trading-algorithms

Expected Behavior

LEAN provides an example of IndicatorVolatilityModel for documentation.

Actual Behavior

There is no example for this feature.

Potential Solution

Adds an example and/or unit tests.

Checklist

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• I have confirmed that this issue exists on the current master branch
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Is your feature request related to a problem? Please describe.
Ugly title for asset new asset. The asset node gets New Asset title after entering the codename.

Describe the solution you'd like
auto rename by referring the codeName --> iconName
set iconName as variable.

Describe alternatives you've considered

Additional context
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Ulcer Index

in development version: I am ignoring everget

highest_close = close.rolling(length).max()
downside = scalar * (close - highest_close)
downside /= highest_close
d2 = downside * downside
_ui = d2.rolling(length).sum()
ui = np.sqrt(_ui / length)

In development version, sometime I am getting RuntimeWarning: invalid value encountered in sqrt after searching abo

this is how Buy & Hold Return is calculated:

        c = data.Close.values
        s.loc['Buy & Hold Return [%]'] = (c[-1] - c[0]) / c[0] * 100  # long-only return

so it's calced use day one and the day last.

Expected Behavior

Buy & Hold Return is used for compare with strategy gain. Therefore, I guess they should started at same time, since the strategy get enough data to w