Writing Algorithms

API Reference

Available QCAlgorithm Methods

ABANDS()Creates a new Acceleration Bands indicator.
AD()Creates a new AccumulationDistribution indicator.
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.
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
AddData()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
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
AllShortableSymbols()Gets all Symbols that are shortable, as well as the quantity shortable for them
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 Option Strategy (Alias of Order)
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.
CUSIP()Converts a CUSIP identifier into a Symbol
CalculateOrderQuantity()Calculate the order quantity to achieve target-percent holdings.
CompositeFIGI()Converts a composite FIGI identifier into a Symbol
Consolidate()Registers the to receive consolidated data for the specified symbol
CreateConsolidator()Creates a new consolidator for the specified period, generating the requested output type.
DCH()Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band. The indicator will be automatically updated on the given resolution.
DEM()Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's High and Low tradebar values.
DEMA()Creates a new DoubleExponentialMovingAverage indicator.
DPO()Creates a new DetrendedPriceOscillator" indicator.
Debug()Send a debug message to the web console:
Download()Downloads the requested resource as a String. The resource to download is specified as a String containing the URI.
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.
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.
Error()Send a string error message to the Console.
ExerciseOption()Send an exercise order to the transaction handler
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.
FilteredIdentity()Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution
FrameworkPostInitialize()Called by setup handlers after Initialize and allows the algorithm a chance to organize the data gather in the Initialize method
GetLastKnownPrices()Yields data to warmup a security for all it's subscribed data types
GetParameters()Gets a read-only dictionary with all current parameters
HMA()Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.
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.
ICHIMOKU()Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically updated on the given resolution.
ISIN()Converts an ISIN identifier into a Symbol
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.
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.
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.
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.
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.
NATR()Creates a new NormalizedAverageTrueRange indicator.
OBV()Creates a new On Balance Volume indicator. This will compute the cumulative total volume based on whether the close price being higher or lower than the previous period. The indicator will be automatically updated on the given resolution.
OnAssignmentOrderEvent()Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method.
OnData()Event - v3.0 DATA EVENT HANDLER: (Pattern) Basic template for user to override for receiving all subscription data in a single event
OnEndOfAlgorithm()End of algorithm run event handler. This method is called at the end of a backtest or live trading operation. Intended for closing out logs.
OnEndOfDay()End of a trading day event handler. This method is called at the end of the algorithm day (or multiple times if trading multiple assets).
OnEndOfTimeStep()Invoked at the end of every time step. This allows the algorithm to process events before advancing to the next time step.
OnFrameworkData()Used to send data updates to algorithm framework models
OnFrameworkSecuritiesChanged()Used to send security changes to algorithm framework models
OnMarginCall()Margin call event handler. This method is called right before the margin call orders are placed in the market.
OnMarginCallWarning()Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue
OnOrderEvent()Order fill event handler. On an order fill update the resulting information is passed to this method.
OnWarmupFinished()Called when the algorithm has completed initialization and warm up.
Order()Issue an order/trade for buying/selling an option strategy
PPHL()Creates a new PivotPointsHighLow indicator
PPO()Creates a new PercentagePriceOscillator indicator.
PSAR()Creates a new Parabolic SAR indicator
Plot()Plot a chart using string series name, with value.
PlotIndicator()Automatically plots each indicator when a new value is available
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.
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.
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
SEDOL()Converts a SEDOL identifier into a Symbol
SI()Creates a Wilder Swing Index (SI) indicator for the symbol. The indicator will be automatically updated on the given resolution.
SMA()Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.
SORTINO()Creates a new Sortino indicator.
SR()Creates a new RollingSharpeRatio indicator.
STC()Creates a new Schaff Trend Cycle indicator
STD()Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.
STO()Creates a new Stochastic indicator.
STR()Creates a new SuperTrend indicator.
SUM()Creates a new Sum indicator.
SWISS()Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically updated on the given resolution.
Sell()Sell Option Strategy (alias of Order)
SetAccountCurrency()Sets the account currency cash symbol this algorithm is to manage.
SetAlpha()Sets the alpha model
SetApi()Provide the API for the algorithm.
SetBenchmark()Sets the specified function as the benchmark, this function provides the value of the benchmark at each date/time requested
SetBrokerageMessageHandler()Sets the implementation used to handle messages from the brokerage. The default implementation will forward messages to debug or error and when a Error occurs, the algorithm is stopped.
SetBrokerageModel()Sets the brokerage to emulate in backtesting or paper trading. This can be used to set a custom brokerage model.
SetCash()Set initial cash for the strategy while backtesting. During live mode this value is ignored and replaced with the actual cash of your brokerage account.
