Writing Algorithms

API Reference

Available QCAlgorithm Methods

A()Creates a Alpha indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution.
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.
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).
C()Creates a Correlation indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution.
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.
CIK()Converts a CIK identifier into String) array.
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 String).
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 String) into a CUSIP identifier.
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.
DeregisterIndicator()Will deregister an indicator and it's associated consolidator instance so they stop receiving data updates.
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.
Fundamentals()Get the fundamental data for the requested symbol at the current time.
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.
HT()Creates a new Hilbert Transform indicator.
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 String).
IV()Creates a new ImpliedVolatility 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.
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()Obsolete implementation of Order method accepting a OrderType. This was deprecated since it was impossible to generate other orders via this method. Any calls to this method will always default to a Market Order.
Plot()Plot a chart using string series name, with 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 String).
Sell()Sell stock (alias of Order).
SetAccountCurrency()Sets the account currency cash symbol this algorithm is to manage, as well as the starting cash in this currency if given.
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.
SetParameters()
SetPortfolioConstruction()Sets the portfolio construction model.
SetQuit()Set the Quit flag property of the algorithm.
SetRiskFreeInterestRateModel()Sets the risk free interest rate model to be used in 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.
SetSummaryStatistic()Set a custom summary statistic for the algorithm.
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 SharpeRatio 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 String) 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.
Ticker()For the given symbol will resolve the ticker it used at the current algorithm date.
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.
TrailingStopOrder()Create a trailing stop order and return the newly created order id; or negative if the order is invalid. It will calculate the stop price using the trailing amount and the current market price.
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.
TSF()Creates a new Time Series Forecast 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.
UnregisterIndicator()Will unregister an indicator and it's associated consolidator instance so they stop receiving data updates.
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 String) object This requires that the string 'ticker' has been added to the algorithm.
Ticker()For the given symbol will resolve the ticker it used at the current algorithm date.
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 using string series name, with 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.
DeregisterIndicator()Will deregister an indicator and it's associated consolidator instance so they stop receiving data updates.
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.
UnregisterIndicator()Will unregister an indicator and it's associated consolidator instance so they stop receiving data updates.
CIK()Converts a CIK identifier into String) array.
CompositeFIGI()Converts a composite FIGI identifier into a String).
CUSIP()Converts a String) into a CUSIP identifier.
Fundamentals()Get the fundamental data for the requested symbol at the current time.
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 String).
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 String).
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 String) object This requires that the string 'ticker' has been added to the algorithm.
Ticker()For the given symbol will resolve the ticker it used at the current algorithm date.
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.
A()Creates a Alpha indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution.
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.
C()Creates a Correlation indicator for the given target symbol in relation with the reference used. 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.
DeregisterIndicator()Will deregister an indicator and it's associated consolidator instance so they stop receiving data updates.
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.
HT()Creates a new Hilbert Transform indicator.
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.
IV()Creates a new ImpliedVolatility 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 SharpeRatio 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.
TSF()Creates a new Time Series Forecast 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.
UnregisterIndicator()Will unregister an indicator and it's associated consolidator instance so they stop receiving data updates.
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.
SetRiskFreeInterestRateModel()Sets the risk free interest rate model to be used in the algorithm.
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.
CIK()Converts a CIK identifier into String) array.
CompositeFIGI()Converts a composite FIGI identifier into a String).
CUSIP()Converts a String) into a CUSIP identifier.
Fundamentals()Get the fundamental data for the requested symbol at the current time.
IsMarketOpen()Determines if the exchange for the specified symbol is open at the current time.
ISIN()Converts an ISIN identifier into a String).
SEDOL()Converts a SEDOL identifier into a String).
SetAccountCurrency()Sets the account currency cash symbol this algorithm is to manage, as well as the starting cash in this currency if given.
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.
SetSummaryStatistic()Set a custom summary statistic for the algorithm.
AddRiskManagement()Adds a new risk management model.
Buy()Buy Stock (Alias of Order).
CalculateOrderQuantity()Calculate the order quantity to achieve target-percent holdings.
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.
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()Obsolete implementation of Order method accepting a OrderType. This was deprecated since it was impossible to generate other orders via this method. Any calls to this method will always default to a Market Order.
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.
SubmitOrderRequest()Will submit an order request to the algorithm.
TrailingStopOrder()Create a trailing stop order and return the newly created order id; or negative if the order is invalid. It will calculate the stop price using the trailing amount and the current market price.
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.


