Here is a list of all documented class members with links to the class documentation for each member:

- a -

• A() : QuantConnect.Algorithm.QCAlgorithm
• AbandonedBaby() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.AbandonedBaby
• ABANDS() : QuantConnect.Algorithm.QCAlgorithm
• AbortLean() : QuantConnect.Optimizer.Launcher.ConsoleLeanOptimizer , QuantConnect.Optimizer.LeanOptimizer
• AbortOptimization() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• AboveMinimumOrderMarginPortfolioPercentage() : QuantConnect.Securities.BuyingPowerModelExtensions
• Abs() : QuantConnect.Time
• AbsoluteFillQuantity : QuantConnect.Orders.OrderEvent
• AbsoluteHoldingsCost : QuantConnect.Securities.MaintenanceMarginParameters , QuantConnect.Securities.SecurityHolding
• AbsoluteHoldingsQuantity : QuantConnect.Report.PointInTimePortfolio.PointInTimeHolding
• AbsoluteHoldingsValue : QuantConnect.Report.PointInTimePortfolio.PointInTimeHolding , QuantConnect.Securities.MaintenanceMarginParameters , QuantConnect.Securities.SecurityHolding
• AbsoluteOrderQuantity : QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest
• AbsolutePriceOscillator() : QuantConnect.Indicators.AbsolutePriceOscillator
• AbsoluteQuantity : QuantConnect.Orders.GroupOrderManager , QuantConnect.Orders.Order , QuantConnect.Securities.MaintenanceMarginParameters , QuantConnect.Securities.SecurityHolding
• AbsoluteRiskOptionPositionCollectionEnumerator() : QuantConnect.Securities.Option.StrategyMatcher.AbsoluteRiskOptionPositionCollectionEnumerator
• AbsoluteUsedBuyingPower : QuantConnect.Securities.Positions.ReservedBuyingPowerForPositionGroup , QuantConnect.Securities.ReservedBuyingPowerForPosition
• AccelerationBands() : QuantConnect.Indicators.AccelerationBands
• Access : QuantConnect.Api.Library
• AccessionNumber : QuantConnect.Data.Fundamental.EarningReports , QuantConnect.Data.Fundamental.FinancialStatements
• Account : QuantConnect.Orders.EzeOrderProperties , QuantConnect.Orders.InteractiveBrokersOrderProperties , QuantConnect.Orders.TerminalLinkOrderProperties
• AccountBaseCurrency : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• AccountChanged : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• AccountCurrency : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmConfiguration , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAccountCurrencyProvider , QuantConnect.Packets.LiveResult , QuantConnect.Securities.CashBook , QuantConnect.Securities.ErrorCurrencyConverter , QuantConnect.Securities.ICurrencyConverter , QuantConnect.Securities.IdentityCurrencyConverter
• AccountCurrencyAlreadySet() : QuantConnect.Messages.SecurityPortfolioManager
• AccountCurrencySymbol : QuantConnect.Packets.LiveResult
• AccountCurrencyUnexpectedUsage : QuantConnect.Messages.ErrorCurrencyConverter
• AccountEvent() : QuantConnect.Securities.AccountEvent
• AccountInstantlyUpdated : QuantConnect.Brokerages.Brokerage , QuantConnect.Interfaces.IBrokerage
• AccountsPayable : QuantConnect.Data.Fundamental.BalanceSheet
• AccountsPayableBalanceSheet() : QuantConnect.Data.Fundamental.AccountsPayableBalanceSheet
• AccountsReceivable : QuantConnect.Data.Fundamental.BalanceSheet
• AccountsReceivableBalanceSheet() : QuantConnect.Data.Fundamental.AccountsReceivableBalanceSheet
• AccountType : QuantConnect.AlgorithmConfiguration , QuantConnect.Brokerages.DefaultBrokerageModel , QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Python.BrokerageModelPythonWrapper
• AccruedandDeferredIncome : QuantConnect.Data.Fundamental.BalanceSheet
• AccruedandDeferredIncomeBalanceSheet() : QuantConnect.Data.Fundamental.AccruedandDeferredIncomeBalanceSheet
• AccruedandDeferredIncomeCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• AccruedandDeferredIncomeCurrentBalanceSheet() : QuantConnect.Data.Fundamental.AccruedandDeferredIncomeCurrentBalanceSheet
• AccruedandDeferredIncomeNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• AccruedandDeferredIncomeNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.AccruedandDeferredIncomeNonCurrentBalanceSheet
• AccruedInterestReceivable : QuantConnect.Data.Fundamental.BalanceSheet
• AccruedInterestReceivableBalanceSheet() : QuantConnect.Data.Fundamental.AccruedInterestReceivableBalanceSheet
• AccruedInvestmentIncome : QuantConnect.Data.Fundamental.BalanceSheet
• AccruedInvestmentIncomeBalanceSheet() : QuantConnect.Data.Fundamental.AccruedInvestmentIncomeBalanceSheet
• AccruedLiabilitiesTotal : QuantConnect.Data.Fundamental.BalanceSheet
• AccruedLiabilitiesTotalBalanceSheet() : QuantConnect.Data.Fundamental.AccruedLiabilitiesTotalBalanceSheet
• AccumulatedDepreciation : QuantConnect.Data.Fundamental.BalanceSheet
• AccumulatedDepreciationBalanceSheet() : QuantConnect.Data.Fundamental.AccumulatedDepreciationBalanceSheet