SetCurrentSlice()Sets the current slice
SetEndDate()Set the end date for a backtest run
SetExecution()Sets the execution model
SetFutureChainProvider()Sets the future chain provider, used to get the list of future contracts for an underlying symbol
SetHoldings()Sets holdings for a collection of targets. The implementation will order the provided targets executing first those that reduce a position, freeing margin.
SetObjectStore()Sets the object store
SetOptionChainProvider()Sets the option chain provider, used to get the list of option contracts for an underlying symbol
SetParameters()
SetPortfolioConstruction()Sets the portfolio construction model
SetQuit()Set the Quit flag property of the algorithm.
SetRiskManagement()Sets the risk management model
SetRunTimeError()Set the runtime error
SetRuntimeStatistic()Set a runtime statistic for the algorithm. Runtime statistics are shown in the top banner of a live algorithm GUI.
SetSecurityInitializer()Sets the security initializer function, used to initialize/configure securities after creation
SetStartDate()Set the start date for backtest.
SetTimeZone()Sets the time zone of the Time property in the algorithm
SetTradeBuilder()Set the ITradeBuilder implementation to generate trades from executions and market price updates
SetUniverseSelection()Sets the universe selection model
SetWarmUp()Sets the warm up period to the specified value
Shortable()Determines if the Symbol is shortable at the brokerage
ShortableQuantity()Gets the quantity shortable for the given asset
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
Symbol()Converts the string 'ticker' symbol into a full Symbol object This requires that the string 'ticker' has been added to the algorithm
T3()Creates a new T3MovingAverage indicator.
TDD()Creates a new TargetDownsideDeviation indicator. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0.
TEMA()Creates a new TripleExponentialMovingAverage indicator.
TP()Creates an Market Profile indicator for the symbol with Time Price Opportunity (TPO) mode. The indicator will be automatically updated on the given resolution.
TR()Creates a new TrueRange indicator.
TRIMA()Creates a new TriangularMovingAverage indicator.
TRIN()
TRIX()Creates a new Trix indicator.
TSI()Creates a TrueStrengthIndex indicator for the symbol. The indicator will be automatically updated on the given resolution.
Train()Schedules the provided training code to execute immediately
ULTOSC()Creates a new UltimateOscillator indicator.
VAR()Creates a new Variance indicator. This will return the population variance of samples over the specified period.
VP()Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically updated on the given resolution.
VWAP()Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically updated on the given resolution.
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.
WarmUpIndicator()Warms up a given indicator with historical data
AddCfd()Creates and adds a new Cfd security to the algorithm
AddCrypto()Creates and adds a new Crypto security to the algorithm
AddData()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
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.
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
AddAlpha()Adds a new alpha 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
SetAlpha()Sets the alpha 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.
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 to receive consolidated data for the specified symbol
CreateConsolidator()Creates a new consolidator for the specified period, generating the requested output type.
RegisterIndicator()Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates from the consolidator.
Initialize()Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
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.
SetApi()Provide the API for the algorithm.
SetCurrentSlice()Sets the current slice
SetEndDate()Set the end date for a backtest run
SetStartDate()Set the start date for backtest.
SetTimeZone()Sets the time zone of the Time property in the algorithm
Symbol()Converts the string 'ticker' symbol into a full Symbol object This requires that the string 'ticker' has been added to the algorithm
GetLastKnownPrices()Yields data to warmup a security for all it's subscribed data types
History()Gets the historical data for the specified symbol. The exact number of bars will be returned. The symbol must exist in the Securities collection.
SetWarmUp()Sets the warm up period to the specified value
WarmUpIndicator()Warms up a given indicator with historical data
ABANDS()Creates a new Acceleration Bands indicator.
AD()Creates a new AccumulationDistribution indicator.
ADOSC()Creates a new AccumulationDistributionOscillator indicator.
ADR()
ADVR()
ADX()Creates a new Average Directional Index indicator. The indicator will be automatically updated on the given resolution.
ADXR()Creates a new AverageDirectionalMovementIndexRating indicator.
ALMA()Creates a new ArnaudLegouxMovingAverage indicator.
AO()Creates a new Awesome Oscillator from the specified periods.
APO()Creates a new AbsolutePriceOscillator indicator.
APS()Creates an AugenPriceSpike indicator for the symbol. The indicator will be automatically updated on the given resolution.
ARIMA()Creates a new ARIMA indicator.
AROON()Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)
ASI()Creates a Wilder Accumulative Swing Index (ASI) indicator for the symbol. The indicator will be automatically updated on the given resolution.
ATR()Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically updated on the given resolution.
B()Creates a Beta indicator for the given target symbol in relation with the reference used. The indicator will be automatically updated on the given resolution.
BB()Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation
BOP()Creates a new Balance Of Power indicator. The indicator will be automatically updated on the given resolution.
CC()Initializes a new instance of the CoppockCurve" indicator
CCI()Creates a new CommodityChannelIndex indicator. The indicator will be automatically updated on the given resolution.
CMF()Creates a new ChaikinMoneyFlow indicator.
CMO()Creates a new ChandeMomentumOscillator indicator.