A()1/1

            Alpha QuantConnect.Algorithm.QCAlgorithm.A (
    Symbol                                target,
    Symbol                                reference,
    *Int32                                alphaPeriod,
    *Int32                                betaPeriod,
    *Nullable<Resolution>           resolution,
    *Nullable<Decimal>              riskFreeRate,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a Alpha indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution.

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                     fillForward,
    *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                     fillForward,
    *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                     fillForward,
    *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                    fillForward,
    *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                    fillForward,
    *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                    fillForward,
    *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                     fillForward,
    *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                     fillForward,
    *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                     fillForward,
    *Decimal                    leverage
   )
        

AddData()11/14

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

AddData()12/14

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

AddData()13/14

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

AddData()14/14

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

AddEquity()1/1

            Equity QuantConnect.Algorithm.QCAlgorithm.AddEquity (
    String                                  ticker,
    *Nullable<Resolution>             resolution,
    *String                                 market,
    *Boolean                                fillForward,
    *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                     fillForward,
    *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                                fillForward,
    *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                     fillForward,
    *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                     fillForward,
    *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                     fillForward
   )
        

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                     fillForward
   )
        

Creates and adds index options to the algorithm.

AddIndexOption()2/3

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

Creates and adds index options to the algorithm.

AddIndexOption()3/3

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

Creates and adds index options to the algorithm.

AddIndexOptionContract()1/1

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

Adds an index option contract to the algorithm.

AddOption()1/3

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

AddOption()3/3

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

AddOptionContract()1/1

            Option QuantConnect.Algorithm.QCAlgorithm.AddOptionContract (
    Symbol                       symbol,
    *Nullable<Resolution>  resolution,
    *Boolean                     fillForward,
    *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                                fillForward,
    *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                                 fillForward,
    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                                 fillForward,
    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                                fillForward,
    *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 (
    Universe  universe
   )
        

Adds the universe to the algorithm.

AddUniverse()2/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()3/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()4/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    String                                                       name,
    UniverseSettings                                             universeSettings,
    Func<IEnumerable<T>, IEnumerable<Symbol>>  selector
   )
        

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()5/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()6/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()7/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()8/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()9/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()10/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()11/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()12/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()13/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()14/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()15/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()16/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()17/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()18/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()19/31

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

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()20/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    PyObject  pyObject
   )
        

Creates a new universe and adds it to the algorithm. This is for coarse fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()21/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    PyObject  pyObject,
    PyObject  pyfine
   )
        

Creates a new universe and adds it to the algorithm. This is for coarse and fine fundamental US Equity data and will be executed on day changes in the NewYork time zone (NewYork.

AddUniverse()22/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    String      name,
    Resolution  resolution,
    PyObject    pySelector
   )
        

Creates a new universe and adds it to the algorithm. This can be used to return a list of string symbols retrieved from anywhere and will loads those symbols under the US Equity market.

AddUniverse()23/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    String    name,
    PyObject  pySelector
   )
        

Creates a new universe and adds it to the algorithm. This can be used to return a list of string symbols retrieved from anywhere and will loads those symbols under the US Equity market.

AddUniverse()24/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    SecurityType      securityType,
    String            name,
    Resolution        resolution,
    String            market,
    UniverseSettings  universeSettings,
    PyObject          pySelector
   )
        

Creates a new user defined universe that will fire on the requested resolution during market hours.

AddUniverse()25/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    PyObject  T,
    String    name,
    PyObject  selector
   )
        

Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Resolution.Daily, Market.USA, and UniverseSettings.

AddUniverse()26/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    PyObject    T,
    String      name,
    Resolution  resolution,
    PyObject    selector
   )
        

Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Market.USA and UniverseSettings.

AddUniverse()27/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    PyObject          T,
    String            name,
    Resolution        resolution,
    UniverseSettings  universeSettings,
    PyObject          selector
   )
        

Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, and Market.USA.

AddUniverse()28/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    PyObject          T,
    String            name,
    UniverseSettings  universeSettings,
    PyObject          selector
   )
        

Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property. This universe will use the defaults of SecurityType.Equity, Resolution.Daily, and Market.USA.

AddUniverse()29/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    PyObject      T,
    SecurityType  securityType,
    String        name,
    Resolution    resolution,
    String        market,
    PyObject      selector
   )
        

Creates a new universe and adds it to the algorithm. This will use the default universe settings specified via the UniverseSettings property.

AddUniverse()30/31

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

Creates a new universe and adds it to the algorithm.

AddUniverse()31/31

            Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
    Type              dataType,
    SecurityType      securityType,
    String            name,
    Resolution        resolution,
    String            market,
    UniverseSettings  universeSettings,
    PyObject          pySelector
   )
        

Creates a new universe and adds it to the algorithm.