• AccumulationDistribution() : QuantConnect.Indicators.AccumulationDistribution
• AccumulationDistributionOscillator() : QuantConnect.Indicators.AccumulationDistributionOscillator
• AccumulativeInsightPortfolioConstructionModel() : QuantConnect.Algorithm.Framework.Portfolio.AccumulativeInsightPortfolioConstructionModel
• Acknowledge() : QuantConnect.Commands.BaseCommandHandler , QuantConnect.Commands.FileCommandHandler
• AcknowledgeJob() : QuantConnect.Interfaces.IJobQueueHandler , QuantConnect.Queues.JobQueue
• ActivatePythonVirtualEnvironment() : QuantConnect.Python.PythonInitializer
• Active : QuantConnect.Api.Node
• ActiveSecurities : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.UniverseManager
• ActualForwardDividend : QuantConnect.Data.Fundamental.ValuationRatios
• ActualTrailingDividend : QuantConnect.Data.Fundamental.ValuationRatios
• AD() : QuantConnect.Algorithm.QCAlgorithm
• Add() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Algorithm.Framework.Portfolio.ReturnsSymbolData , QuantConnect.Data.IDataAggregator , QuantConnect.Data.Market.DataDictionary< T > , QuantConnect.Data.SubscriptionManager , QuantConnect.Data.UniverseSelection.BaseDataCollection , QuantConnect.Data.UniverseSelection.OptionUniverse , QuantConnect.Data.UniverseSelection.SecurityChangesConstructor , QuantConnect.Data.UniverseSelection.UserDefinedUniverse , QuantConnect.Extensions , QuantConnect.Indicators.AdvanceDeclineIndicator , QuantConnect.Indicators.ArmsIndex , QuantConnect.Indicators.McClellanOscillator , QuantConnect.Indicators.McClellanSummationIndex , QuantConnect.Indicators.RollingWindow< T > , QuantConnect.Interfaces.IBusyCollection< T > , QuantConnect.Interfaces.ISubscriptionDataConfigService , QuantConnect.Lean.Engine.DataFeeds.AggregationManager , QuantConnect.Lean.Engine.DataFeeds.DataFeedPacket , QuantConnect.Lean.Engine.DataFeeds.DataManager , QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Market , QuantConnect.Python.PandasData , QuantConnect.Scheduling.IEventSchedule , QuantConnect.Scheduling.ScheduleManager , QuantConnect.Scheduling.TimeMonitor , QuantConnect.Securities.CashBook , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection , QuantConnect.Securities.Positions.CompositePositionGroupResolver , QuantConnect.Securities.Positions.PositionGroupCollection , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityManager , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.UniverseManager , QuantConnect.Util.BusyBlockingCollection< T > , QuantConnect.Util.BusyCollection< T > , QuantConnect.Util.ConcurrentSet< T > , QuantConnect.Util.FixedSizeHashQueue< T > , QuantConnect.Util.WorkerThread
• Add< T >() : QuantConnect.Data.Market.DataDictionaryExtensions
• Add< TKey, TElement >() : QuantConnect.Extensions
• Add< TKey, TElement, TCollection >() : QuantConnect.Extensions
• AddActivator() : QuantConnect.Util.ObjectActivator
• AddAlgorithmLocationPath() : QuantConnect.Python.PythonInitializer
• AddAlpha() : QuantConnect.Algorithm.Framework.Alphas.CompositeAlphaModel , QuantConnect.Algorithm.QCAlgorithm
• AddAmount() : QuantConnect.Securities.Cash
• AddBusinessDays() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• AddBusinessDaysIfHoliday() : QuantConnect.Securities.Future.FuturesExpiryUtilityFunctions
• AddCfd() : QuantConnect.Algorithm.QCAlgorithm
• AddChart() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• AddCommand() : QuantConnect.Algorithm.QCAlgorithm
• AddCommand< T >() : QuantConnect.Algorithm.QCAlgorithm
• AddConfigurations() : QuantConnect.Data.UniverseSelection.ContinuousContractUniverse
• AddConsolidator() : QuantConnect.Data.SubscriptionManager
• AddCrypto() : QuantConnect.Algorithm.QCAlgorithm
• AddCryptoFuture() : QuantConnect.Algorithm.QCAlgorithm
• AddData() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.SecurityCache
• AddData< T >() : QuantConnect.Algorithm.QCAlgorithm
• AddDataList() : QuantConnect.Securities.SecurityCache
• AddDataPoint() : QuantConnect.Indicators.Beta , QuantConnect.Indicators.Correlation , QuantConnect.Indicators.DualSymbolIndicator< T >
• Added : QuantConnect.Data.UniverseSelection.Universe.Member , QuantConnect.Lean.Engine.DataFeeds.InternalSubscriptionManager
• AddedSecurities : QuantConnect.Data.UniverseSelection.SecurityChanges
• AddedSubscriptionRequest() : QuantConnect.Lean.Engine.DataFeeds.InternalSubscriptionManager
• AddEnumerator() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange
• AddEquity() : QuantConnect.Algorithm.QCAlgorithm
• AddForex() : QuantConnect.Algorithm.QCAlgorithm
• AddFuture() : QuantConnect.Algorithm.QCAlgorithm
• AddFutureContract() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• AddFutureOption() : QuantConnect.Algorithm.QCAlgorithm
