update api ref and indicator ref pages

QuantConnect · Aug 29, 2024 · 3720f97 · 3720f97
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diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/00.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/00.json
@@ -118,6 +118,7 @@
         "110": "",
         "111": "",
         "112": "",
-        "113": ""
+        "113": "",
+        "114": ""
     }
 }
diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/01 Introduction.html b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/01 Introduction.html
@@ -0,0 +1,3 @@
+<!-- Code generated by indicator_reference_code_generator.py -->
+<p>This indicator represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes components that capture positive (upward) and negative (downward) trend movements. This indicator compares the ranges within the current period to previous periods to calculate upward and downward movement trends.</p>
+<p>To view the implementation of this indicator, see the <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/tree/master/Indicators/Vortex.cs">LEAN GitHub repository</a>.</p>
diff --git a/...Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/02 Using Vortex Indicator.php b/...Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/02 Using Vortex Indicator.php
@@ -0,0 +1,20 @@
+<!-- Code generated by indicator_reference_code_generator.py -->
+<? 
+$hasReference = false;
+$hasAutomaticIndicatorHelper = true;
+$helperPrefix = '';
+$typeName = 'Vortex';
+$helperName = 'Vortex';
+$helperArguments = 'symbol';
+$properties = array("PlusVortex","MinusVortex");
+$pyProperties = array("plus_vortex","minus_vortex");
+$otherProperties = array();
+$otherPyProperties = array();
+$updateParameterType = 'a <code>TradeBar</code> or <code>QuoteBar</code>';
+$constructorArguments = '';
+$updateParameterValue = 'bar';
+$hasMovingAverageTypeParameter = False;
+$constructorBox = 'vortex';
+$isOptionIndicator = false;
+include(DOCS_RESOURCES."/indicators/using-indicator.php");
+?>
diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/03 Visualization.php b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/03 Visualization.php
@@ -0,0 +1,6 @@
+<!-- Code generated by indicator_reference_code_generator.py -->
+<?
+$typeName = "Vortex";
+$imageSource = "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/vortex.png";
+include(DOCS_RESOURCES."/indicators/visualization.php");
+?>
diff --git a/...ting Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/04 Indicator History.php b/...ting Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/04 Indicator History.php
@@ -0,0 +1,12 @@
+<!-- Code generated by indicator_reference_code_generator.py -->
+<? 
+$helperPrefix = '';
+$typeName = 'Vortex';
+$helperName = 'Vortex';
+$helperArguments = 'symbol';
+$hasReference = false;
+$isOptionIndicator = false;
+$csharpProperties = array("PlusVortex","MinusVortex");
+$pythonProperties = array("plus_vortex","minus_vortex");
+include(DOCS_RESOURCES."/indicators/indicator-history.php");
+?>
diff --git a/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/metadata.json b/03 Writing Algorithms/28 Indicators/01 Supported Indicators/110 Vortex/metadata.json
@@ -0,0 +1,12 @@
+{
+    "type": "metadata",
+    "values": {
+        "description": "This indicator represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes compo...",
+        "keywords": "vortex",
+        "og:type": "website",
+        "og:description": "This indicator represents the Vortex Indicator, which identifies the start and continuation of market trends. It includes compo...",
+        "og:title": "Vortex - Using Indicators on QuantConnect.com",
+        "og:site_name": "Vortex - Using Indicators on QuantConnect.com",
+        "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/indicators/supported-indicators/vortex.png"
+    }
+}
diff --git a/...mulative Swing Index/01 Introduction.html → ...mulative Swing Index/01 Introduction.html b/...mulative Swing Index/01 Introduction.html → ...mulative Swing Index/01 Introduction.html