DCH()Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band. The indicator will be automatically updated on the given resolution.
DEM()Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's High and Low tradebar values.
DEMA()Creates a new DoubleExponentialMovingAverage indicator.
DPO()Creates a new DetrendedPriceOscillator" indicator.
EMA()Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.
EMV()Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically updated on the given resolution.
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.
FilteredIdentity()Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution
HMA()Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.
HeikinAshi()Creates a new Heikin-Ashi 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
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.
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.
PPHL()Creates a new PivotPointsHighLow indicator
PPO()Creates a new PercentagePriceOscillator indicator.
PSAR()Creates a new Parabolic SAR indicator
PlotIndicator()Automatically plots each indicator when a new value is available
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.
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.
ResolveConsolidator()Gets the default consolidator for the specified symbol and resolution
SI()Creates a Wilder Swing Index (SI) indicator for the symbol. The indicator will be automatically updated on the given resolution.
SMA()Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically updated on the given resolution.
SORTINO()Creates a new Sortino indicator.
SR()Creates a new RollingSharpeRatio indicator.
STC()Creates a new Schaff Trend Cycle indicator
STD()Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.
STO()Creates a new Stochastic indicator.
STR()Creates a new SuperTrend indicator.
SUM()Creates a new Sum indicator.
SWISS()Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically updated on the given resolution.
SetBenchmark()Sets the specified function as the benchmark, this function provides the value of the benchmark at each date/time requested
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()
TRIX()Creates a new Trix indicator.
TSI()Creates a TrueStrengthIndex indicator for the symbol. The indicator will be automatically updated on the given resolution.
ULTOSC()Creates a new UltimateOscillator indicator.
VAR()Creates a new Variance indicator. This will return the population variance of samples over the specified period.
VP()Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically updated on the given resolution.
VWAP()Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically updated on the given resolution.
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
SetBrokerageModel()Sets the brokerage to emulate in backtesting or paper trading. This can be used to set a custom brokerage model.
SetSecurityInitializer()Sets the security initializer function, used to initialize/configure securities after creation
GetParameters()Gets a read-only dictionary with all current parameters
SetParameters()
Train()Schedules the provided training code to execute immediately
CUSIP()Converts a CUSIP identifier into a Symbol
CompositeFIGI()Converts a composite FIGI identifier into a Symbol
ISIN()Converts an ISIN identifier into a Symbol
IsMarketOpen()Determines if the exchange for the specified symbol is open at the current time.
SEDOL()Converts a SEDOL identifier into a Symbol
SetAccountCurrency()Sets the account currency cash symbol this algorithm is to manage.
SetCash()Set initial cash for the strategy while backtesting. During live mode this value is ignored and replaced with the actual cash of your brokerage account.
AddRiskManagement()Adds a new risk management model
AllShortableSymbols()Gets all Symbols that are shortable, as well as the quantity shortable for them
Buy()Buy Option Strategy (Alias of Order)
CalculateOrderQuantity()Calculate the order quantity to achieve target-percent holdings.
ExerciseOption()Send an exercise order to the transaction handler
LimitIfTouchedOrder()Send a limit if touched order to the transaction handler:
LimitOrder()Send a limit order to the transaction handler:
Liquidate()Liquidate all holdings and cancel open orders. Called at the end of day for tick-strategies.
MarketOnCloseOrder()Market on close order implementation: Send a market order when the exchange closes
MarketOnOpenOrder()Market on open order implementation: Send a market order when the exchange opens
MarketOrder()Market order implementation: Send a market order and wait for it to be filled.
OnAssignmentOrderEvent()Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method.
OnMarginCall()Margin call event handler. This method is called right before the margin call orders are placed in the market.
OnMarginCallWarning()Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue
OnOrderEvent()Order fill event handler. On an order fill update the resulting information is passed to this method.
Order()Issue an order/trade for buying/selling an option strategy
Sell()Sell Option Strategy (alias of Order)
SetExecution()Sets the execution model
SetHoldings()Sets holdings for a collection of targets. The implementation will order the provided targets executing first those that reduce a position, freeing margin.
SetPortfolioConstruction()Sets the portfolio construction model
SetRiskManagement()Sets the risk management model
SetTradeBuilder()Set the ITradeBuilder implementation to generate trades from executions and market price updates
Shortable()Determines if the Symbol is shortable at the brokerage
ShortableQuantity()Gets the quantity shortable for the given asset
StopLimitOrder()Send a stop limit order to the transaction handler:
StopMarketOrder()Create a stop market order and return the newly created order id; or negative if the order is invalid
AddUniverse()Adds the universe to the algorithm
AddUniverseOptions()Adds a new universe that creates options of the security by monitoring any changes in the Universe the provided security is in. Additionally, a filter can be applied to the options generated when the universe of the security changes.
AddUniverseSelection()Adds a new universe selection model
OnFrameworkSecuritiesChanged()Used to send security changes to algorithm framework models
SetUniverseSelection()Sets the universe selection model


