NDay Breakout (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
NDay Breakout (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
ADX Trend (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
ADX Trend (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Parabolic SAR Trend (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Parabolic SAR Trend (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Donchian Channel (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Donchian Channel (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Tripple MA (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Tripple MA (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Keltner Channel Breakout (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Keltner Channel Breakout (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Hull MA Trend (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Hull MA Trend (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
MACD Trend (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
MACD Trend (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Super Trend (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Super Trend (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Ichimoku Kumo Breakout (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Ichimoku Kumo Breakout (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Heikin Ashi Consecutive (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Heikin Ashi Consecutive (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
TradingView Supertrend Flip (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
TradingView Supertrend Flip (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Gann Swing Breakout (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Gann Swing Breakout (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
RSI Divergence (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
RSI Divergence (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
ROC Impulce (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
ROC Impulce (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Bollinger Squeeze (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Bollinger Squeeze (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Elder Impulse (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Elder Impulse (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Stochastic RSI Cross (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Stochastic RSI Cross (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
ZScore (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
ZScore (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
ATR Reversion (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
ATR Reversion (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
MACD Zero Cross (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
MACD Zero Cross (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Low Volatility Reversion (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Low Volatility Reversion (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
ATR Expansion Breakout (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
ATR Expansion Breakout (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
VIX Trigger (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
VIX Trigger (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Bollinger Band Width Breakout (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Bollinger Band Width Breakout (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Historical Volatility Breakout (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Historical Volatility Breakout (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
ATR Trailing Stops (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
ATR Trailing Stops (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Volatility Adjusted Moving Average (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Volatility Adjusted Moving Average (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Implied Volatility Spike (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Implied Volatility Spike (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Volatility Contraction Pattern (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Volatility Contraction Pattern (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
ATR Range Breakout (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
ATR Range Breakout (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Choppiness Index Breakout (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Choppiness Index Breakout (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Volume Spike Trend (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Volume Spike Trend (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
OBV Breakout (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
OBV Breakout (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
VWAP Breakout (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
VWAP Breakout (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
VWMA Cross (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
VWMA Cross (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Accumulation/Distribution Trend (C#) (v5.0.2): Move reset logic to OnReseted in initial strategies
Accumulation/Distribution Trend (Python) (v5.0.1): Move reset logic to OnReseted in initial strategies
Volume Weighted Price Breakout (C#) (v5.0.2): style: align C# strategies with tabs
Volume Weighted Price Breakout (Python) (v5.0.1): style: align C# strategies with tabs
Volume Divergence (C#) (v5.0.2): style: align C# strategies with tabs
Volume Divergence (Python) (v5.0.1): style: align C# strategies with tabs
Volume MA Cross (C#) (v5.0.2): style: align C# strategies with tabs
Volume MA Cross (Python) (v5.0.1): style: align C# strategies with tabs
Cumulative Delta Breakout (C#) (v5.0.2): style: align C# strategies with tabs
Cumulative Delta Breakout (Python) (v5.0.1): style: align C# strategies with tabs
Volume Surge (C#) (v5.0.2): style: align C# strategies with tabs
Volume Surge (Python) (v5.0.1): style: align C# strategies with tabs
Double Bottom Pattern (C#) (v5.0.2): style: align C# strategies with tabs
Double Bottom Pattern (Python) (v5.0.1): style: align C# strategies with tabs
Double Top Pattern (C#) (v5.0.2): style: align C# strategies with tabs
Double Top Pattern (Python) (v5.0.1): style: align C# strategies with tabs
RSI Overbought/Oversold (C#) (v5.0.2): style: align C# strategies with tabs
RSI Overbought/Oversold (Python) (v5.0.1): style: align C# strategies with tabs
Hammer Candle Reversal (C#) (v5.0.2): style: align C# strategies with tabs
Hammer Candle Reversal (Python) (v5.0.1): style: align C# strategies with tabs
Shooting Star Pattern (C#) (v5.0.2): style: align C# strategies with tabs
Shooting Star Pattern (Python) (v5.0.1): style: align C# strategies with tabs
MACD Divergence (C#) (v5.0.2): refactor: move state reset to OnReseted
MACD Divergence (Python) (v5.0.1): refactor: move state reset to OnReseted
Bullish Engulfing Pattern Strategy (C#) (v5.0.2): refactor: move state reset to OnReseted
Bullish Engulfing Pattern Strategy (Python) (v5.0.1): refactor: move state reset to OnReseted
Bearish Engulfing Pattern Strategy (C#) (v5.0.2): refactor: move state reset to OnReseted
Bearish Engulfing Pattern Strategy (Python) (v5.0.1): refactor: move state reset to OnReseted
Three-Bar Reversal Up Strategy (C#) (v5.0.2): refactor: move state reset to OnReseted
Three-Bar Reversal Up Strategy (Python) (v5.0.1): refactor: move state reset to OnReseted
Three-Bar Reversal Down Strategy (C#) (v5.0.2): refactor: move state reset to OnReseted
Three-Bar Reversal Down Strategy (Python) (v5.0.1): refactor: move state reset to OnReseted
CCI Divergence Strategy (C#) (v5.0.2): refactor: move state reset to OnReseted
CCI Divergence Strategy (Python) (v5.0.1): refactor: move state reset to OnReseted
Morning Star Pattern Strategy (C#) (v5.0.2): refactor: move state reset to OnReseted
Morning Star Pattern Strategy (Python) (v5.0.1): refactor: move state reset to OnReseted
Evening Star Pattern Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 71-80
Evening Star Pattern Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 71-80
Doji Reversal Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 71-80
Doji Reversal Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 71-80
Keltner Channel Reversal Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 71-80
Keltner Channel Reversal Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 71-80
Williams %R Divergence Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 71-80
Williams %R Divergence Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 71-80
OBV Divergence Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 71-80
OBV Divergence Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 71-80
Fibonacci Retracement Reversal Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 71-80
Fibonacci Retracement Reversal Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 71-80
Inside Bar Breakout Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 71-80
Inside Bar Breakout Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 71-80
Outside Bar Reversal Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 71-80
Outside Bar Reversal Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 71-80
Trendline Bounce Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 71-80
Trendline Bounce Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 71-80
Pivot Point Reversal Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 71-80
Pivot Point Reversal Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 71-80
VWAP Bounce Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 81-90