• AddFutureOptionContract() : QuantConnect.Algorithm.QCAlgorithm
• ADDIFF() : QuantConnect.Algorithm.QCAlgorithm
• ADDifference : QuantConnect.Indicators.McClellanOscillator
• AddIndex() : QuantConnect.Algorithm.QCAlgorithm
• AddIndexOption() : QuantConnect.Algorithm.QCAlgorithm
• AddIndexOptionContract() : QuantConnect.Algorithm.QCAlgorithm
• AddingSecuritySymbolForCashCurrencyFeed() : QuantConnect.Messages.Cash
• AdditionalPaidInCapital : QuantConnect.Data.Fundamental.BalanceSheet
• AdditionalPaidInCapitalBalanceSheet() : QuantConnect.Data.Fundamental.AdditionalPaidInCapitalBalanceSheet
• AdditionalTimeBucket : QuantConnect.Lean.Engine.AlgorithmTimeLimitManager
• AdditiveEquiprobabilities() : QuantConnect.Securities.Option.OptionPriceModels
• AddNewDividend() : QuantConnect.Securities.SecurityHolding
• AddNewFee() : QuantConnect.Securities.SecurityHolding
• AddNewProfit() : QuantConnect.Securities.SecurityHolding
• AddNewSale() : QuantConnect.Securities.SecurityHolding
• AddOpenOrder() : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler
• AddOption() : QuantConnect.Algorithm.QCAlgorithm
• AddOptionContract() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• AddOrder() : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler , QuantConnect.Securities.SecurityTransactionManager
• AddOrUpdate< K, V >() : QuantConnect.Extensions
• AddOrUpdate< TKey, TValue >() : QuantConnect.Extensions
• AddPart< T >() : QuantConnect.Util.Composer
• AddPendingInternalDataFeeds() : QuantConnect.Lean.Engine.DataFeeds.UniverseSelection
• AddPoint() : QuantConnect.BaseSeries , QuantConnect.CandlestickSeries , QuantConnect.Series
• AddProjectFile() : QuantConnect.Api.Api , QuantConnect.Interfaces.IApi
• AddPythonPaths() : QuantConnect.Python.PythonInitializer
• AddRange() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection , QuantConnect.Algorithm.Framework.Portfolio.PortfolioTargetCollection , QuantConnect.Data.UniverseSelection.BaseDataCollection , QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• Address : QuantConnect.Notifications.NotificationEmail , QuantConnect.Notifications.NotificationWeb
• AddRiskManagement() : QuantConnect.Algorithm.Framework.Risk.CompositeRiskManagementModel , QuantConnect.Algorithm.QCAlgorithm
• AddSample() : QuantConnect.Securities.Positions.PortfolioMarginChart
• AddScheduleWrapper() : QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
• AddSecurity() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• AddSecurityCommand() : QuantConnect.Commands.AddSecurityCommand
• AddSeries() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Chart
• AddSignalExportProviders() : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportManager
• AddSingleCallForAll() : QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WeightedWorkScheduler
• AddStock() : QuantConnect.Indicators.AdvanceDeclineIndicator , QuantConnect.Indicators.ArmsIndex
• AddSubscription() : QuantConnect.Lean.Engine.DataFeeds.DataManager , QuantConnect.Lean.Engine.DataFeeds.IDataFeedSubscriptionManager
• AddSubscriptionRequest() : QuantConnect.Lean.Engine.DataFeeds.Subscription
• AddSymbol() : QuantConnect.Brokerages.BrokerageMultiWebSocketEntry
• AddTag() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm
• AddTimeZone() : QuantConnect.Interfaces.ITimeKeeper , QuantConnect.TimeKeeper
• AddToLogStore() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler , QuantConnect.Lean.Engine.Results.RegressionResultHandler
• AddTransactionRecord() : QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Securities.SecurityTransactionManager
• AddUniverse() : QuantConnect.Algorithm.QCAlgorithm
• AddUniverse< T >() : QuantConnect.Algorithm.QCAlgorithm
• AddUniverseOptions() : QuantConnect.Algorithm.QCAlgorithm
• AddUniverseSelection() : QuantConnect.Algorithm.Framework.Selection.CompositeUniverseSelectionModel , QuantConnect.Algorithm.QCAlgorithm
• AdjustByLotSize() : QuantConnect.Orders.OrderSizing
• AdjustedClose : QuantConnect.Data.Custom.Tiingo.TiingoPrice
• AdjustedHigh : QuantConnect.Data.Custom.Tiingo.TiingoPrice
• AdjustedLow : QuantConnect.Data.Custom.Tiingo.TiingoPrice
• AdjustedOpen : QuantConnect.Data.Custom.Tiingo.TiingoPrice
• AdjustedPrice : QuantConnect.Data.UniverseSelection.CoarseFundamental
• AdjustedVolume : QuantConnect.Data.Custom.Tiingo.TiingoPrice
• AdjustExpirationReferenceDate() : QuantConnect.Securities.ContractSecurityFilterUniverse< T, TData > , QuantConnect.Securities.OptionFilterUniverse
• AdjustmentType : QuantConnect.Securities.Interfaces.IContinuousContractModel
• AdjustSymbolByOffset() : QuantConnect.Extensions
• ADOSC() : QuantConnect.Algorithm.QCAlgorithm