AddUniverseOptions()1/3

            Void QuantConnect.Algorithm.QCAlgorithm.AddUniverseOptions (
    Symbol                                                  underlyingSymbol,
    Func<OptionFilterUniverse, OptionFilterUniverse>  optionFilter
   )
        

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.

AddUniverseOptions()2/3

            Void QuantConnect.Algorithm.QCAlgorithm.AddUniverseOptions (
    Universe                                                universe,
    Func<OptionFilterUniverse, OptionFilterUniverse>  optionFilter
   )
        

Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them.

AddUniverseOptions()3/3

            Void QuantConnect.Algorithm.QCAlgorithm.AddUniverseOptions (
    PyObject  universe,
    PyObject  optionFilter
   )
        

Creates a new universe selection model and adds it to the algorithm. This universe selection model will chain to the security changes of a given Universe selection output and create a new OptionChainUniverse for each of them.

AddUniverseSelection()1/2

            Void QuantConnect.Algorithm.QCAlgorithm.AddUniverseSelection (
    IUniverseSelectionModel  universeSelection
   )
        

Adds a new universe selection model.

AddUniverseSelection()2/2

            Void QuantConnect.Algorithm.QCAlgorithm.AddUniverseSelection (
    PyObject  universeSelection
   )
        

Adds a new universe selection model.

ADDIFF()1/1

            AdvanceDeclineDifference QuantConnect.Algorithm.QCAlgorithm.ADDIFF (
    IEnumerable<Symbol>         symbols,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

ADOSC()1/1

            AccumulationDistributionOscillator QuantConnect.Algorithm.QCAlgorithm.ADOSC (
    Symbol                            symbol,
    Int32                             fastPeriod,
    Int32                             slowPeriod,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

Creates a new AccumulationDistributionOscillator indicator.

ADR()1/1

            AdvanceDeclineRatio QuantConnect.Algorithm.QCAlgorithm.ADR (
    IEnumerable<Symbol>         symbols,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

ADVR()1/1

            AdvanceDeclineVolumeRatio QuantConnect.Algorithm.QCAlgorithm.ADVR (
    IEnumerable<Symbol>         symbols,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

ADX()1/1

            AverageDirectionalIndex QuantConnect.Algorithm.QCAlgorithm.ADX (
    Symbol                                symbol,
    Int32                                 period,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a new Average Directional Index indicator. The indicator will be automatically updated on the given resolution.

ADXR()1/1

            AverageDirectionalMovementIndexRating QuantConnect.Algorithm.QCAlgorithm.ADXR (
    Symbol                                symbol,
    Int32                                 period,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a new AverageDirectionalMovementIndexRating indicator.

ALMA()1/1

            ArnaudLegouxMovingAverage QuantConnect.Algorithm.QCAlgorithm.ALMA (
    Symbol                           symbol,
    Int32                            period,
    *Int32                           sigma,
    *Decimal                         offset,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new ArnaudLegouxMovingAverage indicator.

AO()1/1

            AwesomeOscillator QuantConnect.Algorithm.QCAlgorithm.AO (
    Symbol                                symbol,
    Int32                                 slowPeriod,
    Int32                                 fastPeriod,
    MovingAverageType                     type,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a new Awesome Oscillator from the specified periods.

APO()1/1

            AbsolutePriceOscillator QuantConnect.Algorithm.QCAlgorithm.APO (
    Symbol                           symbol,
    Int32                            fastPeriod,
    Int32                            slowPeriod,
    MovingAverageType                movingAverageType,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new AbsolutePriceOscillator indicator.

APS()1/1

            AugenPriceSpike QuantConnect.Algorithm.QCAlgorithm.APS (
    Symbol                           symbol,
    *Int32                           period,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates an AugenPriceSpike indicator for the symbol. The indicator will be automatically updated on the given resolution.

ARIMA()1/1

            AutoRegressiveIntegratedMovingAverage QuantConnect.Algorithm.QCAlgorithm.ARIMA (
    Symbol                           symbol,
    Int32                            arOrder,
    Int32                            diffOrder,
    Int32                            maOrder,
    Int32                            period,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new ARIMA indicator.

AROON()1/2

            AroonOscillator QuantConnect.Algorithm.QCAlgorithm.AROON (
    Symbol                                symbol,
    Int32                                 period,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta).

AROON()2/2

            AroonOscillator QuantConnect.Algorithm.QCAlgorithm.AROON (
    Symbol                                symbol,
    Int32                                 upPeriod,
    Int32                                 downPeriod,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta).