VWAP Bounce Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 81-90
Volume Exhaustion Strategy (C#) (v5.0.2): fixes Move state reset to OnReseted for strategies 81-90
Volume Exhaustion Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 81-90
ADX Weakening Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 81-90
ADX Weakening Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 81-90
ATR Exhaustion Strategy (C#) (v5.0.2): fixes Move state reset to OnReseted for strategies 81-90
ATR Exhaustion Strategy (Python) (v5.0.1): fixes Move state reset to OnReseted for strategies 81-90
Ichimoku Tenkan/Kijun Cross Strategy (C#) (v5.0.2): fixes Move state reset to OnReseted for strategies 81-90
Ichimoku Tenkan/Kijun Cross Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 81-90
Heikin-Ashi Reversal Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 81-90
Heikin-Ashi Reversal Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 81-90
Parabolic SAR Reversal Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 81-90
Parabolic SAR Reversal Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 81-90
Supertrend Reversal Strategy (C#) (v5.0.2): fixes Move state reset to OnReseted for strategies 81-90
Supertrend Reversal Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 81-90
Hull MA Reversal Strategy (C#) (v5.0.2): fixes Move state reset to OnReseted for strategies 81-90
Hull MA Reversal Strategy (Python) (v5.0.1): fixes Move state reset to OnReseted for strategies 81-90
Donchian Channel Reversal Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 81-90
Donchian Channel Reversal Strategy (Python) (v5.0.1): fixes Move state reset to OnReseted for strategies 81-90
MACD Histogram Reversal Strategy (C#) (v5.0.2): Shift strategy indentation left by one tab
MACD Histogram Reversal Strategy (Python) (v5.0.1): Shift strategy indentation left by one tab
RSI Hook Reversal Strategy (C#) (v5.0.2): Shift strategy indentation left by one tab
RSI Hook Reversal Strategy (Python) (v5.0.1): Shift strategy indentation left by one tab
Stochastic Hook Reversal Strategy (C#) (v5.0.2): Shift strategy indentation left by one tab
Stochastic Hook Reversal Strategy (Python) (v5.0.1): Shift strategy indentation left by one tab
CCI Hook Reversal Strategy (C#) (v5.0.2): Shift strategy indentation left by one tab
CCI Hook Reversal Strategy (Python) (v5.0.1): Shift strategy indentation left by one tab
Williams %R Hook Reversal Strategy (C#) (v5.0.2): Shift strategy indentation left by one tab
Williams %R Hook Reversal Strategy (Python) (v5.0.1): Shift strategy indentation left by one tab
Three White Soldiers Strategy (C#) (v5.0.2): Shift strategy indentation left by one tab
Three White Soldiers Strategy (Python) (v5.0.1): Shift strategy indentation left by one tab
Three Black Crows Strategy (C#) (v5.0.2): Shift strategy indentation left by one tab
Three Black Crows Strategy (Python) (v5.0.1): Shift strategy indentation left by one tab
Gap Fill Reversal Strategy (C#) (v5.0.2): Shift strategy indentation left by one tab
Gap Fill Reversal Strategy (Python) (v5.0.1): Shift strategy indentation left by one tab
Tweezer Bottom Strategy (C#) (v5.0.2): Shift strategy indentation left by one tab
Tweezer Bottom Strategy (Python) (v5.0.1): Shift strategy indentation left by one tab
Tweezer Top Strategy (C#) (v5.0.2): Shift strategy indentation left by one tab
Tweezer Top Strategy (Python) (v5.0.1): Shift strategy indentation left by one tab
Bullish Harami Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Bullish Harami Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
Bearish Harami Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Bearish Harami Strategy (Python) (v5.0.1): fixes Add reset handlers for overlooked strategies
Dark Pool Prints Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Dark Pool Prints Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
Rejection Candle Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Rejection Candle Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
False Breakout Trap Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
False Breakout Trap Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
Spring Reversal Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Spring Reversal Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
Upthrust Reversal Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Upthrust Reversal Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
Wyckoff Accumulation Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Wyckoff Accumulation Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
Wyckoff Distribution Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Wyckoff Distribution Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
RSI Failure Swing Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
RSI Failure Swing Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
Stochastic Failure Swing Strategy (C#) (v5.0.2): fixes
CCI Failure Swing Strategy (C#) (v5.0.2): fixes
Bullish Abandoned Baby Strategy (C#) (v5.0.2): fixes
Bearish Abandoned Baby Strategy (C#) (v5.0.2): fixes
Turnaround Tuesday Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Turnaround Tuesday Strategy (Python) (v5.0.1): fixes Add reset handlers for overlooked strategies
Pre-Holiday Strength Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Post-Holiday Weakness Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Open Drive Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Open Drive Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
Midday Reversal Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Midday Reversal Strategy (Python) (v5.0.1): fixes Add reset handlers for overlooked strategies
Overnight Gap Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Overnight Gap Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
Lunch Break Fade Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Lunch Break Fade Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
ATR MACD Strategy (C#) (v5.0.2): fixes
Donchian Volume Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Donchian Volume Strategy (Python) (v5.0.1): Add reset handlers for overlooked strategies
Hull Ma Volume Strategy (C#) (v5.0.2): fixes
Macd Volume Strategy (C#) (v5.0.2): fixes
Bollinger Volume Strategy (C#) (v5.0.2): fixes
Ma Adx Strategy (C#) (v5.0.2): Add reset handlers for overlooked strategies
Ichimoku Volume Strategy (C#) (v5.0.2): style: replace spaces with tabs
Ichimoku Volume Strategy (Python) (v5.0.1): style: replace spaces with tabs
Vwap Volume Strategy (C#) (v5.0.2): style: replace spaces with tabs
Vwap Volume Strategy (Python) (v5.0.1): style: replace spaces with tabs
Donchian Rsi Strategy (C#) (v5.0.2): style: replace spaces with tabs
Donchian Rsi Strategy (Python) (v5.0.1): style: replace spaces with tabs
Keltner Volume Strategy (C#) (v5.0.2): style: replace spaces with tabs
Keltner Volume Strategy (Python) (v5.0.1): style: replace spaces with tabs
Parabolic Sar Stochastic Strategy (C#) (v5.0.2): style: replace spaces with tabs
Parabolic Sar Stochastic Strategy (Python) (v5.0.1): style: replace spaces with tabs
Hull Ma Rsi Strategy (C#) (v5.0.2): style: replace spaces with tabs
Hull Ma Rsi Strategy (Python) (v5.0.1): style: replace spaces with tabs
Adx Volume Strategy (C#) (v5.0.2): fixes style: replace spaces with tabs
Adx Volume Strategy (Python) (v5.0.1): style: replace spaces with tabs
Macd Cci Strategy (C#) (v5.0.2): Use tabs for C# strategy resets
Macd Cci Strategy (Python) (v5.0.1): Use tabs for C# strategy resets
Bollinger Cci Strategy (C#) (v5.0.2): Use tabs for C# strategy resets
Bollinger Cci Strategy (Python) (v5.0.1): Use tabs for C# strategy resets
Rsi Williams R Strategy (C#) (v5.0.2): Use tabs for C# strategy resets
Rsi Williams R Strategy (Python) (v5.0.1): Use tabs for C# strategy resets
Ma Williams R Strategy (C#) (v5.0.2): Use tabs for C# strategy resets
Ma Williams R Strategy (Python) (v5.0.2): Use tabs for C# strategy resets
Vwap Cci Strategy (C#) (v5.0.2): Use tabs for C# strategy resets
Vwap Cci Strategy (Python) (v5.0.1): Use tabs for C# strategy resets
Donchian Stochastic Strategy (C#) (v5.0.2): Use tabs for C# strategy resets
Donchian Stochastic Strategy (Python) (v5.0.1): Use tabs for C# strategy resets
Keltner Rsi Strategy (C#) (v5.0.2): Use tabs for C# strategy resets
Keltner Rsi Strategy (Python) (v5.0.1): Use tabs for C# strategy resets
Hull Ma Stochastic Strategy (C#) (v5.0.2): Use tabs for C# strategy resets
Hull Ma Stochastic Strategy (Python) (v5.0.1): Use tabs for C# strategy resets
Adx Cci Strategy (C#) (v5.0.2): Use tabs for C# strategy resets
Adx Cci Strategy (Python) (v5.0.1): Use tabs for C# strategy resets
Macd Williams R Strategy (C#) (v5.0.2): Use tabs for strategy indentation
Macd Williams R Strategy (Python) (v5.0.1): Use tabs for strategy indentation
Bollinger Williams R Strategy (C#) (v5.0.2): Use tabs for strategy indentation
Bollinger Williams R Strategy (Python) (v5.0.1): Use tabs for strategy indentation
Macd Vwap Strategy (C#) (v5.0.2): Use tabs for strategy indentation
Macd Vwap Strategy (Python) (v5.0.1): Use tabs for strategy indentation
Rsi Supertrend Strategy (C#) (v5.0.2): Use tabs for strategy indentation
Rsi Supertrend Strategy (Python) (v5.0.1): Use tabs for strategy indentation
Adx Bollinger Strategy (C#) (v5.0.2): Use tabs for strategy indentation
Adx Bollinger Strategy (Python) (v5.0.1): Use tabs for strategy indentation
Ichimoku Stochastic Strategy (C#) (v5.0.2): Use tabs for strategy indentation
Ichimoku Stochastic Strategy (Python) (v5.0.1): Use tabs for strategy indentation
Supertrend Stochastic Strategy (C#) (v5.0.2): Refactor resets to OnReseted
Supertrend Stochastic Strategy (Python) (v5.0.1): Refactor resets to OnReseted
Donchian Macd Strategy (C#) (v5.0.2): Refactor resets to OnReseted