• ADR() : QuantConnect.Algorithm.QCAlgorithm
• ADRatio : QuantConnect.Indicators.ArmsIndex
• Advance() : QuantConnect.Lean.Engine.DataFeeds.ManualTimeProvider
• AdvanceBlock() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.AdvanceBlock
• AdvanceDeclineDifference() : QuantConnect.Indicators.AdvanceDeclineDifference
• AdvanceDeclineIndicator() : QuantConnect.Indicators.AdvanceDeclineIndicator
• AdvanceDeclineRatio() : QuantConnect.Indicators.AdvanceDeclineRatio
• AdvanceDeclineVolumeRatio() : QuantConnect.Indicators.AdvanceDeclineVolumeRatio
• AdvanceFromFederalHomeLoanBanks : QuantConnect.Data.Fundamental.BalanceSheet
• AdvanceFromFederalHomeLoanBanksBalanceSheet() : QuantConnect.Data.Fundamental.AdvanceFromFederalHomeLoanBanksBalanceSheet
• AdvanceSeconds() : QuantConnect.Lean.Engine.DataFeeds.ManualTimeProvider
• AdvancesfromCentralBanks : QuantConnect.Data.Fundamental.BalanceSheet
• AdvancesfromCentralBanksBalanceSheet() : QuantConnect.Data.Fundamental.AdvancesfromCentralBanksBalanceSheet
• AdvertisingAgencies : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Advisor : QuantConnect.Data.Fundamental.CompanyReference
• AdvisorLanguageCode : QuantConnect.Data.Fundamental.CompanyReference
• ADVR() : QuantConnect.Algorithm.QCAlgorithm
• ADVRatio : QuantConnect.Indicators.ArmsIndex
• ADX() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Indicators.AverageDirectionalMovementIndexRating
• ADXR() : QuantConnect.Algorithm.QCAlgorithm
• AerospaceAndDefense() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Afghanistan : QuantConnect.Country
• AfterMarketClose() : QuantConnect.Scheduling.TimeRules
• AfterMarketOpen() : QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier , QuantConnect.Scheduling.TimeRules
• AggregateBar() : QuantConnect.Data.Consolidators.BaseDataConsolidator , QuantConnect.Data.Consolidators.DynamicDataConsolidator , QuantConnect.Data.Consolidators.OpenInterestConsolidator , QuantConnect.Data.Consolidators.PeriodCountConsolidatorBase< T, TConsolidated > , QuantConnect.Data.Consolidators.QuoteBarConsolidator , QuantConnect.Data.Consolidators.TickConsolidator , QuantConnect.Data.Consolidators.TickQuoteBarConsolidator , QuantConnect.Data.Consolidators.TradeBarConsolidator
• AggregateQuoteBars() : QuantConnect.Util.LeanData
• AggregateTicks() : QuantConnect.Util.LeanData
• AggregateTicksToTradeBars() : QuantConnect.Util.LeanData
• AggregateTradeBars() : QuantConnect.Util.LeanData
• AggressiveGrowth() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.StockType
• AgreementUrl : QuantConnect.Api.DataPricesList
• AgriculturalInputs : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Agriculture() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Airlines : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• AirportsAndAirServices : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• AlandIslands : QuantConnect.Country
• Albania : QuantConnect.Country
• Algeria : QuantConnect.Country
• Algorithm : QuantConnect.Algorithm.Framework.Portfolio.PortfolioConstructionModel , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.SignalExportTargetParameters , QuantConnect.Brokerages.Backtesting.BacktestingBrokerage , QuantConnect.Commands.BaseCommandHandler , QuantConnect.Lean.Engine.DataFeeds.Synchronizer , QuantConnect.Lean.Engine.RealTime.BaseRealTimeHandler , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Server.LocalLeanManager , QuantConnect.Lean.Engine.Setup.SetupHandlerParameters , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Report.PortfolioLooper
• AlgorithmConfiguration() : QuantConnect.AlgorithmConfiguration , QuantConnect.Packets.BaseResultParameters , QuantConnect.Result
• AlgorithmControl() : QuantConnect.AlgorithmControl
• AlgorithmCreationTimeout : QuantConnect.Lean.Engine.Setup.BaseSetupHandler
• AlgorithmCurrencySymbol : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• AlgorithmEndOfDayDelta : QuantConnect.Scheduling.ScheduledEvent
• AlgorithmHandlers : QuantConnect.Lean.Engine.Engine , QuantConnect.Lean.Engine.Server.LocalLeanManager
• AlgorithmHistoryDataPoints : QuantConnect.Interfaces.IRegressionAlgorithmDefinition , QuantConnect.Lean.Engine.AlgorithmManager
• AlgorithmId : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Lean.Engine.AlgorithmManager , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Packets.AlgorithmNameUpdatePacket , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.AlgorithmStatusPacket , QuantConnect.Packets.AlgorithmTagsUpdatePacket , QuantConnect.Packets.AlphaResultPacket , QuantConnect.Packets.DebugPacket , QuantConnect.Packets.HandledErrorPacket , QuantConnect.Packets.LogPacket , QuantConnect.Packets.OrderEventPacket , QuantConnect.Packets.RuntimeErrorPacket
