QuantConnect / QuantConnect/Lean
Implement new indicators CrossOver, CrossAny, CrossDir
Nobody has claimed this yet.
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
CrossOver, CrossAny, CrossDir might be interesting (and quite simple) indicators to implement.
Tulip indicators provides CrossOver (see doc), CrossAny (see doc)
and CrossDir have been discussed https://github.com/TulipCharts/tulipindicators/issues/103 and implemented in this unmerged PR https://github.com/TulipCharts/tulipindicators/pull/110
Actual Behavior
Currently user have to do this kind of calculation itself
Potential Solution
Reproducing the Problem
System Information
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Any opinion about such "indicators"?
Maybe they have more interrest for vector backtesting?
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reviewing Tulip Indicators' crossover.c and crossany.c implementations and the discussion in issue 103; use the unmerged CrossDir PR 110 as the reference for that indicator. Done means Lean provides CrossOver, CrossAny, and CrossDir indicators with behavior matching those references.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- data
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 32/100