Donchian Macd Strategy (Python) (v5.0.1): Refactor resets to OnReseted
Parabolic Sar Volume Strategy (C#) (v5.0.2): Refactor resets to OnReseted
Parabolic Sar Volume Strategy (Python) (v5.0.1): Refactor resets to OnReseted
Vwap Adx Strategy (C#) (v5.0.2): Refactor resets to OnReseted
Vwap Adx Strategy (Python) (v5.0.1): Refactor resets to OnReseted
Supertrend Adx Strategy (C#) (v5.0.2): Move strategy state reset to OnReseted
Supertrend Adx Strategy (Python) (v5.0.1): Move strategy state reset to OnReseted
Keltner Macd Strategy (C#) (v5.0.2): Move strategy state reset to OnReseted
Keltner Macd Strategy (Python) (v5.0.1): Move strategy state reset to OnReseted
Hull Ma Adx Strategy (C#) (v5.0.2): Move strategy state reset to OnReseted
Hull Ma Adx Strategy (Python) (v5.0.1): Move strategy state reset to OnReseted
Vwap Macd Strategy (C#) (v5.0.2): Move strategy state reset to OnReseted
Vwap Macd Strategy (Python) (v5.0.1): Move strategy state reset to OnReseted
Ichimoku Adx Strategy (C#) (v5.0.2): Move strategy state reset to OnReseted
Ichimoku Adx Strategy (Python) (v5.0.1): Move strategy state reset to OnReseted
VWAP Williams R Strategy (C#) (v5.0.2): Fix C# strategy indentation
VWAP Williams R Strategy (Python) (v5.0.1): Fix C# strategy indentation
Donchian CCI Strategy (C#) (v5.0.2): Fix C# strategy indentation
Donchian CCI Strategy (Python) (v5.0.1): Fix C# strategy indentation
Keltner Williams R Strategy (C#) (v5.0.2): Fix C# strategy indentation
Keltner Williams R Strategy (Python) (v5.0.1): Fix C# strategy indentation
Parabolic SAR CCI Strategy (C#) (v5.0.2): Fix C# strategy indentation
Parabolic SAR CCI Strategy (Python) (v5.0.1): Fix C# strategy indentation
Hull MA CCI Strategy (C#) (v5.0.2): Fix C# strategy indentation
Hull MA CCI Strategy (Python) (v5.0.1): Fix C# strategy indentation
MACD Bollinger Strategy (C#) (v5.0.2): Fix C# strategy indentation
MACD Bollinger Strategy (Python) (v5.0.1): Fix C# strategy indentation
RSI Hull MA Strategy (C#) (v5.0.2): Fix C# strategy indentation
RSI Hull MA Strategy (Python) (v5.0.1): Fix C# strategy indentation
Stochastic Keltner Strategy (C#) (v5.0.2): Fix C# strategy indentation
Stochastic Keltner Strategy (Python) (v5.0.1): Fix C# strategy indentation
Volume Supertrend Strategy (C#) (v5.0.2): Fix C# strategy indentation
Volume Supertrend Strategy (Python) (v5.0.1): Fix C# strategy indentation
ADX Donchian Strategy (C#) (v5.0.2): Fix C# strategy indentation
ADX Donchian Strategy (Python) (v5.0.1): Fix C# strategy indentation
CCI VWAP Strategy (C#) (v5.0.2): Refactor strategy reset handling
CCI VWAP Strategy (Python) (v5.0.1): Refactor strategy reset handling
Williams R Ichimoku Strategy (C#) (v5.0.2): Refactor strategy reset handling
Williams R Ichimoku Strategy (Python) (v5.0.1): Refactor strategy reset handling
MA Parabolic SAR Strategy (C#) (v5.0.2): Refactor strategy reset handling
MA Parabolic SAR Strategy (Python) (v5.0.1): Refactor strategy reset handling
Bollinger Supertrend Strategy (C#) (v5.0.2): Refactor strategy reset handling
Bollinger Supertrend Strategy (Python) (v5.0.1): Refactor strategy reset handling
RSI Donchian Strategy (C#) (v5.0.2): Refactor strategy reset handling
RSI Donchian Strategy (Python) (v5.0.1): Refactor strategy reset handling
Mean Reversion Strategy (C#) (v5.0.2): Refactor strategy reset handling
Mean Reversion Strategy (Python) (v5.0.1): Refactor strategy reset handling
Pairs Trading Strategy (C#) (v5.0.2): Refactor strategy reset handling
Pairs Trading Strategy (Python) (v5.0.1): Refactor strategy reset handling
ZScore Reversal Strategy (C#) (v5.0.2): Refactor strategy reset handling
ZScore Reversal Strategy (Python) (v5.0.1): Refactor strategy reset handling
Statistical Arbitrage Strategy (C#) (v5.0.2): Refactor strategy reset handling
Statistical Arbitrage Strategy (Python) (v5.0.1): Refactor strategy reset handling
Volatility Breakout Strategy (C#) (v5.0.2): Refactor strategy reset handling
Volatility Breakout Strategy (Python) (v5.0.1): Refactor strategy reset handling
Bollinger Band Squeeze Strategy (C#) (v5.0.2): Move state resets to OnReseted for strategies 224-227
Bollinger Band Squeeze Strategy (Python) (v5.0.1): Move state resets to OnReseted for strategies 224-227
Cointegration Pairs Strategy (C#) (v5.0.2): fixes Move state resets to OnReseted for strategies 224-227
Cointegration Pairs Strategy (Python) (v5.0.1): Move state resets to OnReseted for strategies 224-227
Momentum Divergence Strategy (C#) (v5.0.2): Move state resets to OnReseted for strategies 224-227
Momentum Divergence Strategy (Python) (v5.0.1): Move state resets to OnReseted for strategies 224-227
ATR Mean Reversion Strategy (C#) (v5.0.2): Move state resets to OnReseted for strategies 224-227
ATR Mean Reversion Strategy (Python) (v5.0.1): Move state resets to OnReseted for strategies 224-227
Kalman Filter Trend Strategy (C#) (v5.0.2): Move state resets to OnReseted for strategies 224-227
Kalman Filter Trend Strategy (Python) (v5.0.1): Move state resets to OnReseted for strategies 224-227
Volatility Adjusted Mean Reversion Strategy (C#) (v5.0.2): Move state resets to OnReseted for strategies 224-227
Volatility Adjusted Mean Reversion Strategy (Python) (v5.0.1): Move state resets to OnReseted for strategies 224-227
Hurst Exponent Trend Strategy (C#) (v5.0.2): Move state resets to OnReseted for strategies 224-227
Hurst Exponent Trend Strategy (Python) (v5.0.1): Move state resets to OnReseted for strategies 224-227
Hurst Exponent Reversion Strategy (C#) (v5.0.2): Move state resets to OnReseted for strategies 224-227
Hurst Exponent Reversion Strategy (Python) (v5.0.1): Move state resets to OnReseted for strategies 224-227
Autocorrelation Reversal Strategy (C#) (v5.0.2): Move state resets to OnReseted for strategies 224-227
Autocorrelation Reversal Strategy (Python) (v5.0.1): Move state resets to OnReseted for strategies 224-227
Delta Neutral Arbitrage Strategy (C#) (v5.0.2): Move state resets to OnReseted for strategies 224-227
Delta Neutral Arbitrage Strategy (Python) (v5.0.1): Move state resets to OnReseted for strategies 224-227
Volatility Skew Arbitrage Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 231-240
Volatility Skew Arbitrage Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 231-240
Correlation Breakout Strategy (C#) (v5.0.2): fixes Move state reset to OnReseted for strategies 231-240
Correlation Breakout Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 231-240
Beta Neutral Arbitrage Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 231-240
Beta Neutral Arbitrage Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 231-240
VWAP Mean Reversion Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 231-240
VWAP Mean Reversion Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 231-240
RSI Mean Reversion Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 231-240
RSI Mean Reversion Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 231-240
Stochastic Mean Reversion Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 231-240
Stochastic Mean Reversion Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 231-240
CCI Mean Reversion Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 231-240
CCI Mean Reversion Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 231-240
Williams R Mean Reversion Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 231-240
Williams R Mean Reversion Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 231-240
MACD Mean Reversion Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 231-240
MACD Mean Reversion Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 231-240
ADX Mean Reversion Strategy (C#) (v5.0.2): Refactor strategy reset handling
ADX Mean Reversion Strategy (Python) (v5.0.1): Refactor strategy reset handling
Volatility Mean Reversion Strategy (C#) (v5.0.2): Refactor strategy reset handling
Volatility Mean Reversion Strategy (Python) (v5.0.1): Refactor strategy reset handling
Volume Mean Reversion Strategy (C#) (v5.0.2): Refactor strategy reset handling
Volume Mean Reversion Strategy (Python) (v5.0.1): Refactor strategy reset handling
OBV Mean Reversion Strategy (C#) (v5.0.2): Refactor strategy reset handling
OBV Mean Reversion Strategy (Python) (v5.0.1): Refactor strategy reset handling
Momentum Breakout Strategy (C#) (v5.0.2): Refactor strategy reset handling
Momentum Breakout Strategy (Python) (v5.0.1): Refactor strategy reset handling
RSI Breakout Strategy (C#) (v5.0.2): Refactor strategy reset handling
RSI Breakout Strategy (Python) (v5.0.1): Refactor strategy reset handling
Stochastic Breakout Strategy (C#) (v5.0.2): Refactor strategy reset handling
Stochastic Breakout Strategy (Python) (v5.0.1): Refactor strategy reset handling
Williams R Breakout Strategy (C#) (v5.0.2): Refactor strategy reset handling
Williams R Breakout Strategy (Python) (v5.0.1): Refactor strategy reset handling
MACD Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
MACD Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
ADX Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
ADX Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Volume Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Volume Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Bollinger Band Width Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Bollinger Band Width Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Keltner Channel Width Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Keltner Channel Width Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Donchian Channel Width Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Donchian Channel Width Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Ichimoku Cloud Width Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Ichimoku Cloud Width Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Supertrend Distance Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Supertrend Distance Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Parabolic SAR Distance Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Parabolic SAR Distance Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Hull MA Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