• AlgorithmManager() : QuantConnect.Lean.Engine.AlgorithmManager
• AlgorithmMode : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper , QuantConnect.Interfaces.IAlgorithm , QuantConnect.Packets.AlgorithmNodePacket , QuantConnect.Packets.BacktestNodePacket , QuantConnect.Packets.LiveNodePacket
• AlgorithmNameUpdated() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• AlgorithmNameUpdatePacket() : QuantConnect.Packets.AlgorithmNameUpdatePacket
• AlgorithmNodePacket : QuantConnect.Lean.Engine.Setup.SetupHandlerParameters , QuantConnect.Packets.AlgorithmNodePacket
• AlgorithmPerformance() : QuantConnect.Statistics.AlgorithmPerformance
• AlgorithmPerformanceCharts : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• AlgorithmPythonWrapper() : QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper
• Algorithms : QuantConnect.Api.LiveList
• AlgorithmSettings() : QuantConnect.AlgorithmSettings , QuantConnect.Data.DataAggregatorInitializeParameters , QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider
• AlgorithmSetupException() : QuantConnect.Lean.Engine.Setup.AlgorithmSetupException
• AlgorithmStatus : QuantConnect.Interfaces.IRegressionAlgorithmDefinition
• AlgorithmStatusCommand() : QuantConnect.Commands.AlgorithmStatusCommand
• AlgorithmStatusPacket() : QuantConnect.Packets.AlgorithmStatusPacket
• AlgorithmStorageRoot : QuantConnect.Lean.Engine.Storage.LocalObjectStore
• AlgorithmTagsUpdated() : QuantConnect.Lean.Engine.Results.BacktestingResultHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
• AlgorithmTagsUpdatePacket() : QuantConnect.Packets.AlgorithmTagsUpdatePacket
• AlgorithmTimeLimitManager() : QuantConnect.Lean.Engine.AlgorithmTimeLimitManager
• AlgoSeekFuturesConverter() : QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesConverter
• AlgoSeekFuturesProcessor() : QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesProcessor
• AlgoSeekFuturesReader() : QuantConnect.ToolBox.AlgoSeekFuturesConverter.AlgoSeekFuturesReader
• AllData : QuantConnect.Data.Slice
• AllDefinitions : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitions
• AllOrNone : QuantConnect.Orders.TradeStationOrderProperties
• AllowanceForDoubtfulAccountsReceivable : QuantConnect.Data.Fundamental.BalanceSheet
• AllowanceForDoubtfulAccountsReceivableBalanceSheet() : QuantConnect.Data.Fundamental.AllowanceForDoubtfulAccountsReceivableBalanceSheet
• AllowanceForLoansAndLeaseLosses : QuantConnect.Data.Fundamental.BalanceSheet
• AllowanceForLoansAndLeaseLossesBalanceSheet() : QuantConnect.Data.Fundamental.AllowanceForLoansAndLeaseLossesBalanceSheet
• AllowanceForNotesReceivable : QuantConnect.Data.Fundamental.BalanceSheet
• AllowanceForNotesReceivableBalanceSheet() : QuantConnect.Data.Fundamental.AllowanceForNotesReceivableBalanceSheet
• AllowedOptionStyles : QuantConnect.Securities.Option.QLOptionPriceModel
• AllowedSecurityTypes : QuantConnect.Algorithm.Framework.Portfolio.SignalExports.BaseSignalExport , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.CrunchDAOSignalExport , QuantConnect.Algorithm.Framework.Portfolio.SignalExports.NumeraiSignalExport
• AllResolutions : QuantConnect.Data.BaseData
• AllTaxesPaid : QuantConnect.Data.Fundamental.CashFlowStatement
• AllTaxesPaidCashFlowStatement() : QuantConnect.Data.Fundamental.AllTaxesPaidCashFlowStatement
• AllYear : QuantConnect.Securities.FutureExpirationCycles
• ALMA() : QuantConnect.Algorithm.QCAlgorithm
• AlpacaBrokerageModel() : QuantConnect.Brokerages.AlpacaBrokerageModel
• Alpha : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Api.BacktestSummary , QuantConnect.Indicators.Alpha , QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics
• AlphaId : QuantConnect.Packets.AlphaNodePacket , QuantConnect.Packets.AlphaResultPacket
• AlphaModel() : QuantConnect.Algorithm.Framework.Alphas.AlphaModel
• AlphaModelPythonWrapper() : QuantConnect.Algorithm.Framework.Alphas.AlphaModelPythonWrapper
• AlphaNodePacket() : QuantConnect.Packets.AlphaNodePacket
• AlphaResultPacket() : QuantConnect.Packets.AlphaResultPacket
• AlphaStreamsBrokerageModel() : QuantConnect.Brokerages.AlphaStreamsBrokerageModel
• AlphaStreamsSlippageModel() : QuantConnect.Orders.Slippage.AlphaStreamsSlippageModel
• AluminiumEuropeanPremiumDutyPaidMetalBulletin : QuantConnect.Securities.Futures.Metals
• Aluminum : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• AluminumMWUSTransactionPremiumPlatts25MT : QuantConnect.Securities.Futures.Metals
• AlwaysOpen : QuantConnect.Securities.MarketHoursDatabase , QuantConnect.Securities.SecurityExchangeHours
• AmericanSamoa : QuantConnect.Country
• AMEX : QuantConnect.Exchange
• AMEX_Options : QuantConnect.Exchange
• Amortization : QuantConnect.Data.Fundamental.CashFlowStatement , QuantConnect.Data.Fundamental.IncomeStatement
