- m -

MACD : QuantConnect.Algorithm.Framework.Alphas.MacdAlphaModel.SymbolData
MAE : QuantConnect.Statistics.Trade
Magnitude : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.InsightScore , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight
MaintenanceIntraday : QuantConnect.Securities.Future.MarginRequirementsEntry
MaintenanceOvernight : QuantConnect.Securities.Future.MarginRequirementsEntry
MainUpdateInterval : QuantConnect.Lean.Engine.Results.BaseResultsHandler
MaParameters : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage
MapFile : QuantConnect.Lean.Engine.DataFeeds.Enumerators.DelistingEventProvider , QuantConnect.Lean.Engine.DataFeeds.Enumerators.MappingEventProvider
MapFileProvider : QuantConnect.Data.HistoryProviderInitializeParameters , QuantConnect.Data.LeanDataWriter , QuantConnect.Lean.Engine.LeanEngineAlgorithmHandlers , QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.ResultHandlerInitializeParameters , QuantConnect.Lean.Engine.Setup.SetupHandlerParameters
Mapped : QuantConnect.Securities.Future.Future , QuantConnect.Securities.IContinuousSecurity
MappedSymbol : QuantConnect.Data.Auxiliary.MapFileRow , QuantConnect.Data.SubscriptionDataConfig
MapRows : QuantConnect.ToolBox.RandomDataGenerator.DividendSplitMapGenerator
MaResidualError : QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage
MarginCallModel : QuantConnect.Securities.SecurityPortfolioManager
MarginInterestRateModel : QuantConnect.Securities.Security
MarginInterestRates : QuantConnect.Data.Slice
MarginModel : QuantConnect.Securities.Security
MarginUsed : QuantConnect.Securities.Positions.PositionGroupState
Market : QuantConnect.Commands.AddSecurityCommand , QuantConnect.Commands.LiquidateCommand , QuantConnect.Commands.OrderCommand , QuantConnect.Data.Auxiliary.AuxiliaryDataKey , QuantConnect.Exchange , QuantConnect.Securities.SecurityDatabaseKey , QuantConnect.SecurityIdentifier , QuantConnect.ToolBox.IExchangeInfoDownloader , QuantConnect.Util.LeanDataPathComponents
MarketDuration : QuantConnect.Securities.LocalMarketHours
MarketHoursDatabase : QuantConnect.Algorithm.QCAlgorithm , QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler , QuantConnect.Scheduling.BaseScheduleRules , QuantConnect.ToolBox.RandomDataGenerator.BaseSymbolGenerator
MarketName : QuantConnect.DownloaderDataProvider.Launcher.DataDownloadConfig
MarketOrderFillTimeout : QuantConnect.Securities.SecurityTransactionManager
MarketPrice : QuantConnect.Holding
MarketTicker : QuantConnect.Securities.SymbolProperties
MarketValue : QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.Holding
MaxAbsolutePortfolioTargetPercentage : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
MaxBrokerage : QuantConnect.Orders.Fees.IndiaFeeModel
MaxConsecutiveLosingTrades : QuantConnect.Statistics.TradeStatistics
MaxConsecutiveWinningTrades : QuantConnect.Statistics.TradeStatistics
Maximum : QuantConnect.Indicators.WilliamsPercentR
MaximumChartSeries : QuantConnect.Packets.Controls
MaximumClosedTradeDrawdown : QuantConnect.Statistics.TradeStatistics
MaximumConcurrentBacktests : QuantConnect.Optimizer.OptimizationNodePacket
MaximumCountPerLeg : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
MaximumDataPointsPerChartSeries : QuantConnect.Packets.Controls
MaximumDrawdownDuration : QuantConnect.Statistics.TradeStatistics
MaximumDuration : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
MaximumEndTradeDrawdown : QuantConnect.Statistics.TradeStatistics
MaximumIdleTimeSpan : QuantConnect.Brokerages.DefaultConnectionHandler
MaximumIntraTradeDrawdown : QuantConnect.Statistics.TradeStatistics
MaximumOrderQuantityPercentVolume : QuantConnect.Algorithm.Framework.Execution.VolumeWeightedAveragePriceExecutionModel
MaximumOrderValue : QuantConnect.Algorithm.Framework.Execution.StandardDeviationExecutionModel
MaximumRuntime : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
MaximumRuntimeMinutes : QuantConnect.Packets.Controls
MaximumSecondsForNextReconnectionAttempt : QuantConnect.Brokerages.DefaultConnectionHandler
MaximumSolutionCount : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyMatcherOptions
MaxOrders : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
MaxRuntime : QuantConnect.Optimizer.Strategies.OptimizationStrategySettings
MaxValue : QuantConnect.Optimizer.Parameters.OptimizationStepParameter