ASI()1/1

            WilderAccumulativeSwingIndex QuantConnect.Algorithm.QCAlgorithm.ASI (
    Symbol                            symbol,
    Decimal                           limitMove,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

Creates a Wilder Accumulative Swing Index (ASI) indicator for the symbol. The indicator will be automatically updated on the given resolution.

ATR()1/1

            AverageTrueRange QuantConnect.Algorithm.QCAlgorithm.ATR (
    Symbol                                symbol,
    Int32                                 period,
    *MovingAverageType                    type,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically updated on the given resolution.

B()1/1

            Beta QuantConnect.Algorithm.QCAlgorithm.B (
    Symbol                                target,
    Symbol                                reference,
    Int32                                 period,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

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()1/1

            BollingerBands QuantConnect.Algorithm.QCAlgorithm.BB (
    Symbol                           symbol,
    Int32                            period,
    Decimal                          k,
    *MovingAverageType               movingAverageType,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation.

BOP()1/1

            BalanceOfPower QuantConnect.Algorithm.QCAlgorithm.BOP (
    Symbol                                symbol,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a new Balance Of Power indicator. The indicator will be automatically updated on the given resolution.

Buy()1/5

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.Buy (
    Symbol  symbol,
    Int32   quantity
   )
        

Buy Stock (Alias of Order).

Buy()2/5

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.Buy (
    Symbol  symbol,
    Double  quantity
   )
        

Buy Stock (Alias of Order).

Buy()3/5

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.Buy (
    Symbol   symbol,
    Decimal  quantity
   )
        

Buy Stock (Alias of Order).

Buy()4/5

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.Buy (
    Symbol  symbol,
    Single  quantity
   )
        

Buy Stock (Alias of Order).

Buy()5/5

            IEnumerable<OrderTicket> QuantConnect.Algorithm.QCAlgorithm.Buy (
    OptionStrategy     strategy,
    Int32              quantity,
    *Boolean           asynchronous,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Buy Option Strategy (Alias of Order).

C()1/1

            Correlation QuantConnect.Algorithm.QCAlgorithm.C (
    Symbol                                target,
    Symbol                                reference,
    Int32                                 period,
    *CorrelationType                      correlationType,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a Correlation indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution.

CalculateOrderQuantity()1/2

            Decimal QuantConnect.Algorithm.QCAlgorithm.CalculateOrderQuantity (
    Symbol  symbol,
    Double  target
   )
        

Calculate the order quantity to achieve target-percent holdings.

CalculateOrderQuantity()2/2

            Decimal QuantConnect.Algorithm.QCAlgorithm.CalculateOrderQuantity (
    Symbol   symbol,
    Decimal  target
   )
        

Calculate the order quantity to achieve target-percent holdings.

CC()1/1

            CoppockCurve QuantConnect.Algorithm.QCAlgorithm.CC (
    Symbol                           symbol,
    *Int32                           shortRocPeriod,
    *Int32                           longRocPeriod,
    *Int32                           lwmaPeriod,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Initializes a new instance of the CoppockCurve" indicator.

CCI()1/1

            CommodityChannelIndex QuantConnect.Algorithm.QCAlgorithm.CCI (
    Symbol                                symbol,
    Int32                                 period,
    *MovingAverageType                    movingAverageType,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a new CommodityChannelIndex indicator. The indicator will be automatically updated on the given resolution.

CIK()1/2

            Symbol> QuantConnect.Algorithm.QCAlgorithm.CIK (
    Int32                      cik,
    *Nullable<DateTime>  tradingDate
   )
        

Converts a CIK identifier into String) array.

CIK()2/2

            Nullable<Int32> QuantConnect.Algorithm.QCAlgorithm.CIK (
    Symbol  symbol
   )
        

Converts a String) into a CIK identifier.

CMF()1/1

            ChaikinMoneyFlow QuantConnect.Algorithm.QCAlgorithm.CMF (
    Symbol                            symbol,
    Int32                             period,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

Creates a new ChaikinMoneyFlow indicator.

CMO()1/1

            ChandeMomentumOscillator QuantConnect.Algorithm.QCAlgorithm.CMO (
    Symbol                           symbol,
    Int32                            period,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new ChandeMomentumOscillator indicator.

ComboLegLimitOrder()1/1

            List<OrderTicket> QuantConnect.Algorithm.QCAlgorithm.ComboLegLimitOrder (
    List<Leg>    legs,
    Int32              quantity,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Issue a combo leg limit order/trade for multiple assets, each having its own limit price.

