- v -

• V() : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Securities.OptionFilterUniverse
• ValidateAndComputeNextValue() : QuantConnect.Indicators.AdvanceDeclineIndicator , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.CompositeIndicator , QuantConnect.Indicators.IndicatorBase< T > , QuantConnect.Indicators.IntradayVwap
• ValidateImplementationOf< TInterface >() : QuantConnect.Python.PythonWrapper
• ValidateZip() : QuantConnect.Compression
• ValuationRatios() : QuantConnect.Data.Fundamental.ValuationRatios
• ValueAtRisk() : QuantConnect.Indicators.ValueAtRisk
• ValueIsNotParseable() : QuantConnect.Messages.Parse
• values() : QuantConnect.ExtendedDictionary< T > , QuantConnect.Interfaces.IExtendedDictionary< TKey, TValue >
• VAR() : QuantConnect.Algorithm.QCAlgorithm
• VarDump() : QuantConnect.Logging.Log
• VariableIndexDynamicAverage() : QuantConnect.Indicators.VariableIndexDynamicAverage
• Variance() : QuantConnect.Indicators.Variance
• Vega() : QuantConnect.Indicators.Vega , QuantConnect.Securities.OptionFilterUniverse
• VehiclesAndParts() : QuantConnect.Algorithm.ConstituentUniverseDefinitions
• VIDYA() : QuantConnect.Algorithm.QCAlgorithm
• VirutalEnvironmentNotFound() : QuantConnect.Messages.PythonInitializer
• VolatilityETFUniverse() : QuantConnect.Algorithm.Framework.Selection.VolatilityETFUniverse
• VolatilityModelPythonWrapper() : QuantConnect.Python.VolatilityModelPythonWrapper
• VolumeNotReportedForMarketDataType() : QuantConnect.Messages.VolumeShareSlippageModel
• VolumeProfile() : QuantConnect.Indicators.VolumeProfile
• VolumeRenkoBar() : QuantConnect.Data.Market.VolumeRenkoBar
• VolumeRenkoConsolidator() : QuantConnect.Data.Consolidators.VolumeRenkoConsolidator
• VolumeShareSlippageModel() : QuantConnect.Orders.Slippage.VolumeShareSlippageModel
• VolumeWeightedAveragePriceIndicator() : QuantConnect.Indicators.VolumeWeightedAveragePriceIndicator
• VolumeWeightedMovingAverage() : QuantConnect.Indicators.VolumeWeightedMovingAverage
• Vortex() : QuantConnect.Indicators.Vortex
• VP() : QuantConnect.Algorithm.QCAlgorithm
• VTX() : QuantConnect.Algorithm.QCAlgorithm
• VWAP() : QuantConnect.Algorithm.QCAlgorithm
• VWMA() : QuantConnect.Algorithm.QCAlgorithm