diff --git a/...ve Swing Index/02 Using ASI Indicator.php → ...ve Swing Index/02 Using ASI Indicator.php b/...ve Swing Index/02 Using ASI Indicator.php → ...ve Swing Index/02 Using ASI Indicator.php
diff --git a/...mulative Swing Index/03 Visualization.php → ...mulative Swing Index/03 Visualization.php b/...mulative Swing Index/03 Visualization.php → ...mulative Swing Index/03 Visualization.php
diff --git a/...tive Swing Index/04 Indicator History.php → ...tive Swing Index/04 Indicator History.php b/...tive Swing Index/04 Indicator History.php → ...tive Swing Index/04 Indicator History.php
diff --git a/...er Accumulative Swing Index/metadata.json → ...er Accumulative Swing Index/metadata.json b/...er Accumulative Swing Index/metadata.json → ...er Accumulative Swing Index/metadata.json
diff --git a/...ilder Moving Average/01 Introduction.html → ...ilder Moving Average/01 Introduction.html b/...ilder Moving Average/01 Introduction.html → ...ilder Moving Average/01 Introduction.html
diff --git a/...oving Average/02 Using WWMA Indicator.php → ...oving Average/02 Using WWMA Indicator.php b/...oving Average/02 Using WWMA Indicator.php → ...oving Average/02 Using WWMA Indicator.php
diff --git a/...ilder Moving Average/03 Visualization.php → ...ilder Moving Average/03 Visualization.php b/...ilder Moving Average/03 Visualization.php → ...ilder Moving Average/03 Visualization.php
diff --git a/...r Moving Average/04 Indicator History.php → ...r Moving Average/04 Indicator History.php b/...r Moving Average/04 Indicator History.php → ...r Moving Average/04 Indicator History.php
diff --git a/...s/111 Wilder Moving Average/metadata.json → ...s/112 Wilder Moving Average/metadata.json b/...s/111 Wilder Moving Average/metadata.json → ...s/112 Wilder Moving Average/metadata.json
diff --git a/...2 Wilder Swing Index/01 Introduction.html → ...3 Wilder Swing Index/01 Introduction.html b/...2 Wilder Swing Index/01 Introduction.html → ...3 Wilder Swing Index/01 Introduction.html
diff --git a/...der Swing Index/02 Using SI Indicator.php → ...der Swing Index/02 Using SI Indicator.php b/...der Swing Index/02 Using SI Indicator.php → ...der Swing Index/02 Using SI Indicator.php
diff --git a/...2 Wilder Swing Index/03 Visualization.php → ...3 Wilder Swing Index/03 Visualization.php b/...2 Wilder Swing Index/03 Visualization.php → ...3 Wilder Swing Index/03 Visualization.php
diff --git a/...lder Swing Index/04 Indicator History.php → ...lder Swing Index/04 Indicator History.php b/...lder Swing Index/04 Indicator History.php → ...lder Swing Index/04 Indicator History.php
diff --git a/...tors/112 Wilder Swing Index/metadata.json → ...tors/113 Wilder Swing Index/metadata.json b/...tors/112 Wilder Swing Index/metadata.json → ...tors/113 Wilder Swing Index/metadata.json
diff --git a/...3 Williams Percent R/01 Introduction.html → ...4 Williams Percent R/01 Introduction.html b/...3 Williams Percent R/01 Introduction.html → ...4 Williams Percent R/01 Introduction.html
diff --git a/...ams Percent R/02 Using WILR Indicator.php → ...ams Percent R/02 Using WILR Indicator.php b/...ams Percent R/02 Using WILR Indicator.php → ...ams Percent R/02 Using WILR Indicator.php
diff --git a/...3 Williams Percent R/03 Visualization.php → ...4 Williams Percent R/03 Visualization.php b/...3 Williams Percent R/03 Visualization.php → ...4 Williams Percent R/03 Visualization.php
diff --git a/...lliams Percent R/04 Indicator History.php → ...lliams Percent R/04 Indicator History.php b/...lliams Percent R/04 Indicator History.php → ...lliams Percent R/04 Indicator History.php
diff --git a/...tors/113 Williams Percent R/metadata.json → ...tors/114 Williams Percent R/metadata.json b/...tors/113 Williams Percent R/metadata.json → ...tors/114 Williams Percent R/metadata.json
diff --git a/...ntial Moving Average/01 Introduction.html → ...ntial Moving Average/01 Introduction.html b/...ntial Moving Average/01 Introduction.html → ...ntial Moving Average/01 Introduction.html
diff --git a/...LagExponentialMovingAverage Indicator.php → ...LagExponentialMovingAverage Indicator.php b/...LagExponentialMovingAverage Indicator.php → ...LagExponentialMovingAverage Indicator.php