• AmortizationCashFlowStatement() : QuantConnect.Data.Fundamental.AmortizationCashFlowStatement
• AmortizationIncomeStatement() : QuantConnect.Data.Fundamental.AmortizationIncomeStatement
• AmortizationOfFinancingCostsAndDiscounts : QuantConnect.Data.Fundamental.CashFlowStatement
• AmortizationOfFinancingCostsAndDiscountsCashFlowStatement() : QuantConnect.Data.Fundamental.AmortizationOfFinancingCostsAndDiscountsCashFlowStatement
• AmortizationOfIntangibles : QuantConnect.Data.Fundamental.CashFlowStatement , QuantConnect.Data.Fundamental.IncomeStatement
• AmortizationOfIntangiblesCashFlowStatement() : QuantConnect.Data.Fundamental.AmortizationOfIntangiblesCashFlowStatement
• AmortizationOfIntangiblesIncomeStatement() : QuantConnect.Data.Fundamental.AmortizationOfIntangiblesIncomeStatement
• AmortizationOfSecurities : QuantConnect.Data.Fundamental.CashFlowStatement
• AmortizationOfSecuritiesCashFlowStatement() : QuantConnect.Data.Fundamental.AmortizationOfSecuritiesCashFlowStatement
• AmortizationSupplemental : QuantConnect.Data.Fundamental.IncomeStatement
• AmortizationSupplementalIncomeStatement() : QuantConnect.Data.Fundamental.AmortizationSupplementalIncomeStatement
• Amount : QuantConnect.Securities.Cash , QuantConnect.Securities.CashAmount , QuantConnect.Securities.ConvertibleCashAmount , QuantConnect.Securities.UnsettledCashAmount
• Amsterdam : QuantConnect.TimeZones
• Anchorage : QuantConnect.TimeZones
• Andorra : QuantConnect.Country
• Angola : QuantConnect.Country
• Anguilla : QuantConnect.Country
• AnnualDownsideStandardDeviation() : QuantConnect.Statistics.Statistics
• AnnualDownsideVariance() : QuantConnect.Statistics.Statistics
• AnnualPerformance() : QuantConnect.Statistics.Statistics
• AnnualStandardDeviation : QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics , QuantConnect.Statistics.Statistics
• AnnualVariance : QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.PortfolioStatistics , QuantConnect.Statistics.Statistics
• Antarctica : QuantConnect.Country
• AntiguaAndBarbuda : QuantConnect.Country
• AnyTicker : QuantConnect.Data.Custom.IconicTypes.UnlinkedData , QuantConnect.Data.Custom.IconicTypes.UnlinkedDataTradeBar
• AO() : QuantConnect.Algorithm.QCAlgorithm
• Api() : QuantConnect.Api.Api , QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Globals , QuantConnect.Interfaces.MessagingHandlerInitializeParameters , QuantConnect.Lean.Engine.LeanEngineSystemHandlers , QuantConnect.Lean.Engine.Results.ResultHandlerInitializeParameters
• ApiConnection : QuantConnect.Api.Api , QuantConnect.Api.ApiConnection
• ApiDataProvider() : QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider
• ApiKey : QuantConnect.Brokerages.BaseWebsocketsBrokerage
• ApiOrderResponse() : QuantConnect.Orders.ApiOrderResponse
• ApiSecret : QuantConnect.Brokerages.BaseWebsocketsBrokerage
• APO() : QuantConnect.Algorithm.QCAlgorithm
• ApparelManufacturing : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• ApparelRetail : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• appDomain : QuantConnect.AlgorithmFactory.Loader
• ApplicationMemoryUsed : QuantConnect.OS
• Apply() : QuantConnect.Data.Auxiliary.CorporateFactorProvider , QuantConnect.Data.Auxiliary.CorporateFactorRow
• ApplyAttributes() : QuantConnect.Parameters.ParameterAttribute
• ApplyDividend() : QuantConnect.Securities.SecurityPortfolioManager
• ApplyFunds() : QuantConnect.Python.SettlementModelPythonWrapper , QuantConnect.Securities.AccountCurrencyImmediateSettlementModel , QuantConnect.Securities.DelayedSettlementModel , QuantConnect.Securities.Future.FutureSettlementModel , QuantConnect.Securities.ImmediateSettlementModel , QuantConnect.Securities.ISettlementModel
• ApplyFundsSettlementModelParameters() : QuantConnect.Securities.ApplyFundsSettlementModelParameters
• ApplyMarginInterestRate() : QuantConnect.Python.MarginInterestRateModelPythonWrapper , QuantConnect.Securities.CryptoFuture.BinanceFutureMarginInterestRateModel , QuantConnect.Securities.IMarginInterestRateModel
• ApplySplit() : QuantConnect.Brokerages.DefaultBrokerageModel , QuantConnect.Brokerages.IBrokerageModel , QuantConnect.Brokerages.TradierBrokerageModel , QuantConnect.Interfaces.ITradeBuilder , QuantConnect.Python.BrokerageModelPythonWrapper , QuantConnect.Securities.SecurityPortfolioManager , QuantConnect.Statistics.TradeBuilder
• ApplyToPortfolio() : QuantConnect.Orders.Fees.ModifiedFillQuantityOrderFee , QuantConnect.Orders.Fees.OrderFee
• ApplyUniverseSelection() : QuantConnect.Lean.Engine.DataFeeds.UniverseSelection