Hull MA Slope Breakout (Python) (v5.0.1): fixes Move indicator setup to OnStarted
MA Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
MA Slope Breakout (Python) (v5.0.1): fixes Move indicator setup to OnStarted
EMA Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
EMA Slope Breakout (Python) (v5.0.1): fixes Move indicator setup to OnStarted
Volatility Adjusted Momentum (C#) (v5.0.2): fixes Move indicator setup to OnStarted
Volatility Adjusted Momentum (Python) (v5.0.1): fixes Move indicator setup to OnStarted
VWAP Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
VWAP Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
RSI Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
RSI Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Stochastic Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
Stochastic Slope Breakout (Python) (v5.0.1): fixes Move indicator setup to OnStarted
CCI Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
CCI Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Williams R Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Williams R Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
MACD Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
MACD Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
ADX Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
ADX Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
ATR Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
ATR Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Volume Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Volume Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
OBV Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
OBV Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Bollinger Width Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Bollinger Width Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Keltner Width Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Keltner Width Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Donchian Width Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Donchian Width Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Ichimoku Cloud Width Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Ichimoku Cloud Width Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Supertrend Distance Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Supertrend Distance Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Parabolic SAR Distance Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Parabolic SAR Distance Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Hull MA Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Hull MA Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
MA Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
MA Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
EMA Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
EMA Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
VWAP Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
VWAP Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
RSI Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
RSI Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Stochastic Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Stochastic Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
CCI Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
CCI Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Williams R Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Williams R Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
MACD Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
MACD Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
ADX Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
ADX Slope Mean Reversion (Python) (v5.0.1): fixes Move indicator setup to OnStarted
ATR Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
ATR Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Volume Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Volume Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
OBV Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
OBV Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Pairs Trading Volatility Filter (C#) (v5.0.2): Move indicator setup to OnStarted fixes
Pairs Trading Volatility Filter (Python) (v5.0.1): Move indicator setup to OnStarted
Z-Score Volume Filter (C#) (v5.0.2): Move indicator setup to OnStarted
Correlation Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Correlation Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Beta Adjusted Pairs Trading (C#) (v5.0.2): Move indicator setup to OnStarted
Hurst Exponent Volatility Filter (C#) (v5.0.2): Move indicator setup to OnStarted
Hurst Exponent Volatility Filter (Python) (v5.0.1): Move indicator setup to OnStarted
Adaptive EMA Breakout (C#) (v5.0.2): fix csharp indentation Fix C# indentation and move remaining strategy resets
Adaptive EMA Breakout (Python) (v5.0.1): fixes fix csharp indentation Fix C# indentation and move remaining strategy resets
Volatility Cluster Breakout (C#) (v5.0.2): fixes fix csharp indentation
Volatility Cluster Breakout (Python) (v5.0.1): fix csharp indentation
Seasonality Adjusted Momentum (C#) (v5.0.2): fix csharp indentation
Seasonality Adjusted Momentum (Python) (v5.0.1): fix csharp indentation
RSI Dynamic Overbought Oversold (C#) (v5.0.2): fixes fix csharp indentation
RSI Dynamic Overbought Oversold (Python) (v5.0.1): fixes fix csharp indentation
Bollinger Volatility Breakout (C#) (v5.0.2): fixes fix csharp indentation
Bollinger Volatility Breakout (Python) (v5.0.1): fixes fix csharp indentation
MACD Adaptive Histogram (C#) (v5.0.2): fixes fix csharp indentation
MACD Adaptive Histogram (Python) (v5.0.1): fixes fix csharp indentation
Ichimoku Volume Cluster (C#) (v5.0.2): fixes fix csharp indentation
Ichimoku Volume Cluster (Python) (v5.0.1): fixes fix csharp indentation
Supertrend Momentum Filter (C#) (v5.0.2): fix csharp indentation
Supertrend Momentum Filter (Python) (v5.0.1): fix csharp indentation
Donchian Volatility Contraction (C#) (v5.0.2): fix csharp indentation
Donchian Volatility Contraction (Python) (v5.0.1): fix csharp indentation
Keltner RSI Divergence (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
Keltner RSI Divergence (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
Hull MA Volume Spike (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
Hull MA Volume Spike (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
VWAP ADX Trend Strength (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
VWAP ADX Trend Strength (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
Parabolic SAR Volatility Expansion (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
Stochastic Dynamic Zones (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
Stochastic Dynamic Zones (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
ADX Volume Breakout (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
ADX Volume Breakout (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
CCI Volatility Filter (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
CCI Volatility Filter (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
Williams R Momentum (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
Williams R Momentum (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
Bollinger K-Means Cluster (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies Fix C# indentation and move remaining strategy resets
Bollinger K-Means Cluster (Python) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies Fix C# indentation and move remaining strategy resets
MACD Hidden Markov Model (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies Fix C# indentation and move remaining strategy resets
MACD Hidden Markov Model (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies Fix C# indentation and move remaining strategy resets
Ichimoku Hurst Exponent (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
Ichimoku Hurst Exponent (Python) (v5.0.1): Fix C# indentation and move remaining strategy resets
Supertrend RSI Divergence (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
Supertrend RSI Divergence (Python) (v5.0.1): Fix C# indentation and move remaining strategy resets
Donchian Seasonal Filter (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326
Donchian Seasonal Filter (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326
Keltner Kalman Filter (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
Keltner Kalman Filter (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
Hull MA Volatility Contraction (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
Hull MA Volatility Contraction (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
VWAP Stochastic Divergence (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
VWAP Stochastic Divergence (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
Parabolic SAR Hurst Filter (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326
Parabolic SAR Hurst Filter (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326
Bollinger Kalman Filter (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326
Bollinger Kalman Filter (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326
MACD Volume Cluster (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
MACD Volume Cluster (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
Ichimoku Volatility Contraction (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326
