Back

Technical Indicators

Is there any completed a series of indicator instead of moving averages only? e.g. MACD, RSI, ....etc
Update Backtest








Welcome @SuiHing! We're in the process of making some deeply integrated versions, but for now you can use the ones Michael made and shared - https://www.quantconnect.com/forum/discussion/360/composable-indicators#Item_7

The official QC ones will be released middle of next week.
0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


this was my question too! I've been looking around the docs for over an hour for a complete listing of the indicators only to now discover there are none (yet). Looking forward to seeing the complete list.... ty Devon
0

Verry close Devon :) Michael has made a really solid foundation set which auto update and are very simple to use. He is just writing the tests for them now :)
2

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Thanks for the updated Jared. Question , I believe there is a Math library of classes/methods too. Are those part of the .net framework or a 3rd party library and where can I find more info on the classes included ? ty
0

We have a few math libraries - AlgoLib, AForge, Accord and MathDotNet Numerics

I'd recommend MathNet Numerics - its stable, feature rich and fast - numerics.mathdotnet.com
1

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hi Jared - is this a specific location (in the docs?) where I would find a listing of all the libraries (math , TA etc) currently avail (*live*) ?
TY
D
0

Hey Devon, we updated the FAQ's with these today -
Accord - Machine Learning, Math, Neuro, Statistics
AForge - Genetic, Math, Neuro
AlgoLib - Full technical indicator and statistics library
Math.Net Filtering - Signal Processing Classes
Math.Net Numerics - Statistics and Linear Algebra
Newtonsoft Json.NET - JSON Serializer
RestSharp - REST Wrapper

We can easily add them so if you have suggestions please shoot them through. There are two more libraries which haven't been cleared (for security reasons) - R.NET and NEsper - but we're working with the authors to make them available.
0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Great!
r.net sounds very interesting. I'm actually spending my entire day going through Jared Lander's excellent Udemy course on R today!
Thank you for the quick response... Hope to start testing some strategies on QC soon...
0

Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Loading...

This discussion is closed