ABANDS()1/1

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

Creates a new Acceleration Bands indicator.

AD()1/1

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

Creates a new AccumulationDistribution indicator.

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
   )
        

ADVR()1/1

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

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
   )
        

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
   )
        

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.

AddAlpha()1/2

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

Adds a new alpha model

AddAlpha()2/2

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

Adds a new alpha model

AddCfd()1/1

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

Creates and adds a new Cfd security to the algorithm

AddChart()1/1

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

Add a Chart object to algorithm collection

AddCrypto()1/1

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

Creates and adds a new Crypto security to the algorithm

AddData()1/14

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

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

AddData()2/14

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

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

AddData()3/14

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

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

AddData()4/14

            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()5/14

            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()6/14

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

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

AddData()7/14

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

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

AddData()8/14

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

AddData()9/14

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

AddData()10/14

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

AddData()11/14

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

AddData()12/14

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

AddData()13/14

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

AddData()14/14

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

AddEquity()1/1

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

Creates and adds a new Equity security to the algorithm

AddForex()1/1

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

Creates and adds a new Forex security to the algorithm

AddFuture()1/1

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

Creates and adds a new Future security to the algorithm

AddFutureContract()1/1

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

Creates and adds a new single Future contract to the algorithm

AddFutureOption()1/2

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

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

AddFutureOption()2/2

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

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

AddFutureOptionContract()1/1

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

Adds a future option contract to the algorithm.

AddIndex()1/1

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

Creates and adds a new Index security to the algorithm

AddIndexOption()1/2

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

Creates and adds index options to the algorithm.

AddIndexOption()2/2

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

Creates and adds index options to the algorithm.

AddIndexOptionContract()1/1

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

Adds an index option contract to the algorithm.

AddOption()1/2

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

Creates and adds a new equity Option security to the algorithm

AddOption()2/2

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

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

AddOptionContract()1/1

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

Creates and adds a new single Option contract to the algorithm

AddRiskManagement()1/2

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

Adds a new risk management model

AddRiskManagement()2/2

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

Adds a new risk management model

AddSecurity()1/4

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

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

AddSecurity()2/4

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

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

AddSecurity()3/4

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

Set a required SecurityType-symbol and resolution for algorithm

AddSecurity()4/4

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

Set a required SecurityType-symbol and resolution for algorithm

AddSeries()1/1

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

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

AddUniverse()1/31

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

Adds the universe to the algorithm

AddUniverse()2/31

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

AddUniverse()3/31

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

AddUniverse()4/31

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

AddUniverse()5/31

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

AddUniverse()6/31

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

AddUniverse()7/31

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

AddUniverse()8/31

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

AddUniverse()9/31

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

AddUniverse()10/31

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

AddUniverse()11/31

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

AddUniverse()12/31

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

AddUniverse()13/31

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

AddUniverse()14/31

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

AddUniverse()15/31

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

AddUniverse()16/31

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

AddUniverse()17/31

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

AddUniverse()18/31

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

AddUniverse()19/31

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

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 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 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

AllShortableSymbols()1/1

            Dictionary<Symbol, Int64> QuantConnect.Algorithm.QCAlgorithm.AllShortableSymbols (
    
   )
        

Gets all Symbols that are shortable, as well as the quantity shortable for them

B()1/1

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

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

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

Buy Option Strategy (Alias of Order)

Buy()2/5

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

Buy Stock (Alias of Order)

Buy()3/5

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

Buy Stock (Alias of Order)

Buy()4/5

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

Buy Stock (Alias of Order)

Buy()5/5

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

Buy Stock (Alias of Order)

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.