Ichimoku Volatility Contraction (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326
Donchian Hurst Exponent (C#) (v5.0.2): Reset state in OnReseted for remaining strategies
Donchian Hurst Exponent (Python) (v5.0.1): Reset state in OnReseted for remaining strategies
Keltner Seasonal Filter (C#) (v5.0.2): Reset state in OnReseted for remaining strategies
Keltner Seasonal Filter (Python) (v5.0.1): Reset state in OnReseted for remaining strategies
Hull MA K-Means Cluster (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
Hull MA K-Means Cluster (Python) (v5.0.1): fixes Fix C# indentation and move remaining strategy resets
VWAP Hidden Markov Model (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
VWAP Hidden Markov Model (Python) (v5.0.2): Fix C# indentation and move remaining strategy resets
Parabolic SAR RSI Divergence (C#) (v5.0.2): Reset state in OnReseted for remaining strategies
Parabolic SAR RSI Divergence (Python) (v5.0.1): Reset state in OnReseted for remaining strategies
Adaptive RSI Volume Filter (C#) (v5.0.2): fixes Reset state in OnReseted for remaining strategies
Adaptive RSI Volume Filter (Python) (v5.0.1): fixes Reset state in OnReseted for remaining strategies
Adaptive Bollinger Breakout (C#) (v5.0.2): fixes Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
Adaptive Bollinger Breakout (Python) (v5.0.1): fixes Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
MACD Sentiment Filter (C#) (v5.0.2): Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
MACD Sentiment Filter (Python) (v5.0.1): Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
Ichimoku Implied Volatility (C#) (v5.0.2): Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
Ichimoku Implied Volatility (Python) (v5.0.1): Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
Supertrend Put Call Ratio (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
Supertrend Put Call Ratio (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Donchian Sentiment Spike (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Donchian Sentiment Spike (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Keltner Reinforcement Learning Signal (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Keltner Reinforcement Learning Signal (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Hull MA Implied Volatility Breakout (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Hull MA Implied Volatility Breakout (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
VWAP Behavioral Bias Filter (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
VWAP Behavioral Bias Filter (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Parabolic SAR Sentiment Divergence (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
Parabolic SAR Sentiment Divergence (Python) (v5.0.1): fixes Fix C# indentation and move remaining strategy resets
RSI Option Open Interest (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
RSI Option Open Interest (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Stochastic Implied Volatility Skew (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Stochastic Implied Volatility Skew (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
ADX Sentiment Momentum (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
ADX Sentiment Momentum (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
CCI Put Call Ratio Divergence (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
CCI Put Call Ratio Divergence (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
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Williams R Mean Reversion Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 231-240
MACD Mean Reversion Strategy (C#) (v5.0.2): Move state reset to OnReseted for strategies 231-240
MACD Mean Reversion Strategy (Python) (v5.0.1): Move state reset to OnReseted for strategies 231-240
ADX Mean Reversion Strategy (C#) (v5.0.2): Refactor strategy reset handling
ADX Mean Reversion Strategy (Python) (v5.0.1): Refactor strategy reset handling
Volatility Mean Reversion Strategy (C#) (v5.0.2): Refactor strategy reset handling
Volatility Mean Reversion Strategy (Python) (v5.0.1): Refactor strategy reset handling
Volume Mean Reversion Strategy (C#) (v5.0.2): Refactor strategy reset handling
Volume Mean Reversion Strategy (Python) (v5.0.1): Refactor strategy reset handling
OBV Mean Reversion Strategy (C#) (v5.0.2): Refactor strategy reset handling
OBV Mean Reversion Strategy (Python) (v5.0.1): Refactor strategy reset handling
Momentum Breakout Strategy (C#) (v5.0.2): Refactor strategy reset handling
Momentum Breakout Strategy (Python) (v5.0.1): Refactor strategy reset handling
RSI Breakout Strategy (C#) (v5.0.2): Refactor strategy reset handling
RSI Breakout Strategy (Python) (v5.0.1): Refactor strategy reset handling
Stochastic Breakout Strategy (C#) (v5.0.2): Refactor strategy reset handling
Stochastic Breakout Strategy (Python) (v5.0.1): Refactor strategy reset handling
Williams R Breakout Strategy (C#) (v5.0.2): Refactor strategy reset handling
Williams R Breakout Strategy (Python) (v5.0.1): Refactor strategy reset handling
MACD Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
MACD Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
ADX Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
ADX Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Volume Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Volume Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Bollinger Band Width Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Bollinger Band Width Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Keltner Channel Width Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Keltner Channel Width Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Donchian Channel Width Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Donchian Channel Width Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Ichimoku Cloud Width Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Ichimoku Cloud Width Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Supertrend Distance Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Supertrend Distance Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Parabolic SAR Distance Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Parabolic SAR Distance Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Hull MA Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
Hull MA Slope Breakout (Python) (v5.0.1): fixes Move indicator setup to OnStarted
MA Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
MA Slope Breakout (Python) (v5.0.1): fixes Move indicator setup to OnStarted
EMA Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
EMA Slope Breakout (Python) (v5.0.1): fixes Move indicator setup to OnStarted
Volatility Adjusted Momentum (C#) (v5.0.2): fixes Move indicator setup to OnStarted
Volatility Adjusted Momentum (Python) (v5.0.1): fixes Move indicator setup to OnStarted
VWAP Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
VWAP Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
RSI Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
RSI Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Stochastic Slope Breakout (C#) (v5.0.2): fixes Move indicator setup to OnStarted
Stochastic Slope Breakout (Python) (v5.0.1): fixes Move indicator setup to OnStarted
CCI Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
CCI Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Williams R Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Williams R Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
MACD Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
MACD Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
ADX Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
ADX Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
ATR Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
ATR Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Volume Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
Volume Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
OBV Slope Breakout (C#) (v5.0.2): Move indicator setup to OnStarted
OBV Slope Breakout (Python) (v5.0.1): Move indicator setup to OnStarted
Bollinger Width Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Bollinger Width Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Keltner Width Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Keltner Width Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Donchian Width Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Donchian Width Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Ichimoku Cloud Width Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Ichimoku Cloud Width Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Supertrend Distance Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Supertrend Distance Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Parabolic SAR Distance Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Parabolic SAR Distance Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Hull MA Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Hull MA Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
MA Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
MA Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
EMA Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
EMA Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
VWAP Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
VWAP Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
RSI Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
RSI Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Stochastic Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Stochastic Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
CCI Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
CCI Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Williams R Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Williams R Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