• ApplyUpdateOrderRequest() : QuantConnect.Orders.ComboLegLimitOrder , QuantConnect.Orders.ComboLimitOrder , QuantConnect.Orders.ComboOrder , QuantConnect.Orders.LimitIfTouchedOrder , QuantConnect.Orders.LimitOrder , QuantConnect.Orders.Order , QuantConnect.Orders.StopLimitOrder , QuantConnect.Orders.StopMarketOrder , QuantConnect.Orders.TrailingStopOrder
• APS() : QuantConnect.Algorithm.QCAlgorithm
• AR() : QuantConnect.Algorithm.QCAlgorithm
• ARCA : QuantConnect.Exchange
• ARCA_Options : QuantConnect.Exchange
• AreDifferent< T >() : QuantConnect.Util.LinqExtensions
• Argentina : QuantConnect.Country
• ArgusLLSvsWTIArgusTradeMonth : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• ArgusPropaneFarEastIndex : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• ArgusPropaneFarEastIndexBALMO : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• ArgusPropaneFarEastIndexVsEuropeanPropaneCIFARAArgus : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• ArgusPropaneSaudiAramco : QuantConnect.Securities.Futures.Energies , QuantConnect.Securities.Futures.Energy
• ARIMA() : QuantConnect.Algorithm.QCAlgorithm
• Armenia : QuantConnect.Country
• ArmsIndex() : QuantConnect.Indicators.ArmsIndex
• ArnaudLegouxMovingAverage() : QuantConnect.Indicators.ArnaudLegouxMovingAverage
• AROON() : QuantConnect.Algorithm.QCAlgorithm
• AroonDown : QuantConnect.Indicators.AroonOscillator
• AroonOscillator() : QuantConnect.Indicators.AroonOscillator
• AroonUp : QuantConnect.Indicators.AroonOscillator
• ArParameters : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage
• ArResidualError : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage
• Aruba : QuantConnect.Country
• AsEnumerable() : QuantConnect.Util.ExpressionBuilder
• AsEnumerable< T >() : QuantConnect.Util.LinqExtensions
• ASI() : QuantConnect.Algorithm.QCAlgorithm
• AsIndicator() : QuantConnect.Indicators.MovingAverageTypeExtensions
• Ask : QuantConnect.Data.Market.QuoteBar
• AskClose : QuantConnect.Field
• AskHigh : QuantConnect.Field
• AskLow : QuantConnect.Field
• AskOpen : QuantConnect.Field
• AskPrice : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.OptionContract , QuantConnect.Data.Market.Tick , QuantConnect.Field , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Orders.OrderSubmissionData , QuantConnect.Securities.Option.Option , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityCache
• Asks : QuantConnect.Brokerages.DefaultOrderBook
• AskSize : QuantConnect.Data.Market.FuturesContract , QuantConnect.Data.Market.OptionContract , QuantConnect.Data.Market.Tick , QuantConnect.Interfaces.ISecurityPrice , QuantConnect.Securities.Security , QuantConnect.Securities.SecurityCache
• AsReadOnly() : QuantConnect.Util.Ref< T >
• AssertConfiguration() : QuantConnect.Interfaces.IDataPermissionManager , QuantConnect.Lean.Engine.DataFeeds.DataPermissionManager
• AssetAllocations() : QuantConnect.Report.Metrics
• AssetClassification() : QuantConnect.Data.Fundamental.AssetClassification , QuantConnect.Data.Fundamental.FineFundamental
• AssetImpairmentCharge : QuantConnect.Data.Fundamental.CashFlowStatement
• AssetImpairmentChargeCashFlowStatement() : QuantConnect.Data.Fundamental.AssetImpairmentChargeCashFlowStatement
• AssetManagement() : QuantConnect.Algorithm.ConstituentUniverseDefinitions , QuantConnect.Data.Fundamental.MorningstarIndustryCode
• Assets : QuantConnect.Api.Node
• AssetsHeldForSale : QuantConnect.Data.Fundamental.BalanceSheet
• AssetsHeldForSaleBalanceSheet() : QuantConnect.Data.Fundamental.AssetsHeldForSaleBalanceSheet
• AssetsHeldForSaleCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• AssetsHeldForSaleCurrentBalanceSheet() : QuantConnect.Data.Fundamental.AssetsHeldForSaleCurrentBalanceSheet
• AssetsHeldForSaleNonCurrent : QuantConnect.Data.Fundamental.BalanceSheet
• AssetsHeldForSaleNonCurrentBalanceSheet() : QuantConnect.Data.Fundamental.AssetsHeldForSaleNonCurrentBalanceSheet
• AssetsOfDiscontinuedOperations : QuantConnect.Data.Fundamental.BalanceSheet
• AssetsOfDiscontinuedOperationsBalanceSheet() : QuantConnect.Data.Fundamental.AssetsOfDiscontinuedOperationsBalanceSheet
• AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotal : QuantConnect.Data.Fundamental.BalanceSheet
• AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceSheet() : QuantConnect.Data.Fundamental.AssetsPledgedasCollateralSubjecttoSaleorRepledgingTotalBalanceSheet
• AssetsSalesVolumeKey : QuantConnect.Lean.Engine.Results.BaseResultsHandler
• AssetsTurnover() : QuantConnect.Data.Fundamental.AssetsTurnover , QuantConnect.Data.Fundamental.OperationRatios
• Asynchronous : QuantConnect.Data.UniverseSelection.ContinuousContractUniverse , QuantConnect.Data.UniverseSelection.FuturesChainUniverse , QuantConnect.Data.UniverseSelection.OptionChainUniverse , QuantConnect.Data.UniverseSelection.Universe , QuantConnect.Data.UniverseSelection.UniverseSettings , QuantConnect.Securities.EmptyContractFilter , QuantConnect.Securities.FuncSecurityDerivativeFilter< T > , QuantConnect.Securities.IDerivativeSecurityFilter< T >