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.

CUSIP()1/1

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

Converts a CUSIP identifier into a Symbol

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.

CompositeFIGI()1/1

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

Converts a composite FIGI identifier into a Symbol

Consolidate()1/15

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

Registers the to receive consolidated data for the specified symbol

Consolidate()2/15

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

Registers the to receive consolidated data for the specified symbol

Consolidate()3/15

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

Registers the to receive consolidated data for the specified symbol

Consolidate()4/15

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

Registers the to receive consolidated data for the specified symbol

Consolidate()5/15

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

Registers the to receive consolidated data for the specified symbol

Consolidate()6/15

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

Consolidate()7/15

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

Consolidate()8/15

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

Consolidate()9/15

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

Consolidate()10/15

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

Consolidate()11/15

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

Consolidate()12/15

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

Consolidate()13/15

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

Consolidate()14/15

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

Consolidate()15/15

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

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.

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.

DPO()1/1

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

Creates a new DetrendedPriceOscillator" indicator.

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:

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
   )
        

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.

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.

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.

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

FISH()1/1

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

FilteredIdentity()1/6

            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()2/6

            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()3/6

            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()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

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

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

HMA()1/1

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

Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.

HeikinAshi()1/1

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

Creates a new Heikin-Ashi indicator.

History()1/21

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                     tickers,
    Int32                        periods,
    *Nullable<Resolution>  resolution
   )
        

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()2/21

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                     tickers,
    TimeSpan                     span,
    *Nullable<Resolution>  resolution
   )
        

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

History()3/21

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                                tickers,
    DateTime                                start,
    DateTime                                end,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarket,
    *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()4/21

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                     tickers,
    DateTime                     start,
    DateTime                     end,
    *Nullable<Resolution>  resolution
   )
        

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

History()5/21

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                                type,
    PyObject                                tickers,
    DateTime                                start,
    DateTime                                end,
    *Nullable<Resolution>             resolution,
    *Nullable<Boolean>                fillForward,
    *Nullable<Boolean>                extendedMarket,
    *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()6/21

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                     type,
    PyObject                     tickers,
    Int32                        periods,
    *Nullable<Resolution>  resolution
   )
        

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()7/21

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                     type,
    PyObject                     tickers,
    TimeSpan                     span,
    *Nullable<Resolution>  resolution
   )
        

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

History()8/21

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                     type,
    Symbol                       symbol,
    DateTime                     start,
    DateTime                     end,
    *Nullable<Resolution>  resolution
   )
        

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

History()9/21

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                     type,
    Symbol                       symbol,
    Int32                        periods,
    *Nullable<Resolution>  resolution
   )
        

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()10/21

            PyObject QuantConnect.Algorithm.QCAlgorithm.History (
    PyObject                     type,
    Symbol                       symbol,
    TimeSpan                     span,
    *Nullable<Resolution>  resolution
   )
        

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

History()11/21

            IEnumerable<Slice> QuantConnect.Algorithm.QCAlgorithm.History (
    TimeSpan                     span,
    *Nullable<Resolution>  resolution
   )
        

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()12/21

            IEnumerable<Slice> QuantConnect.Algorithm.QCAlgorithm.History (
    Int32                        periods,
    *Nullable<Resolution>  resolution
   )
        

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()13/21

            IEnumerable<DataDictionary<T>> QuantConnect.Algorithm.QCAlgorithm.History (
    IEnumerable<Symbol>    symbols,
    TimeSpan                     span,
    *Nullable<Resolution>  resolution
   )
        

History()14/21

            IEnumerable<DataDictionary<T>> QuantConnect.Algorithm.QCAlgorithm.History (
    IEnumerable<Symbol>    symbols,
    Int32                        periods,
    *Nullable<Resolution>  resolution
   )
        