McClellanOscillator : QuantConnect.Indicators.McClellanSummationIndex
Md : QuantConnect.Api.Grid
Md5 : QuantConnect.Api.PropertiesObjectStore
Mean : QuantConnect.Indicators.MeanAbsoluteDeviation
Median : QuantConnect.Field
MedianLosingTradeDuration : QuantConnect.Statistics.TradeStatistics
MedianTradeDuration : QuantConnect.Statistics.TradeStatistics
MedianWinningTradeDuration : QuantConnect.Statistics.TradeStatistics
MediumAverage : QuantConnect.Indicators.RelativeMovingAverage
Members : QuantConnect.Data.UniverseSelection.Universe
Memory : QuantConnect.Api.SKU
MEMX : QuantConnect.Exchange
Message : QuantConnect.Api.LiveAlgorithmResults , QuantConnect.Brokerages.BrokerageMessageEvent , QuantConnect.Brokerages.CrossZero.CrossZeroOrderResponse , QuantConnect.Brokerages.WebSocketClientWrapper.TextMessage , QuantConnect.Brokerages.WebSocketError , QuantConnect.DownloadFailedEventArgs , QuantConnect.InvalidConfigurationDetectedEventArgs , QuantConnect.Logging.LogEntry , QuantConnect.Notifications.NotificationEmail , QuantConnect.Notifications.NotificationSms , QuantConnect.Notifications.NotificationTelegram , QuantConnect.NumericalPrecisionLimitedEventArgs , QuantConnect.Orders.OrderEvent , QuantConnect.Orders.Serialization.SerializedOrderEvent , QuantConnect.Packets.AlgorithmStatusPacket , QuantConnect.Packets.DebugPacket , QuantConnect.Packets.ErrorHistoryResult , QuantConnect.Packets.HandledErrorPacket , QuantConnect.Packets.LogPacket , QuantConnect.Packets.RuntimeErrorPacket , QuantConnect.ReaderErrorDetectedEventArgs , QuantConnect.StartDateLimitedEventArgs
Messages : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.IResultHandler , QuantConnect.Notifications.NotificationManager
MessageType : QuantConnect.Brokerages.WebSocketClientWrapper.MessageData , QuantConnect.Logging.LogEntry
MessagingHandler : QuantConnect.Lean.Engine.Results.BaseResultsHandler , QuantConnect.Lean.Engine.Results.ResultHandlerInitializeParameters
MFE : QuantConnect.Statistics.Trade
MIAX : QuantConnect.Exchange
MIAX_EMERALD : QuantConnect.Exchange
MIAX_PEARL : QuantConnect.Exchange
MIAX_SAPPHIRE : QuantConnect.Exchange
MiddleBand : QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.KeltnerChannels
Mime : QuantConnect.Api.BasicObjectStore
MinAbsolutePortfolioTargetPercentage : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings
Minimum : QuantConnect.Indicators.WilliamsPercentR
MinimumOrderMarginPercentageWarningSent : QuantConnect.Algorithm.Framework.Portfolio.PortfolioTarget
MinimumOrderMarginPortfolioPercentage : QuantConnect.AlgorithmSettings , QuantConnect.Interfaces.IAlgorithmSettings , QuantConnect.Securities.GetMaximumOrderQuantityForDeltaBuyingPowerParameters , QuantConnect.Securities.GetMaximumOrderQuantityForTargetBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForDeltaBuyingPowerParameters , QuantConnect.Securities.Positions.GetMaximumLotsForTargetBuyingPowerParameters
MinimumOrderQuantity : QuantConnect.Securities.SecurityTransactionManager
MinimumOrderSize : QuantConnect.Securities.SecurityTransactionManager , QuantConnect.Securities.SymbolProperties
MinimumPriceVariation : QuantConnect.Securities.Cfd.Cfd , QuantConnect.Securities.Option.OptionSymbolProperties , QuantConnect.Securities.SymbolProperties
MinimumSecondsForNextReconnectionAttempt : QuantConnect.Brokerages.DefaultConnectionHandler
MinimumTimeInUniverse : QuantConnect.Data.UniverseSelection.UniverseSettings
MinStep : QuantConnect.Optimizer.Parameters.OptimizationStepParameter
MinusVortex : QuantConnect.Indicators.Vortex
MinuteLimit : QuantConnect.Packets.Controls
Minutes : QuantConnect.Api.ResearchGuide
MinValue : QuantConnect.Optimizer.Parameters.OptimizationStepParameter
Modified : QuantConnect.Api.BasicObjectStore , QuantConnect.Api.Project
Monday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
Month : QuantConnect.Securities.FutureOption.Api.CMEOptionExpirationEntry
Monthly : QuantConnect.Api.NodePrices , QuantConnect.Data.Consolidators.Calendar
MostRecentlyRemoved : QuantConnect.Indicators.IReadOnlyWindow< out out T > , QuantConnect.Indicators.RollingWindow< T >
MovingAverageType : QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.CommodityChannelIndex , QuantConnect.Indicators.RelativeStrengthIndex
Multiplier : QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyDefinitionMatch , QuantConnect.Securities.Option.StrategyMatcher.OptionStrategyLegDefinitionMatch