ComboLimitOrder()1/1

            List<OrderTicket> QuantConnect.Algorithm.QCAlgorithm.ComboLimitOrder (
    List<Leg>    legs,
    Int32              quantity,
    Decimal            limitPrice,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

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()1/1

            List<OrderTicket> QuantConnect.Algorithm.QCAlgorithm.ComboMarketOrder (
    List<Leg>    legs,
    Int32              quantity,
    *Boolean           asynchronous,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Issue a combo market order/trade for multiple assets.

CompositeFIGI()1/2

            Symbol QuantConnect.Algorithm.QCAlgorithm.CompositeFIGI (
    String                     compositeFigi,
    *Nullable<DateTime>  tradingDate
   )
        

Converts a composite FIGI identifier into a String).

CompositeFIGI()2/2

            String QuantConnect.Algorithm.QCAlgorithm.CompositeFIGI (
    Symbol  symbol
   )
        

Converts a String) into a composite FIGI identifier.

Consolidate()1/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol      symbol,
    Resolution  period,
    PyObject    handler
   )
        

Registers the handler to receive consolidated data for the specified symbol.

Consolidate()2/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                    symbol,
    Resolution                period,
    Nullable<TickType>  tickType,
    PyObject                  handler
   )
        

Registers the handler to receive consolidated data for the specified symbol.

Consolidate()3/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol    symbol,
    TimeSpan  period,
    PyObject  handler
   )
        

Registers the handler to receive consolidated data for the specified symbol.

Consolidate()4/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                    symbol,
    TimeSpan                  period,
    Nullable<TickType>  tickType,
    PyObject                  handler
   )
        

Registers the handler to receive consolidated data for the specified symbol.

Consolidate()5/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                              symbol,
    Func<DateTime, CalendarInfo>  calendar,
    PyObject                            handler
   )
        

Registers the handler to receive consolidated data for the specified symbol.

Consolidate()6/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                              symbol,
    Func<DateTime, CalendarInfo>  calendar,
    Nullable<TickType>            tickType,
    PyObject                            handler
   )
        

Registers the handler to receive consolidated data for the specified symbol.

Consolidate()7/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                              symbol,
    Func<DateTime, CalendarInfo>  calendar,
    Action<TradeBar>              handler
   )
        

Consolidate()8/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                              symbol,
    Func<DateTime, CalendarInfo>  calendar,
    Action<T>                     handler
   )
        

Consolidate()9/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                              symbol,
    Func<DateTime, CalendarInfo>  calendar,
    Nullable<TickType>            tickType,
    Action<T>                     handler
   )
        

Consolidate()10/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                  symbol,
    Resolution              period,
    Action<TradeBar>  handler
   )
        

Consolidate()11/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                  symbol,
    TimeSpan                period,
    Action<TradeBar>  handler
   )
        

Consolidate()12/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                  symbol,
    Resolution              period,
    Action<QuoteBar>  handler
   )
        

Consolidate()13/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                  symbol,
    TimeSpan                period,
    Action<QuoteBar>  handler
   )
        

Consolidate()14/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol           symbol,
    TimeSpan         period,
    Action<T>  handler
   )
        

Consolidate()15/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                    symbol,
    Resolution                period,
    Nullable<TickType>  tickType,
    Action<T>           handler
   )
        

Consolidate()16/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                    symbol,
    TimeSpan                  period,
    Nullable<TickType>  tickType,
    Action<T>           handler
   )
        

Consolidate()17/17

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.Consolidate (
    Symbol                              symbol,
    Func<DateTime, CalendarInfo>  calendar,
    Action<QuoteBar>              handler
   )
        

CreateConsolidator()1/1

            IDataConsolidator QuantConnect.Algorithm.QCAlgorithm.CreateConsolidator (
    TimeSpan                   period,
    Type                       consolidatorInputType,
    *Nullable<TickType>  tickType
   )
        

Creates a new consolidator for the specified period, generating the requested output type.

CUSIP()1/2

            String QuantConnect.Algorithm.QCAlgorithm.CUSIP (
    Symbol  symbol
   )
        

Converts a String) into a CUSIP identifier.

CUSIP()2/2

            Symbol QuantConnect.Algorithm.QCAlgorithm.CUSIP (
    String                     cusip,
    *Nullable<DateTime>  tradingDate
   )
        

Converts a CUSIP identifier into a String).

DCH()1/2

            DonchianChannel QuantConnect.Algorithm.QCAlgorithm.DCH (
    Symbol                                symbol,
    Int32                                 upperPeriod,
    Int32                                 lowerPeriod,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

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.