History()15/21

            IEnumerable<DataDictionary<T>> QuantConnect.Algorithm.QCAlgorithm.History (
    IEnumerable<Symbol>    symbols,
    DateTime                     start,
    DateTime                     end,
    *Nullable<Resolution>  resolution
   )
        

History()16/21

            IEnumerable<T> QuantConnect.Algorithm.QCAlgorithm.History (
    Symbol                       symbol,
    TimeSpan                     span,
    *Nullable<Resolution>  resolution
   )
        

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

History()17/21

            IEnumerable<TradeBar> QuantConnect.Algorithm.QCAlgorithm.History (
    Symbol                       symbol,
    Int32                        periods,
    *Nullable<Resolution>  resolution
   )
        

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()18/21

            IEnumerable<T> QuantConnect.Algorithm.QCAlgorithm.History (
    Symbol                       symbol,
    DateTime                     start,
    DateTime                     end,
    *Nullable<Resolution>  resolution
   )
        

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

History()19/21

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

History()20/21

            IEnumerable<Slice> QuantConnect.Algorithm.QCAlgorithm.History (
    HistoryRequest  request
   )
        

Executes the specified history request

History()21/21

            IEnumerable<Slice> QuantConnect.Algorithm.QCAlgorithm.History (
    IEnumerable<HistoryRequest>  requests
   )
        

ICHIMOKU()1/1

            IchimokuKinkoHyo QuantConnect.Algorithm.QCAlgorithm.ICHIMOKU (
    Symbol                       symbol,
    Int32                        tenkanPeriod,
    Int32                        kijunPeriod,
    Int32                        senkouAPeriod,
    Int32                        senkouBPeriod,
    Int32                        senkouADelayPeriod,
    Int32                        senkouBDelayPeriod,
    *Nullable<Resolution>  resolution
   )
        

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

ISIN()1/1

            Symbol QuantConnect.Algorithm.QCAlgorithm.ISIN (
    String                     isin,
    *Nullable<DateTime>  tradingDate
   )
        

Converts an ISIN identifier into a Symbol

Identity()1/3

            Identity QuantConnect.Algorithm.QCAlgorithm.Identity (
    Symbol                           symbol,
    *Func<IBaseData, Decimal>  selector,
    *String                          fieldName
   )
        

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

Identity()2/3

            Identity QuantConnect.Algorithm.QCAlgorithm.Identity (
    Symbol                           symbol,
    Resolution                       resolution,
    *Func<IBaseData, Decimal>  selector,
    *String                          fieldName
   )
        

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

Identity()3/3

            Identity QuantConnect.Algorithm.QCAlgorithm.Identity (
    Symbol                           symbol,
    TimeSpan                         resolution,
    *Func<IBaseData, Decimal>  selector,
    *String                          fieldName
   )
        

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

Initialize()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.Initialize (
    
   )
        

Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.

IsMarketOpen()1/1

            Boolean QuantConnect.Algorithm.QCAlgorithm.IsMarketOpen (
    Symbol  symbol
   )
        

Determines if the exchange for the specified symbol is open at the current time.

KAMA()1/2

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

Creates a new KaufmanAdaptiveMovingAverage indicator.

KAMA()2/2

            KaufmanAdaptiveMovingAverage QuantConnect.Algorithm.QCAlgorithm.KAMA (
    Symbol                           symbol,
    Int32                            period,
    Int32                            fastEmaPeriod,
    Int32                            slowEmaPeriod,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new KaufmanAdaptiveMovingAverage indicator.

KCH()1/1

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

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

KER()1/1

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

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

LOGR()1/1

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

Creates a new LogReturn indicator.

LSMA()1/1

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

Creates and registers a new Least Squares Moving Average instance.

LWMA()1/1

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

Creates a new LinearWeightedMovingAverage indicator. This indicator will linearly distribute the weights across the periods.