• At() : QuantConnect.Scheduling.IFluentSchedulingTimeSpecifier , QuantConnect.Scheduling.TimeRules
• Athens : QuantConnect.TimeZones
• ATR() : QuantConnect.Algorithm.QCAlgorithm
• AttemptedToAccessMethodThatDoesNotExist() : QuantConnect.Messages.NoMethodMatchPythonExceptionInterpreter
• AttributeNotImplemented() : QuantConnect.Messages.PythonCommon
• Auckland : QuantConnect.TimeZones
• AUD : QuantConnect.Securities.Futures.Currencies
• AUDCAD : QuantConnect.Securities.Futures.Currencies
• Auditor : QuantConnect.Data.Fundamental.CompanyReference
• AuditorLanguageCode : QuantConnect.Data.Fundamental.CompanyReference
• AuditorReportStatus() : QuantConnect.Data.Fundamental.AuditorReportStatus , QuantConnect.Data.Fundamental.FinancialStatements
• AUDJPY : QuantConnect.Securities.Futures.Currencies
• AUDNZD : QuantConnect.Securities.Futures.Currencies
• AugenPriceSpike() : QuantConnect.Indicators.AugenPriceSpike
• Australia : QuantConnect.Country
• Austria : QuantConnect.Country
• AuthCode : QuantConnect.Data.Custom.Tiingo.Tiingo
• AutoAndTruckDealerships : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• AutoManufacturers : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• AutomatedExecutionOrderPrivate : QuantConnect.Orders.FixOrderProperites
• AutomatedExecutionOrderPublic : QuantConnect.Orders.FixOrderProperites
• AutomaticIndicatorWarmUp : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
• AutomaticPositionSides : QuantConnect.Orders.TerminalLinkOrderProperties
• AutomaticRedeploy : QuantConnect.Api.LiveAlgorithmApiSettingsWrapper
• AutoParts : QuantConnect.Data.Fundamental.MorningstarIndustryCode
• AutoRegressiveIntegratedMovingAverage() : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage
• AutoSelectNode : QuantConnect.Api.ProjectNodesResponse
• AuxiliaryDataEnumerator() : QuantConnect.Lean.Engine.DataFeeds.Enumerators.AuxiliaryDataEnumerator
• AuxiliaryDataKey() : QuantConnect.Data.Auxiliary.AuxiliaryDataKey
• AvailableData : QuantConnect.Api.DataList
• AvailableDataTypes : QuantConnect.Data.SubscriptionManager , QuantConnect.Interfaces.ISubscriptionDataConfigService , QuantConnect.Lean.Engine.DataFeeds.DataManager
• AvailableForSaleSecurities : QuantConnect.Data.Fundamental.BalanceSheet
• AvailableForSaleSecuritiesBalanceSheet() : QuantConnect.Data.Fundamental.AvailableForSaleSecuritiesBalanceSheet
• AvailableTokens : QuantConnect.Util.RateLimit.ITokenBucket , QuantConnect.Util.RateLimit.LeakyBucket
• Average : QuantConnect.Field
• AverageDilutionEarnings : QuantConnect.Data.Fundamental.IncomeStatement
• AverageDilutionEarningsIncomeStatement() : QuantConnect.Data.Fundamental.AverageDilutionEarningsIncomeStatement
• AverageDirectionalIndex() : QuantConnect.Indicators.AverageDirectionalIndex
• AverageDirectionalMovementIndexRating() : QuantConnect.Indicators.AverageDirectionalMovementIndexRating
• AverageEmployeeNumber : QuantConnect.Data.Fundamental.CompanyProfile
• AverageEndTradeDrawdown : QuantConnect.Statistics.TradeStatistics
• AverageFillPrice : QuantConnect.Orders.OrderTicket
• AverageGain : QuantConnect.Indicators.RelativeStrengthIndex
• AverageLosingTradeDuration : QuantConnect.Statistics.TradeStatistics
• AverageLoss : QuantConnect.Indicators.RelativeStrengthIndex , QuantConnect.Statistics.PerformanceMetrics , QuantConnect.Statistics.TradeStatistics
• AverageLossRate : QuantConnect.Statistics.PortfolioStatistics
• AverageMAE : QuantConnect.Statistics.TradeStatistics
• AverageMFE : QuantConnect.Statistics.TradeStatistics
• AveragePeriod : QuantConnect.Indicators.CandlestickPatterns.CandleSetting
• AveragePrice : QuantConnect.Holding , QuantConnect.Securities.SecurityHolding
• AverageProfit : QuantConnect.Statistics.TradeStatistics
• AverageProfitLoss : QuantConnect.Statistics.TradeStatistics
• AverageRange() : QuantConnect.Indicators.AverageRange
• AverageTradeDuration : QuantConnect.Statistics.TradeStatistics
• AverageTrueRange() : QuantConnect.Indicators.AverageTrueRange , QuantConnect.Indicators.KeltnerChannels
• AverageWin : QuantConnect.Statistics.PerformanceMetrics
• AverageWinningTradeDuration : QuantConnect.Statistics.TradeStatistics
• AverageWinRate : QuantConnect.Statistics.PortfolioStatistics
• AVG5YrsROIC() : QuantConnect.Data.Fundamental.AVG5YrsROIC , QuantConnect.Data.Fundamental.OperationRatios
• AwesomeOscillator() : QuantConnect.Indicators.AwesomeOscillator
• AxosClearingBrokerageModel() : QuantConnect.Brokerages.AxosClearingBrokerageModel
• AxosFeeModel() : QuantConnect.Orders.Fees.AxosFeeModel
• Azerbaijan : QuantConnect.Country