DCH()2/2

            DonchianChannel QuantConnect.Algorithm.QCAlgorithm.DCH (
    Symbol                                symbol,
    Int32                                 period,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Overload shorthand to create a new symmetric Donchian Channel indicator which has the upper and lower channels set to the same period length.

Debug()1/5

            Void QuantConnect.Algorithm.QCAlgorithm.Debug (
    PyObject  message
   )
        

Send a debug message to the web console:.

Debug()2/5

            Void QuantConnect.Algorithm.QCAlgorithm.Debug (
    String  message
   )
        

Send a debug message to the web console:.

Debug()3/5

            Void QuantConnect.Algorithm.QCAlgorithm.Debug (
    Int32  message
   )
        

Send a debug message to the web console:.

Debug()4/5

            Void QuantConnect.Algorithm.QCAlgorithm.Debug (
    Double  message
   )
        

Send a debug message to the web console:.

Debug()5/5

            Void QuantConnect.Algorithm.QCAlgorithm.Debug (
    Decimal  message
   )
        

Send a debug message to the web console:.

DEM()1/1

            DeMarkerIndicator QuantConnect.Algorithm.QCAlgorithm.DEM (
    Symbol                            symbol,
    Int32                             period,
    MovingAverageType                 type,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's High and Low tradebar values.

DEMA()1/1

            DoubleExponentialMovingAverage QuantConnect.Algorithm.QCAlgorithm.DEMA (
    Symbol                           symbol,
    Int32                            period,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new DoubleExponentialMovingAverage indicator.

DeregisterIndicator()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.DeregisterIndicator (
    IndicatorBase  indicator
   )
        

Will deregister an indicator and it's associated consolidator instance so they stop receiving data updates.

Download()1/5

            String QuantConnect.Algorithm.QCAlgorithm.Download (
    String    address,
    PyObject  headers
   )
        

Downloads the requested resource as a String. The resource to download is specified as a String containing the URI.

Download()2/5

            String QuantConnect.Algorithm.QCAlgorithm.Download (
    String    address,
    PyObject  headers,
    String    userName,
    String    password
   )
        

Downloads the requested resource as a String. The resource to download is specified as a String containing the URI.

Download()3/5

            String QuantConnect.Algorithm.QCAlgorithm.Download (
    String  address
   )
        

Downloads the requested resource as a String. The resource to download is specified as a String containing the URI.

Download()4/5

            String QuantConnect.Algorithm.QCAlgorithm.Download (
    String                                                 address,
    IEnumerable<KeyValuePair<String, String>>  headers
   )
        

Download()5/5

            String QuantConnect.Algorithm.QCAlgorithm.Download (
    String                                                 address,
    IEnumerable<KeyValuePair<String, String>>  headers,
    String                                                 userName,
    String                                                 password
   )
        

DPO()1/1

            DetrendedPriceOscillator QuantConnect.Algorithm.QCAlgorithm.DPO (
    Symbol                           symbol,
    Int32                            period,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new DetrendedPriceOscillator" indicator.

EMA()1/2

            ExponentialMovingAverage QuantConnect.Algorithm.QCAlgorithm.EMA (
    Symbol                           symbol,
    Int32                            period,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

EMA()2/2

            ExponentialMovingAverage QuantConnect.Algorithm.QCAlgorithm.EMA (
    Symbol                           symbol,
    Int32                            period,
    Decimal                          smoothingFactor,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.

EmitInsights()1/2

            Void QuantConnect.Algorithm.QCAlgorithm.EmitInsights (
    Insight>  insights
   )
        

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.

EmitInsights()2/2

            Void QuantConnect.Algorithm.QCAlgorithm.EmitInsights (
    Insight  insight
   )
        

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()1/1

            EaseOfMovementValue QuantConnect.Algorithm.QCAlgorithm.EMV (
    Symbol                            symbol,
    *Int32                            period,
    *Int32                            scale,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically updated on the given resolution.

Error()1/6

            Void QuantConnect.Algorithm.QCAlgorithm.Error (
    PyObject  message
   )
        

Send a string error message to the Console.

Error()2/6

            Void QuantConnect.Algorithm.QCAlgorithm.Error (
    String  message
   )
        

Send a string error message to the Console.

Error()3/6

            Void QuantConnect.Algorithm.QCAlgorithm.Error (
    Int32  message
   )
        

Send a int error message to the Console.

Error()4/6

            Void QuantConnect.Algorithm.QCAlgorithm.Error (
    Double  message
   )
        

Send a double error message to the Console.