LimitIfTouchedOrder()1/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.LimitIfTouchedOrder (
    Symbol             symbol,
    Int32              quantity,
    Decimal            triggerPrice,
    Decimal            limitPrice,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Send a limit if touched order to the transaction handler:

LimitIfTouchedOrder()2/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.LimitIfTouchedOrder (
    Symbol             symbol,
    Double             quantity,
    Decimal            triggerPrice,
    Decimal            limitPrice,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Send a limit if touched order to the transaction handler:

LimitIfTouchedOrder()3/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.LimitIfTouchedOrder (
    Symbol             symbol,
    Decimal            quantity,
    Decimal            triggerPrice,
    Decimal            limitPrice,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Send a limit if touched order to the transaction handler:

LimitOrder()1/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.LimitOrder (
    Symbol             symbol,
    Int32              quantity,
    Decimal            limitPrice,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Send a limit order to the transaction handler:

LimitOrder()2/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.LimitOrder (
    Symbol             symbol,
    Double             quantity,
    Decimal            limitPrice,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Send a limit order to the transaction handler:

LimitOrder()3/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.LimitOrder (
    Symbol             symbol,
    Decimal            quantity,
    Decimal            limitPrice,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Send a limit order to the transaction handler:

Liquidate()1/1

            List<Int32> QuantConnect.Algorithm.QCAlgorithm.Liquidate (
    *Symbol  symbolToLiquidate,
    *String  tag
   )
        

Liquidate all holdings and cancel open orders. Called at the end of day for tick-strategies.

Log()1/5

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

Added another method for logging if user guessed.

Log()2/5

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

Added another method for logging if user guessed.

Log()3/5

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

Added another method for logging if user guessed.

Log()4/5

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

Added another method for logging if user guessed.

Log()5/5

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

Added another method for logging if user guessed.

MACD()1/1

            MovingAverageConvergenceDivergence QuantConnect.Algorithm.QCAlgorithm.MACD (
    Symbol                           symbol,
    Int32                            fastPeriod,
    Int32                            slowPeriod,
    Int32                            signalPeriod,
    *MovingAverageType               type,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

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

MAD()1/1

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

Creates a new MeanAbsoluteDeviation indicator.

MASS()1/1

            MassIndex QuantConnect.Algorithm.QCAlgorithm.MASS (
    Symbol                            symbol,
    *Int32                            emaPeriod,
    *Int32                            sumPeriod,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

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

MAX()1/1

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

Creates a new Maximum indicator to compute the maximum value

MFI()1/1

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

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

MIDPOINT()1/1

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

Creates a new MidPoint indicator.

MIDPRICE()1/1

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

Creates a new MidPrice indicator.

MIN()1/1

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

Creates a new Minimum indicator to compute the minimum value

MOM()1/1

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

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()1/1

            MomersionIndicator QuantConnect.Algorithm.QCAlgorithm.MOMERSION (
    Symbol                           symbol,
    Nullable<Int32>            minPeriod,
    Int32                            fullPeriod,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new Momersion indicator.

MOMP()1/1

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

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.

MarketOnCloseOrder()1/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.MarketOnCloseOrder (
    Symbol             symbol,
    Double             quantity,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Market on close order implementation: Send a market order when the exchange closes

MarketOnCloseOrder()2/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.MarketOnCloseOrder (
    Symbol             symbol,
    Decimal            quantity,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Market on close order implementation: Send a market order when the exchange closes

MarketOnCloseOrder()3/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.MarketOnCloseOrder (
    Symbol             symbol,
    Int32              quantity,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Market on close order implementation: Send a market order when the exchange closes

MarketOnOpenOrder()1/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.MarketOnOpenOrder (
    Symbol             symbol,
    Double             quantity,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Market on open order implementation: Send a market order when the exchange opens

MarketOnOpenOrder()2/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.MarketOnOpenOrder (
    Symbol             symbol,
    Int32              quantity,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Market on open order implementation: Send a market order when the exchange opens

MarketOnOpenOrder()3/3

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.MarketOnOpenOrder (
    Symbol             symbol,
    Decimal            quantity,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Market on open order implementation: Send a market order when the exchange opens

MarketOrder()1/4

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

Market order implementation: Send a market order and wait for it to be filled.

MarketOrder()2/4

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.MarketOrder (
    Symbol             symbol,
    Double             quantity,
    *Boolean           asynchronous,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Market order implementation: Send a market order and wait for it to be filled.

MarketOrder()3/4

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.MarketOrder (
    Symbol             symbol,
    Decimal            quantity,
    *Boolean           asynchronous,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Market order implementation: Send a market order and wait for it to be filled.

MarketOrder()4/4

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.MarketOrder (
    Security           security,
    Decimal            quantity,
    *Boolean           asynchronous,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Market order implementation: Send a market order and wait for it to be filled.

NATR()1/1

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

Creates a new NormalizedAverageTrueRange indicator.

OBV()1/1

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

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()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.OnAssignmentOrderEvent (
    OrderEvent  assignmentEvent
   )
        

Option assignment event handler. On an option assignment event for short legs the resulting information is passed to this method.

