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Implements new indicator IBS - Internal Bar Strength #8151

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femtotrader
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@femtotrader femtotrader commented Jul 5, 2024

Description

Implement new indicator - IBS

Related Issue

Closes #8124

Motivation and Context

The InternalBarStrenght indicator is a measure of the relative position of a period's closing price to the same period's high and low.

Requires Documentation Change

Doc for this indicator should be created but some docstring are written

How Has This Been Tested?

comparison with talipp computation of IBS() of SPY candle data using generate_reference_data_from_talipp.py

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@femtotrader femtotrader changed the title Implement new indicator IBS Implement new indicator IBS - Interal Bar Strength) Jul 6, 2024
@femtotrader femtotrader changed the title Implement new indicator IBS - Interal Bar Strength) Implement new indicator IBS - Internal Bar Strength Jul 6, 2024
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@Martin-Molinero Martin-Molinero left a comment

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Nice! Thank you,
Leaving some minor requests, needs a rebase from master too sorry 👍

Indicators/InternalBarStrength.cs Outdated Show resolved Hide resolved
Indicators/InternalBarStrength.cs Outdated Show resolved Hide resolved
@femtotrader femtotrader changed the title Implement new indicator IBS - Internal Bar Strength Implements new indicator IBS - Internal Bar Strength Jul 11, 2024
@Martin-Molinero Martin-Molinero merged commit 8136a73 into QuantConnect:master Jul 11, 2024
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@femtotrader femtotrader deleted the feature-8124-new_indic_InternalBarStrenght branch July 13, 2024 08:45
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Implement Internal Bar Strenght
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