MACD Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
MACD Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
ADX Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
ADX Slope Mean Reversion (Python) (v5.0.1): fixes Move indicator setup to OnStarted
ATR Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
ATR Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Volume Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Volume Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
OBV Slope Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
OBV Slope Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Pairs Trading Volatility Filter (C#) (v5.0.2): Move indicator setup to OnStarted fixes
Pairs Trading Volatility Filter (Python) (v5.0.1): Move indicator setup to OnStarted
Z-Score Volume Filter (C#) (v5.0.2): Move indicator setup to OnStarted
Correlation Mean Reversion (C#) (v5.0.2): Move indicator setup to OnStarted
Correlation Mean Reversion (Python) (v5.0.1): Move indicator setup to OnStarted
Beta Adjusted Pairs Trading (C#) (v5.0.2): Move indicator setup to OnStarted
Hurst Exponent Volatility Filter (C#) (v5.0.2): Move indicator setup to OnStarted
Hurst Exponent Volatility Filter (Python) (v5.0.1): Move indicator setup to OnStarted
Adaptive EMA Breakout (C#) (v5.0.2): fix csharp indentation Fix C# indentation and move remaining strategy resets
Adaptive EMA Breakout (Python) (v5.0.1): fixes fix csharp indentation Fix C# indentation and move remaining strategy resets
Volatility Cluster Breakout (C#) (v5.0.2): fixes fix csharp indentation
Volatility Cluster Breakout (Python) (v5.0.1): fix csharp indentation
Seasonality Adjusted Momentum (C#) (v5.0.2): fix csharp indentation
Seasonality Adjusted Momentum (Python) (v5.0.1): fix csharp indentation
RSI Dynamic Overbought Oversold (C#) (v5.0.2): fixes fix csharp indentation
RSI Dynamic Overbought Oversold (Python) (v5.0.1): fixes fix csharp indentation
Bollinger Volatility Breakout (C#) (v5.0.2): fixes fix csharp indentation
Bollinger Volatility Breakout (Python) (v5.0.1): fixes fix csharp indentation
MACD Adaptive Histogram (C#) (v5.0.2): fixes fix csharp indentation
MACD Adaptive Histogram (Python) (v5.0.1): fixes fix csharp indentation
Ichimoku Volume Cluster (C#) (v5.0.2): fixes fix csharp indentation
Ichimoku Volume Cluster (Python) (v5.0.1): fixes fix csharp indentation
Supertrend Momentum Filter (C#) (v5.0.2): fix csharp indentation
Supertrend Momentum Filter (Python) (v5.0.1): fix csharp indentation
Donchian Volatility Contraction (C#) (v5.0.2): fix csharp indentation
Donchian Volatility Contraction (Python) (v5.0.1): fix csharp indentation
Keltner RSI Divergence (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
Keltner RSI Divergence (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
Hull MA Volume Spike (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
Hull MA Volume Spike (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
VWAP ADX Trend Strength (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
VWAP ADX Trend Strength (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
Parabolic SAR Volatility Expansion (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
Stochastic Dynamic Zones (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
Stochastic Dynamic Zones (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
ADX Volume Breakout (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
ADX Volume Breakout (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
CCI Volatility Filter (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
CCI Volatility Filter (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
Williams R Momentum (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies
Williams R Momentum (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies
Bollinger K-Means Cluster (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies Fix C# indentation and move remaining strategy resets
Bollinger K-Means Cluster (Python) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies Fix C# indentation and move remaining strategy resets
MACD Hidden Markov Model (C#) (v5.0.2): Add reset logic for VWAP ADX and CCI volatility strategies Fix C# indentation and move remaining strategy resets
MACD Hidden Markov Model (Python) (v5.0.1): Add reset logic for VWAP ADX and CCI volatility strategies Fix C# indentation and move remaining strategy resets
Ichimoku Hurst Exponent (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
Ichimoku Hurst Exponent (Python) (v5.0.1): Fix C# indentation and move remaining strategy resets
Supertrend RSI Divergence (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
Supertrend RSI Divergence (Python) (v5.0.1): Fix C# indentation and move remaining strategy resets
Donchian Seasonal Filter (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326
Donchian Seasonal Filter (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326
Keltner Kalman Filter (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
Keltner Kalman Filter (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
Hull MA Volatility Contraction (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
Hull MA Volatility Contraction (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
VWAP Stochastic Divergence (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
VWAP Stochastic Divergence (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
Parabolic SAR Hurst Filter (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326
Parabolic SAR Hurst Filter (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326
Bollinger Kalman Filter (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326
Bollinger Kalman Filter (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326
MACD Volume Cluster (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
MACD Volume Cluster (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326 Fix C# indentation and move remaining strategy resets
Ichimoku Volatility Contraction (C#) (v5.0.2): Reset strategy state in OnReseted for 324-326
Ichimoku Volatility Contraction (Python) (v5.0.1): Reset strategy state in OnReseted for 324-326
Donchian Hurst Exponent (C#) (v5.0.2): Reset state in OnReseted for remaining strategies
Donchian Hurst Exponent (Python) (v5.0.1): Reset state in OnReseted for remaining strategies
Keltner Seasonal Filter (C#) (v5.0.2): Reset state in OnReseted for remaining strategies
Keltner Seasonal Filter (Python) (v5.0.1): Reset state in OnReseted for remaining strategies
Hull MA K-Means Cluster (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
Hull MA K-Means Cluster (Python) (v5.0.1): fixes Fix C# indentation and move remaining strategy resets
VWAP Hidden Markov Model (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
VWAP Hidden Markov Model (Python) (v5.0.2): Fix C# indentation and move remaining strategy resets
Parabolic SAR RSI Divergence (C#) (v5.0.2): Reset state in OnReseted for remaining strategies
Parabolic SAR RSI Divergence (Python) (v5.0.1): Reset state in OnReseted for remaining strategies
Adaptive RSI Volume Filter (C#) (v5.0.2): fixes Reset state in OnReseted for remaining strategies
Adaptive RSI Volume Filter (Python) (v5.0.1): fixes Reset state in OnReseted for remaining strategies
Adaptive Bollinger Breakout (C#) (v5.0.2): fixes Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
Adaptive Bollinger Breakout (Python) (v5.0.1): fixes Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
MACD Sentiment Filter (C#) (v5.0.2): Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
MACD Sentiment Filter (Python) (v5.0.1): Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
Ichimoku Implied Volatility (C#) (v5.0.2): Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
Ichimoku Implied Volatility (Python) (v5.0.1): Reset state in OnReseted for remaining strategies Fix C# indentation and move remaining strategy resets
Supertrend Put Call Ratio (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
Supertrend Put Call Ratio (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Donchian Sentiment Spike (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Donchian Sentiment Spike (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Keltner Reinforcement Learning Signal (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Keltner Reinforcement Learning Signal (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Hull MA Implied Volatility Breakout (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Hull MA Implied Volatility Breakout (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
VWAP Behavioral Bias Filter (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
VWAP Behavioral Bias Filter (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Parabolic SAR Sentiment Divergence (C#) (v5.0.2): Fix C# indentation and move remaining strategy resets
Parabolic SAR Sentiment Divergence (Python) (v5.0.1): fixes Fix C# indentation and move remaining strategy resets
RSI Option Open Interest (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
RSI Option Open Interest (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Stochastic Implied Volatility Skew (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Stochastic Implied Volatility Skew (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
ADX Sentiment Momentum (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
ADX Sentiment Momentum (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
CCI Put Call Ratio Divergence (C#) (v5.0.2): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
CCI Put Call Ratio Divergence (Python) (v5.0.1): Refactor resets for strategies 342-344 Fix C# indentation and move remaining strategy resets
Accrual Anomaly (Python) (v5.0.0): fixes.