OnData()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.OnData (
    Slice  slice
   )
        

Event - v3.0 DATA EVENT HANDLER: (Pattern) Basic template for user to override for receiving all subscription data in a single event

OnEndOfAlgorithm()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.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()1/3

            Void QuantConnect.Algorithm.QCAlgorithm.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).

OnEndOfDay()2/3

            Void QuantConnect.Algorithm.QCAlgorithm.OnEndOfDay (
    String  symbol
   )
        

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).

OnEndOfDay()3/3

            Void QuantConnect.Algorithm.QCAlgorithm.OnEndOfDay (
    Symbol  symbol
   )
        

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()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.OnEndOfTimeStep (
    
   )
        

Invoked at the end of every time step. This allows the algorithm to process events before advancing to the next time step.

OnFrameworkData()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.OnFrameworkData (
    Slice  slice
   )
        

Used to send data updates to algorithm framework models

OnFrameworkSecuritiesChanged()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.OnFrameworkSecuritiesChanged (
    SecurityChanges  changes
   )
        

Used to send security changes to algorithm framework models

OnMarginCall()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.OnMarginCall (
    List<SubmitOrderRequest>  requests
   )
        

Margin call event handler. This method is called right before the margin call orders are placed in the market.

OnMarginCallWarning()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.OnMarginCallWarning (
    
   )
        

Margin call warning event handler. This method is called when Portfolio.MarginRemaining is under 5% of your Portfolio.TotalPortfolioValue

OnOrderEvent()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.OnOrderEvent (
    OrderEvent  orderEvent
   )
        

Order fill event handler. On an order fill update the resulting information is passed to this method.

OnWarmupFinished()1/1

            Void QuantConnect.Algorithm.QCAlgorithm.OnWarmupFinished (
    
   )
        

Called when the algorithm has completed initialization and warm up.

Order()1/8

            IEnumerable<OrderTicket> QuantConnect.Algorithm.QCAlgorithm.Order (
    OptionStrategy     strategy,
    Int32              quantity,
    *IOrderProperties  orderProperties
   )
        

Issue an order/trade for buying/selling an option strategy

Order()2/8

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.Order (
    Symbol             symbol,
    Int32              quantity,
    OrderType          type,
    *Boolean           asynchronous,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

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.

Order()3/8

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.Order (
    Symbol     symbol,
    Decimal    quantity,
    OrderType  type
   )
        

Obsolete method for placing orders.

Order()4/8

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.Order (
    Symbol     symbol,
    Int32      quantity,
    OrderType  type
   )
        

Obsolete method for placing orders.

Order()5/8

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

Issue an order/trade for asset: Alias wrapper for Order(string, int);

Order()6/8

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

Issue an order/trade for asset

Order()7/8

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

Issue an order/trade for asset

Order()8/8

            OrderTicket QuantConnect.Algorithm.QCAlgorithm.Order (
    Symbol             symbol,
    Decimal            quantity,
    *Boolean           asynchronous,
    *String            tag,
    *IOrderProperties  orderProperties
   )
        

Wrapper for market order method: submit a new order for quantity of symbol using type order.

PPHL()1/1

            PivotPointsHighLow QuantConnect.Algorithm.QCAlgorithm.PPHL (
    Symbol                                symbol,
    Int32                                 lengthHigh,
    Int32                                 lengthLow,
    *Int32                                lastStoredValues,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a new PivotPointsHighLow indicator

PPO()1/1

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

Creates a new PercentagePriceOscillator indicator.

PSAR()1/1

            ParabolicStopAndReverse QuantConnect.Algorithm.QCAlgorithm.PSAR (
    Symbol                                symbol,
    *Decimal                              afStart,
    *Decimal                              afIncrement,
    *Decimal                              afMax,
    *Nullable<Resolution>           resolution,
    *Func<IBaseData, IBaseDataBar>  selector
   )
        

Creates a new Parabolic SAR indicator

Plot()1/13

            Void QuantConnect.Algorithm.QCAlgorithm.Plot (
    String    series,
    PyObject  pyObject
   )
        

Plot a chart using string series name, with value.

Plot()2/13

            Void QuantConnect.Algorithm.QCAlgorithm.Plot (
    String      chart,
    Indicator   first,
    *Indicator  second,
    *Indicator  third,
    *Indicator  fourth
   )
        

Plots the value of each indicator on the chart