- w -

• WaitHandle : QuantConnect.Interfaces.IBusyCollection< T > , QuantConnect.Util.BusyBlockingCollection< T >
• WarmedUp : QuantConnect.ToolBox.RandomDataGenerator.IPriceGenerator
• WarmUpPeriod : QuantConnect.Indicators.AccelerationBands , QuantConnect.Indicators.Alpha , QuantConnect.Indicators.AroonOscillator , QuantConnect.Indicators.AugenPriceSpike , QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage , QuantConnect.Indicators.AverageTrueRange , QuantConnect.Indicators.AwesomeOscillator , QuantConnect.Indicators.BollingerBands , QuantConnect.Indicators.ChaikinMoneyFlow , QuantConnect.Indicators.ChandeKrollStop , QuantConnect.Indicators.ChoppinessIndex , QuantConnect.Indicators.CommodityChannelIndex , QuantConnect.Indicators.ConnorsRelativeStrengthIndex , QuantConnect.Indicators.CoppockCurve , QuantConnect.Indicators.DeMarkerIndicator , QuantConnect.Indicators.DerivativeOscillator , QuantConnect.Indicators.DetrendedPriceOscillator , QuantConnect.Indicators.DonchianChannel , QuantConnect.Indicators.DualSymbolIndicator< T > , QuantConnect.Indicators.FisherTransform , QuantConnect.Indicators.ForceIndex , QuantConnect.Indicators.HullMovingAverage , QuantConnect.Indicators.HurstExponent , QuantConnect.Indicators.IchimokuKinkoHyo , QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider , QuantConnect.Indicators.KeltnerChannels , QuantConnect.Indicators.MarketProfile , QuantConnect.Indicators.MassIndex , QuantConnect.Indicators.MomersionIndicator , QuantConnect.Indicators.MoneyFlowIndex , QuantConnect.Indicators.MovingAverageConvergenceDivergence , QuantConnect.Indicators.OptionIndicatorBase , QuantConnect.Indicators.PivotPointsHighLow , QuantConnect.Indicators.PremierStochasticOscillator , QuantConnect.Indicators.PythonIndicator , QuantConnect.Indicators.RegressionChannel , QuantConnect.Indicators.RelativeStrengthIndex , QuantConnect.Indicators.RelativeVigorIndex , QuantConnect.Indicators.RelativeVigorIndexSignal , QuantConnect.Indicators.SchaffTrendCycle , QuantConnect.Indicators.SharpeRatio , QuantConnect.Indicators.SmoothedOnBalanceVolume , QuantConnect.Indicators.SqueezeMomentum , QuantConnect.Indicators.Stochastic , QuantConnect.Indicators.StochasticRelativeStrengthIndex , QuantConnect.Indicators.TimeSeriesIndicator , QuantConnect.Indicators.TrueStrengthIndex , QuantConnect.Indicators.ValueAtRisk , QuantConnect.Indicators.VolumeWeightedMovingAverage , QuantConnect.Indicators.WilliamsPercentR
• WarmupResolution : QuantConnect.AlgorithmSettings
• WarmUpResolution : QuantConnect.AlgorithmSettings
• WarmupResolution : QuantConnect.Interfaces.IAlgorithmSettings
• WasClean : QuantConnect.Brokerages.WebSocketCloseData
• WebSocket : QuantConnect.Brokerages.BaseWebsocketsBrokerage , QuantConnect.Brokerages.BrokerageMultiWebSocketEntry , QuantConnect.Brokerages.WebSocketMessage
• Wednesday : QuantConnect.Util.MarketHoursDatabaseJsonConverter.MarketHoursDatabaseEntryJson
• Weekend : QuantConnect.TradingDay
• Weekly : QuantConnect.Data.Consolidators.Calendar , QuantConnect.Securities.FutureOption.Api.CMEOptionsTradeDatesAndExpiration
• Weight : QuantConnect.Algorithm.Framework.Alphas.Insight , QuantConnect.Algorithm.Framework.Alphas.Serialization.SerializedInsight , QuantConnect.Data.UniverseSelection.ETFConstituentUniverse , QuantConnect.DocumentationAttribute , QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkItem
• Weighted : QuantConnect.Field
• Width : QuantConnect.Api.GridChart
• WinCount : QuantConnect.Securities.SecurityTransactionManager
• Window : QuantConnect.Indicators.IndicatorBase< T >
• WinLossRatio : QuantConnect.Statistics.TradeStatistics
• WinningTransactions : QuantConnect.Securities.SecurityTransactionManager
• WinRate : QuantConnect.Api.BacktestSummary , QuantConnect.Statistics.PortfolioStatistics , QuantConnect.Statistics.TradeStatistics
• Work : QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkItem
• WorkerThread : QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler , QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler , QuantConnect.Lean.Engine.Setup.ISetupHandler
• WorkingData : QuantConnect.Data.Consolidators.BaseTimelessConsolidator< T > , QuantConnect.Data.Consolidators.DataConsolidator< TInput > , QuantConnect.Data.Consolidators.IDataConsolidator , QuantConnect.Data.Consolidators.IdentityDataConsolidator< T > , QuantConnect.Data.Consolidators.SequentialConsolidator , QuantConnect.Python.DataConsolidatorPythonWrapper