Asset Class Trend Following Strategy (C#) (v5.0.0): fixes
Asset Class Trend Following Strategy (Python) (v5.0.0): fixes.
Asset Growth Effect Strategy (C#) (v5.0.0): fixes
Asset Growth Effect Strategy (Python) (v5.0.0): fixes.
Betting Against Beta Stocks (C#) (v5.0.0): fixes
Betting Against Beta Stocks (Python) (v5.0.0): fixes.
Betting Against Beta (C#) (v5.0.0): fixes
Betting Against Beta (Python) (v5.0.0): fixes
Bitcoin Intraday Seasonality (C#) (v5.0.0): fixes
Bitcoin Intraday Seasonality (Python) (v5.0.0): fixes.
Book to Market Value (C#) (v5.0.0): fixes
Book to Market Value (Python) (v5.0.0): fixes.
Commodity Momentum (Python) (v5.0.0): fixes.
Consistent Momentum Strategy (C#) (v5.0.0): fixes
Consistent Momentum Strategy (Python) (v5.0.0): fixes.
Country Value Factor Strategy (C#) (v5.0.0): fixes
Country Value Factor Strategy (Python) (v5.0.0): fixes.
Crude Oil Predicts Equity Strategy (C#) (v5.0.0): fixes
Crude Oil Predicts Equity Strategy (Python) (v5.0.0): fixes
Crypto Rebalancing Premium Strategy (C#) (v5.0.0): fixes
Crypto Rebalancing Premium Strategy (Python) (v5.0.0): fixes.
Currency Momentum Factor Strategy (C#) (v5.0.0): fixes
Currency Momentum Factor Strategy (Python) (v5.0.0): fixes
Currency PPP Value Strategy (C#) (v5.0.0): fixes
Currency PPP Value Strategy (Python) (v5.0.0): fixes.
Dispersion Trading Strategy (C#) (v5.0.0): fixes
Dispersion Trading Strategy (Python) (v5.0.0): fixes
Dollar Carry Trade (C#) (v5.0.0): fixes
Dollar Carry Trade (Python) (v5.0.0): fixes
Earnings Announcement Premium (Python) (v5.0.0): fixes.
Earnings Announcement Reversal (C#) (v5.0.0): fixes
Earnings Announcement Reversal (Python) (v5.0.0): fixes.
Earnings Announcements With Buybacks (C#) (v5.0.0): fixes
Earnings Announcements With Buybacks (Python) (v5.0.0): fixes.
Earnings Quality Factor (C#) (v5.0.0): fixes
Earnings Quality Factor (Python) (v5.0.0): fixes.
ESG Factor Momentum Strategy (C#) (v5.0.0): fixes
ESG Factor Momentum Strategy (Python) (v5.0.0): fixes.
Fed Model Strategy (C#) (v5.0.0): fixes
Fed Model Strategy (Python) (v5.0.0): fixes.
F-Score Reversal Strategy (C#) (v5.0.0): fixes
F-Score Reversal Strategy (Python) (v5.0.0): fixes.
FX Carry Trade Strategy (C#) (v5.0.0): fixes
FX Carry Trade Strategy (Python) (v5.0.0): fixes.
January Barometer Strategy (C#) (v5.0.0): fixes
January Barometer Strategy (Python) (v5.0.0): fixes.
Lexical Density Filings Strategy (C#) (v5.0.0): fixes
Lexical Density Filings Strategy (Python) (v5.0.0): fixes.
Low Volatility Stocks Strategy (C#) (v5.0.0): fixes
Low Volatility Stocks Strategy (Python) (v5.0.0): fixes
Momentum Asset Growth Strategy (C#) (v5.0.0): fixes
Momentum Asset Growth Strategy (Python) (v5.0.0): fixes.
Momentum Factor Stocks Strategy (C#) (v5.0.0): fixes
Momentum Factor Stocks Strategy (Python) (v5.0.0): fixes.
Momentum Rev Vol Strategy (C#) (v5.0.0): fixes
Momentum Rev Vol Strategy (Python) (v5.0.0): fixes.
Momentum Style Rotation Strategy (C#) (v5.0.0): fixes
Momentum Style Rotation Strategy (Python) (v5.0.0): fixes
Month12 Cycle Strategy (C#) (v5.0.0): fixes
Month12 Cycle Strategy (Python) (v5.0.0): fixes
Mutual Fund Momentum Strategy (C#) (v5.0.0): fixes
Mutual Fund Momentum Strategy (Python) (v5.0.0): fixes
Option Expiration Week Strategy (C#) (v5.0.0): fixes
Option Expiration Week Strategy (Python) (v5.0.0): fixes.
Overnight Sentiment Anomaly Strategy (C#) (v5.0.0): fixes
Overnight Sentiment Anomaly Strategy (Python) (v5.0.0): fixes.
Paired Switching Strategy (C#) (v5.0.0): fixes
Paired Switching Strategy (Python) (v5.0.0): fixes.
Pairs Trading Country ETFs Strategy (C#) (v5.0.0): fixes
Pairs Trading Country ETFs Strategy (Python) (v5.0.0): fixes
Pairs Trading Stocks Strategy (C#) (v5.0.0): fixes
Pairs Trading Stocks Strategy (Python) (v5.0.0): fixes
Payday Anomaly Strategy (C#) (v5.0.0): fixes
Payday Anomaly Strategy (Python) (v5.0.0): fixes.
R&D Expenditures Strategy (C#) (v5.0.0): fixes
R&D Expenditures Strategy (Python) (v5.0.0): fixes
Residual Momentum Factor (C#) (v5.0.0): fixes
Residual Momentum Factor (Python) (v5.0.0): fixes
Return Asymmetry Commodity (C#) (v5.0.0): fixes
Return Asymmetry Commodity (Python) (v5.0.0): fixes
ROA Effect Stocks (C#) (v5.0.0): fixes
ROA Effect Stocks (Python) (v5.0.0): fixes
Sector Momentum Rotation (C#) (v5.0.0): fixes
Sector Momentum Rotation (Python) (v5.0.0): fixes.
Short Interest Effect (C#) (v5.0.0): fixes
Short Interest Effect (Python) (v5.0.0): fixes.