Error()5/6

            Void QuantConnect.Algorithm.QCAlgorithm.Error (
    Decimal  message
   )
        

Send a decimal error message to the Console.

Error()6/6

            Void QuantConnect.Algorithm.QCAlgorithm.Error (
    Exception  error
   )
        

Send a string error message to the Console.

ExerciseOption()1/1

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.ExerciseOption (
    Symbol             optionSymbol,
    Int32              quantity,
    *Boolean           asynchronous,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Send an exercise order to the transaction handler.

FilteredIdentity()1/6

            FilteredIdentity QuantConnect.Algorithm.QCAlgorithm.FilteredIdentity (
    Symbol     symbol,
    TimeSpan   resolution,
    *PyObject  selector,
    *PyObject  filter,
    *String    fieldName
   )
        

Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.

FilteredIdentity()2/6

            FilteredIdentity QuantConnect.Algorithm.QCAlgorithm.FilteredIdentity (
    Symbol     symbol,
    *PyObject  selector,
    *PyObject  filter,
    *String    fieldName
   )
        

Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.

FilteredIdentity()3/6

            FilteredIdentity QuantConnect.Algorithm.QCAlgorithm.FilteredIdentity (
    Symbol      symbol,
    Resolution  resolution,
    *PyObject   selector,
    *PyObject   filter,
    *String     fieldName
   )
        

Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.

FilteredIdentity()4/6

            FilteredIdentity QuantConnect.Algorithm.QCAlgorithm.FilteredIdentity (
    Symbol                                symbol,
    *Func<IBaseData, IBaseDataBar>  selector,
    *Func<IBaseData, Boolean>       filter,
    *String                               fieldName
   )
        

Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.

FilteredIdentity()5/6

            FilteredIdentity QuantConnect.Algorithm.QCAlgorithm.FilteredIdentity (
    Symbol                                symbol,
    Resolution                            resolution,
    *Func<IBaseData, IBaseDataBar>  selector,
    *Func<IBaseData, Boolean>       filter,
    *String                               fieldName
   )
        

Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.

FilteredIdentity()6/6

            FilteredIdentity QuantConnect.Algorithm.QCAlgorithm.FilteredIdentity (
    Symbol                                symbol,
    TimeSpan                              resolution,
    *Func<IBaseData, IBaseDataBar>  selector,
    *Func<IBaseData, Boolean>       filter,
    *String                               fieldName
   )
        

Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.

FISH()1/1

            FisherTransform QuantConnect.Algorithm.QCAlgorithm.FISH (
    Symbol                            symbol,
    Int32                             period,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

Creates an FisherTransform indicator for the symbol. The indicator will be automatically updated on the given resolution.

FRAMA()1/1

            FractalAdaptiveMovingAverage QuantConnect.Algorithm.QCAlgorithm.FRAMA (
    Symbol                                symbol,
    Int32                                 period,
    *Int32                                longPeriod,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically updated on the given resolution.

FrameworkPostInitialize()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.FrameworkPostInitialize (
    
   )
        

Called by setup handlers after Initialize and allows the algorithm a chance to organize the data gather in the Initialize method.

Fundamentals()1/2

            Fundamental QuantConnect.Algorithm.QCAlgorithm.Fundamentals (
    Symbol  symbol
   )
        

Get the fundamental data for the requested symbol at the current time.

Fundamentals()2/2

            List<Fundamental> QuantConnect.Algorithm.QCAlgorithm.Fundamentals (
    List<Symbol>  symbols
   )
        

Get the fundamental data for the requested symbols at the current time.

GetLastKnownPrices()1/2

            IEnumerable<BaseData> QuantConnect.Algorithm.QCAlgorithm.GetLastKnownPrices (
    Security  security
   )
        

Yields data to warmup a security for all it's subscribed data types.

GetLastKnownPrices()2/2

            IEnumerable<BaseData> QuantConnect.Algorithm.QCAlgorithm.GetLastKnownPrices (
    Symbol  symbol
   )
        

Yields data to warmup a security for all it's subscribed data types.

GetParameters()1/1

            IReadOnlyDictionary<String, String> QuantConnect.Algorithm.QCAlgorithm.GetParameters (
    
   )
        

Gets a read-only dictionary with all current parameters.

HeikinAshi()1/1

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

Creates a new Heikin-Ashi indicator.

History()1/26

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                                tickers,
    Int32                                   periods,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection.

History()2/26

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                                tickers,
    TimeSpan                                span,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbols over the requested span. The symbols must exist in the Securities collection.

