSecurity()2/4

            Security QuantConnect.Algorithm.QCAlgorithm.AddSecurity (
    SecurityType                            securityType,
    String                                  ticker,
    Nullable<Resolution>              resolution,
    Boolean                                 fillDataForward,
    Decimal                                 leverage,
    Boolean                                 extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode
   )

Add specified data to required list. QC will funnel this data to the handle data routine.

AddSecurity()3/4

            Security QuantConnect.Algorithm.QCAlgorithm.AddSecurity (
    SecurityType                            securityType,
    String                                  ticker,
    Nullable<Resolution>              resolution,
    String                                  market,
    Boolean                                 fillDataForward,
    Decimal                                 leverage,
    Boolean                                 extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode
   )

Set a required SecurityType-symbol and resolution for algorithm.

AddSecurity()4/4

            Security QuantConnect.Algorithm.QCAlgorithm.AddSecurity (
    Symbol                                  symbol,
    *Nullable<Resolution>             resolution,
    *Boolean                                fillDataForward,
    *Decimal                                leverage,
    *Boolean                                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Int32                                  contractDepthOffset
   )

Set a required SecurityType-symbol and resolution for algorithm.

AddSeries()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.AddSeries (
    String      chart,
    String      series,
    SeriesType  seriesType,
    *String     unit
   )

Add a series object for charting. This is useful when initializing charts with series other than type = line. If a series exists in the chart with the same name, then it is replaced.

AddUniverse()1/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    SecurityType                                                 securityType,
    String                                                       name,
    Resolution                                                   resolution,
    String                                                       market,
    UniverseSettings                                             universeSettings,
    Func<IEnumerable<T>, IEnumerable<String>>  selector
   )

Adds the universe to the algorithm.

AddUniverse()2/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    Func<IEnumerable<CoarseFundamental>, IEnumerable<Symbol>>  selector
   )

Adds the universe to the algorithm.

AddUniverse()3/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    Func<IEnumerable<CoarseFundamental>, IEnumerable<Symbol>>  coarseSelector,
    Func<IEnumerable<FineFundamental>, IEnumerable<Symbol>>    fineSelector
   )

Adds the universe to the algorithm.

AddUniverse()4/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    Universe                                                                   universe,
    Func<IEnumerable<FineFundamental>, IEnumerable<Symbol>>  fineSelector
   )

Adds the universe to the algorithm.

AddUniverse()5/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    String                                           name,
    Func<DateTime, IEnumerable<String>>  selector
   )

Adds the universe to the algorithm.

AddUniverse()6/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    String                                           name,
    Resolution                                       resolution,
    Func<DateTime, IEnumerable<String>>  selector
   )

Adds the universe to the algorithm.

AddUniverse()7/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    SecurityType                                     securityType,
    String                                           name,
    Resolution                                       resolution,
    String                                           market,
    UniverseSettings                                 universeSettings,
    Func<DateTime, IEnumerable<String>>  selector
   )

Adds the universe to the algorithm.

AddUniverse()8/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    Universe  universe
   )

Adds the universe to the algorithm.