Short-Term Reversal Futures (C#) (v5.0.0): fixes
Short-Term Reversal Futures (Python) (v5.0.0): fixes.
Short-Term Reversal Stocks (C#) (v5.0.0): fixes
Short-Term Reversal Stocks (Python) (v5.0.0): fixes.
Skewness Commodity (C#) (v5.0.0): fixes
Skewness Commodity (Python) (v5.0.0): fixes.
Small Cap Premium (C#) (v5.0.0): fixes
Small Cap Premium (Python) (v5.0.0): fixes.
Smart Factors Momentum Market (C#) (v5.0.0): fixes
Smart Factors Momentum Market (Python) (v5.0.0): fixes.
Soccer Clubs Arbitrage (C#) (v5.0.0): fixes
Soccer Clubs Arbitrage (Python) (v5.0.0): fixes.
Synthetic Lending Rates (C#) (v5.0.0): fixes
Synthetic Lending Rates (Python) (v5.0.0): fixes.
Term Structure Commodities (C#) (v5.0.0): fixes
Term Structure Commodities (Python) (v5.0.0): fixes.
Time Series Momentum (C#) (v5.0.0): fixes
Time Series Momentum (Python) (v5.0.0): fixes.
Trend Following Stocks (C#) (v5.0.0): fixes
Trend Following Stocks (Python) (v5.0.0): fixes.
Turn Of Month (C#) (v5.0.0): fixes
Turn Of Month (Python) (v5.0.0): fixes.
Value Momentum Across Assets (C#) (v5.0.0): fixes
Value Momentum Across Assets (Python) (v5.0.0): fixes.
Volatility Risk Premium (C#) (v5.0.0): fixes
Volatility Risk Premium (Python) (v5.0.0): fixes.
52-Week High (C#) (v5.0.0): fixes
52-Week High (Python) (v5.0.0): fixes.
WTI Brent Spread (C#) (v5.0.0): fixes
WTI Brent Spread (Python) (v5.0.0): fixes.
Asset Class Momentum Rotational (C#) (v5.0.0): fixes
Asset Class Momentum Rotational (Python) (v5.0.0): fixes.
Bollinger Aroon (Python) (v5.0.0): fixes.
Bollinger Divergence (Python) (v5.0.0): fixes.
Bollinger Winner Lite (Python) (v5.0.0): fixes.
Bollinger Winner Pro (Python) (v5.0.0): fixes.
Bollinger Breakout (Python) (v5.0.0): fixes.
DMI Winner (Python) (v5.0.0): fixes.
Double RSI (Python) (v5.0.0): fixes.
Double Supertrend (Python) (v5.0.0): fixes.
EMA Moving Away (Python) (v5.0.0): fixes.
EMA/SMA + RSI Crossover Strategy (C#) (v5.0.0): fixes
EMA/SMA + RSI Crossover Strategy (Python) (v5.0.0): fixes
Exceeded Candle Strategy (Python) (v5.0.0): fixes.
Flawless Victory Strategy (C#) (v5.0.0): fixes
Flawless Victory Strategy (Python) (v5.0.0): fixes
Full Candle Strategy (Python) (v5.0.0): fixes.
Grid Bot Strategy (Python) (v5.0.0): fixes.
Heikin Ashi Universal Strategy (Python) (v5.0.0): fixes
Heikin Ashi V2 Strategy (Python) (v5.0.0): fixes
Improvisando Strategy (Python) (v5.0.0): fixes.
Javo v1 Strategy (Python) (v5.0.0): fixes
MACD + Bollinger Bands + RSI Strategy (Python) (v5.0.0): fixes
MACD + DMI Strategy (Python) (v5.0.0): fixes
MACD Long Strategy (Python) (v5.0.0): fixes
MA Cross + DMI Strategy (C#) (v5.0.0): fixes
MA Cross + DMI Strategy (Python) (v5.0.0): fixes
Multi-Timeframe Bollinger Bands Strategy (C#) (v5.0.0): fixes
Multi-Timeframe Bollinger Bands Strategy (Python) (v5.0.0): fixes
Omar MMR Strategy (C#) (v5.0.0): fixes
Pin Bar Magic Strategy (Python) (v5.0.0): fixes
QQE Signals Strategy (Python) (v5.0.0): fixes
RSI + 1200 Strategy (Python) (v5.0.0): fixes
Stochastic RSI SuperTrend Strategy (Python) (v5.0.0): fixes
Three EMA Cross Strategy (Python) (v5.0.0): fixes.
Vela Superada Strategy (Python) (v5.0.0): fixes
Williams VIX Fix Strategy (Python) (v5.0.0): fixes
Flawless Victory Strategy (C#) (v5.0.0): fixes
Flawless Victory Strategy (Python) (v5.0.0): fixes
Full Candle Strategy (Python) (v5.0.0): fixes.
Grid Bot Strategy (Python) (v5.0.0): fixes.
Heikin Ashi Universal Strategy (Python) (v5.0.0): fixes
Heikin Ashi V2 Strategy (Python) (v5.0.0): fixes
Improvisando Strategy (Python) (v5.0.0): fixes.
Javo v1 Strategy (Python) (v5.0.0): fixes
MACD + Bollinger Bands + RSI Strategy (Python) (v5.0.0): fixes
MACD + DMI Strategy (Python) (v5.0.0): fixes
MACD Long Strategy (Python) (v5.0.0): fixes
MA Cross + DMI Strategy (C#) (v5.0.0): fixes
MA Cross + DMI Strategy (Python) (v5.0.0): fixes
Multi-Timeframe Bollinger Bands Strategy (C#) (v5.0.0): fixes
Multi-Timeframe Bollinger Bands Strategy (Python) (v5.0.0): fixes
Omar MMR Strategy (C#) (v5.0.0): fixes
Pin Bar Magic Strategy (Python) (v5.0.0): fixes
QQE Signals Strategy (Python) (v5.0.0): fixes
RSI + 1200 Strategy (Python) (v5.0.0): fixes
Stochastic RSI SuperTrend Strategy (Python) (v5.0.0): fixes
Three EMA Cross Strategy (Python) (v5.0.0): fixes.
Vela Superada Strategy (Python) (v5.0.0): fixes
Williams VIX Fix Strategy (Python) (v5.0.0): fixes
Improvisando Strategy (Python) (v5.0.0): fixes.
Javo v1 Strategy (Python) (v5.0.0): fixes
MACD + Bollinger Bands + RSI Strategy (Python) (v5.0.0): fixes
MACD + DMI Strategy (Python) (v5.0.0): fixes
MACD Long Strategy (Python) (v5.0.0): fixes
MA Cross + DMI Strategy (C#) (v5.0.0): fixes
MA Cross + DMI Strategy (Python) (v5.0.0): fixes
Multi-Timeframe Bollinger Bands Strategy (C#) (v5.0.0): fixes
Multi-Timeframe Bollinger Bands Strategy (Python) (v5.0.0): fixes
Omar MMR Strategy (C#) (v5.0.0): fixes
Pin Bar Magic Strategy (Python) (v5.0.0): fixes
QQE Signals Strategy (Python) (v5.0.0): fixes
RSI + 1200 Strategy (Python) (v5.0.0): fixes
Stochastic RSI SuperTrend Strategy (Python) (v5.0.0): fixes
Three EMA Cross Strategy (Python) (v5.0.0): fixes.
Vela Superada Strategy (Python) (v5.0.0): fixes
Williams VIX Fix Strategy (Python) (v5.0.0): fixes