History()3/26

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                                tickers,
    DateTime                                start,
    DateTime                                end,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbols between the specified dates. The symbols must exist in the Securities collection.

History()4/26

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                                type,
    PyObject                                tickers,
    DateTime                                start,
    DateTime                                end,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbols between the specified dates. The symbols must exist in the Securities collection.

History()5/26

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                                type,
    PyObject                                tickers,
    Int32                                   periods,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbols. The exact number of bars will be returned for each symbol. This may result in some data start earlier/later than others due to when various exchanges are open. The symbols must exist in the Securities collection.

History()6/26

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                                type,
    PyObject                                tickers,
    TimeSpan                                span,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbols over the requested span. The symbols must exist in the Securities collection.

History()7/26

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                                type,
    Symbol                                  symbol,
    DateTime                                start,
    DateTime                                end,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbols between the specified dates. The symbols must exist in the Securities collection.

History()8/26

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                                type,
    Symbol                                  symbol,
    Int32                                   periods,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbols. The exact number of bars will be returned for each symbol. This may result in some data start earlier/later than others due to when various exchanges are open. The symbols must exist in the Securities collection.

History()9/26

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                                type,
    Symbol                                  symbol,
    TimeSpan                                span,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbols over the requested span. The symbols must exist in the Securities collection.

History()10/26

            IEnumerable<Slice> QuantConnect.Algorithm.QCAlgorithm.History (
    TimeSpan                                span,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

History()11/26

            IEnumerable<Slice> QuantConnect.Algorithm.QCAlgorithm.History (
    Int32                                   periods,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

History()12/26

            IEnumerable<DataDictionary<T>> QuantConnect.Algorithm.QCAlgorithm.History (
    TimeSpan                                span,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Get the history for all configured securities over the requested span. This will use the resolution and other subscription settings for each security. The symbols must exist in the Securities collection.

History()13/26

            IEnumerable<DataDictionary<T>> QuantConnect.Algorithm.QCAlgorithm.History (
    IEnumerable<Symbol>               symbols,
    TimeSpan                                span,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbol over the request span. The symbol must exist in the Securities collection.

History()14/26

            IEnumerable<DataDictionary<T>> QuantConnect.Algorithm.QCAlgorithm.History (
    IEnumerable<Symbol>               symbols,
    Int32                                   periods,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbol over the request span. The symbol must exist in the Securities collection.

History()15/26

            IEnumerable<DataDictionary<T>> QuantConnect.Algorithm.QCAlgorithm.History (
    IEnumerable<Symbol>               symbols,
    DateTime                                start,
    DateTime                                end,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbol over the request span. The symbol must exist in the Securities collection.

History()16/26

            IEnumerable<T> QuantConnect.Algorithm.QCAlgorithm.History (
    Symbol                                  symbol,
    TimeSpan                                span,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbol over the request span. The symbol must exist in the Securities collection.

History()17/26

            IEnumerable<TradeBar> QuantConnect.Algorithm.QCAlgorithm.History (
    Symbol                                  symbol,
    Int32                                   periods,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection.

History()18/26

            IEnumerable<T> QuantConnect.Algorithm.QCAlgorithm.History (
    Symbol                                  symbol,
    Int32                                   periods,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection.

History()19/26

            IEnumerable<T> QuantConnect.Algorithm.QCAlgorithm.History (
    Symbol                                  symbol,
    DateTime                                start,
    DateTime                                end,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbol over the request span. The symbol must exist in the Securities collection.

History()20/26

            IEnumerable<TradeBar> QuantConnect.Algorithm.QCAlgorithm.History (
    Symbol                                  symbol,
    TimeSpan                                span,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbol over the request span. The symbol must exist in the Securities collection.

History()21/26

            IEnumerable<TradeBar> QuantConnect.Algorithm.QCAlgorithm.History (
    Symbol                                  symbol,
    DateTime                                start,
    DateTime                                end,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Gets the historical data for the specified symbol over the request span. The symbol must exist in the Securities collection.

History()22/26

            IEnumerable<Slice> QuantConnect.Algorithm.QCAlgorithm.History (
    IEnumerable<Symbol>               symbols,
    TimeSpan                                span,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Executes the specified history request.

History()23/26

            IEnumerable<Slice> QuantConnect.Algorithm.QCAlgorithm.History (
    IEnumerable<Symbol>               symbols,
    Int32                                   periods,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarketHours,
    *Nullable<DataMappingMode>        dataMappingMode,
    *Nullable<DataNormalizationMode>  dataNormalizationMode,
    *Nullable<Int32>                  contractDepthOffset
   )
        

Executes the specified history request.