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• Hammer() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Hammer
• HandleData() : QuantConnect.Lean.Engine.DataFeeds.BaseDataExchange.EnumeratorHandler
• HandleDelisting() : QuantConnect.Lean.Engine.DataFeeds.UniverseSelection
• HandledErrorPacket() : QuantConnect.Packets.HandledErrorPacket
• HandleDividends() : QuantConnect.Lean.Engine.AlgorithmManager
• HandleMessage() : QuantConnect.Brokerages.DefaultBrokerageMessageHandler , QuantConnect.Brokerages.DowngradeErrorCodeToWarningBrokerageMessageHandler , QuantConnect.Brokerages.IBrokerageMessageHandler , QuantConnect.Python.BrokerageMessageHandlerPythonWrapper
• HandleNewMessage() : QuantConnect.Brokerages.BrokerageConcurrentMessageHandler< T >
• HandleOrder() : QuantConnect.Brokerages.DefaultBrokerageMessageHandler , QuantConnect.Brokerages.DowngradeErrorCodeToWarningBrokerageMessageHandler , QuantConnect.Brokerages.IBrokerageMessageHandler , QuantConnect.Python.BrokerageMessageHandlerPythonWrapper
• HandleOrderRequest() : QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler
• HandleSplits() : QuantConnect.Lean.Engine.AlgorithmManager
• HangingMan() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.HangingMan
• Harami() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Harami
• HaramiCross() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.HaramiCross
• HardAsset() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Hardware() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• HasActiveInsights() : QuantConnect.Algorithm.Framework.Alphas.InsightCollection
• HasAttr() : QuantConnect.Python.BasePythonWrapper< TInterface >
• HasCanonical() : QuantConnect.Symbol
• HasData() : QuantConnect.Data.Auxiliary.MapFile , QuantConnect.Securities.SecurityCache
• HasData< T >() : QuantConnect.Securities.DynamicSecurityData
• HasDividendEventOnNextTradingDay() : QuantConnect.Data.Auxiliary.CorporateFactorProvider
• Hash() : QuantConnect.Api.Authentication
• HasOpenPosition() : QuantConnect.Interfaces.ITradeBuilder , QuantConnect.Statistics.TradeBuilder
• HasOptions() : QuantConnect.Extensions
• HasPassedTest() : QuantConnect.Algorithm.Framework.Alphas.BasePairsTradingAlphaModel , QuantConnect.Algorithm.Framework.Alphas.PearsonCorrelationPairsTradingAlphaModel
• HasPeriodValue() : QuantConnect.Data.Fundamental.MultiPeriodField< T >
• HasPosition() : QuantConnect.Securities.Option.StrategyMatcher.OptionPositionCollection
• HasProperty() : QuantConnect.Data.DynamicData , QuantConnect.Securities.DynamicSecurityData
• HasSplitEventOnNextTradingDay() : QuantConnect.Data.Auxiliary.CorporateFactorProvider
• HasSufficientBuyingPowerForOrder() : QuantConnect.Python.BuyingPowerModelPythonWrapper , QuantConnect.Securities.BuyingPowerModel , QuantConnect.Securities.BuyingPowerModelExtensions , QuantConnect.Securities.CashBuyingPowerModel , QuantConnect.Securities.IBuyingPowerModel , QuantConnect.Securities.NullBuyingPowerModel , QuantConnect.Securities.Positions.IPositionGroupBuyingPowerModel , QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel , QuantConnect.Securities.Positions.PositionGroupBuyingPowerModelExtensions , QuantConnect.Securities.Positions.SecurityPositionGroupBuyingPowerModel , QuantConnect.Securities.SecurityPortfolioManager
• HasSufficientBuyingPowerForOrderParameters() : QuantConnect.Securities.HasSufficientBuyingPowerForOrderParameters
• HasSufficientBuyingPowerForOrderResult() : QuantConnect.Securities.HasSufficientBuyingPowerForOrderResult
• HasSufficientPositionGroupBuyingPowerForOrderParameters() : QuantConnect.Securities.Positions.HasSufficientPositionGroupBuyingPowerForOrderParameters
• HasUnderlyingSymbol() : QuantConnect.Symbol
• HasValues() : QuantConnect.Data.Fundamental.MultiPeriodField< T >
• HE() : QuantConnect.Algorithm.QCAlgorithm
• HealthcarePlans() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• HealthcareProvidersAndServices() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• HedgingAssetsCurrentBalanceSheet() : QuantConnect.Data.Fundamental.HedgingAssetsCurrentBalanceSheet
• HeikinAshi() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Indicators.HeikinAshi
• HeldToMaturitySecuritiesBalanceSheet() : QuantConnect.Data.Fundamental.HeldToMaturitySecuritiesBalanceSheet
• HighWaveCandle() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.HighWaveCandle
• HighYield() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• Hikkake() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.Hikkake
• HikkakeModified() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.HikkakeModified
• HilbertTransform() : HilbertTransform
• HistoricalReturnsAlphaModel() : QuantConnect.Algorithm.Framework.Alphas.HistoricalReturnsAlphaModel
• History() : QuantConnect.Algorithm.QCAlgorithm
• History< T >() : QuantConnect.Algorithm.QCAlgorithm
• HistoryPacket() : QuantConnect.Packets.HistoryPacket
• HistoryProviderInitializeParameters() : QuantConnect.Data.HistoryProviderInitializeParameters
• HistoryRequest() : QuantConnect.Data.HistoryRequest
• HistoryRequestFactory() : QuantConnect.Data.HistoryRequestFactory
• HistoryResult() : QuantConnect.Packets.HistoryResult
• HMA() : QuantConnect.Algorithm.QCAlgorithm
• Holding() : QuantConnect.Holding
• HomebuildingAndConstruction() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• HomingPigeon() : QuantConnect.Algorithm.CandlestickPatterns , QuantConnect.Indicators.CandlestickPatterns.HomingPigeon
• HongKongFutureFeesUnexpectedQuoteCurrency() : QuantConnect.Messages.InteractiveBrokersFeeModel
• HT() : QuantConnect.Algorithm.QCAlgorithm
• HullMovingAverage() : QuantConnect.Indicators.HullMovingAverage
• HurstExponent() : QuantConnect.Indicators.HurstExponent