diff --git a/...ntial Moving Average/03 Visualization.php → ...ntial Moving Average/03 Visualization.php b/...ntial Moving Average/03 Visualization.php → ...ntial Moving Average/03 Visualization.php
diff --git a/...l Moving Average/04 Indicator History.php → ...l Moving Average/04 Indicator History.php b/...l Moving Average/04 Indicator History.php → ...l Moving Average/04 Indicator History.php
diff --git a/... Exponential Moving Average/metadata.json → ... Exponential Moving Average/metadata.json b/... Exponential Moving Average/metadata.json → ... Exponential Moving Average/metadata.json
diff --git a/03 Writing Algorithms/98 API Reference/08 Indicators.php b/03 Writing Algorithms/98 API Reference/08 Indicators.php
@@ -110,6 +110,7 @@
 <? include(DOCS_RESOURCES."/qcalgorithm-api/qcalgorithm-v.html"); ?>
 <? include(DOCS_RESOURCES."/qcalgorithm-api/qcalgorithm-vidya.html"); ?>
 <? include(DOCS_RESOURCES."/qcalgorithm-api/qcalgorithm-vp.html"); ?>
+<? include(DOCS_RESOURCES."/qcalgorithm-api/qcalgorithm-vtx.html"); ?>
 <? include(DOCS_RESOURCES."/qcalgorithm-api/qcalgorithm-vwap.html"); ?>
 <? include(DOCS_RESOURCES."/qcalgorithm-api/qcalgorithm-vwma.html"); ?>
 <? include(DOCS_RESOURCES."/qcalgorithm-api/qcalgorithm-warm-up-indicator.html"); ?>

diff --git a/Resources/indicators/constructors/auto-regressive-integrated-moving-average.html b/Resources/indicators/constructors/auto-regressive-integrated-moving-average.html
@@ -2,7 +2,7 @@
 <h4 id="AutoRegressiveIntegratedMovingAverage">AutoRegressiveIntegratedMovingAverage</h4>
 <div class="code-snippet"><span class="object-type">class</span> <code>QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage</code><a class="code-source" href="https://github.com/search?q=repo%3AQuantConnect%2FLean+AutoRegressiveIntegratedMovingAverage&type=code">[source]</a>
 </div>
-<p>An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with Xₜ representing the series, the model assumes the data are of form (after differencing <a href="#_diffOrder">_diffOrder</a> times): <para> Xₜ = c + εₜ + ΣᵢφᵢXₜ₋ᵢ + Σᵢθᵢεₜ₋ᵢ </para> where the first sum has an upper limit of <a href="#_arOrder">_arOrder</a> and the second <a href="#_maOrder">_maOrder</a>.</p>
+<p>An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with Xₜ representing the series, the model assumes the data are of form (after differencing _diffOrder times): <para> Xₜ = c + εₜ + ΣᵢφᵢXₜ₋ᵢ + Σᵢθᵢεₜ₋ᵢ </para> where the first sum has an upper limit of _arOrder and the second _maOrder.</p>
 <div class="subsection-content">
 <div class="code-snippet"><code>get_enumerator()</code></div>
 <div class="subsection-content">
@@ -225,7 +225,7 @@ <h4 id="AutoRegressiveIntegratedMovingAverage">AutoRegressiveIntegratedMovingAve
 <h4 id="AutoRegressiveIntegratedMovingAverage">AutoRegressiveIntegratedMovingAverage</h4>
 <div class="code-snippet"><span class="object-type">class</span> <code>QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage</code><a class="code-source" href="https://github.com/search?q=repo%3AQuantConnect%2FLean+AutoRegressiveIntegratedMovingAverage&type=code">[source]</a>
 </div>
-<p>An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with Xₜ representing the series, the model assumes the data are of form (after differencing <a href="#_diffOrder">_diffOrder</a> times): <para> Xₜ = c + εₜ + ΣᵢφᵢXₜ₋ᵢ + Σᵢθᵢεₜ₋ᵢ </para> where the first sum has an upper limit of <a href="#_arOrder">_arOrder</a> and the second <a href="#_maOrder">_maOrder</a>.</p>
+<p>An Autoregressive Intergrated Moving Average (ARIMA) is a time series model which can be used to describe a set of data. In particular,with Xₜ representing the series, the model assumes the data are of form (after differencing _diffOrder times): <para> Xₜ = c + εₜ + ΣᵢφᵢXₜ₋ᵢ + Σᵢθᵢεₜ₋ᵢ </para> where the first sum has an upper limit of _arOrder and the second _maOrder.</p>
 <div class="subsection-content">
 <div class="code-snippet"><code>GetEnumerator()</code></div>
 <div class="subsection-content">

diff --git a/Resources/indicators/constructors/implied-volatility.html b/Resources/indicators/constructors/implied-volatility.html
@@ -311,7 +311,7 @@ <h4 id="ImpliedVolatility">ImpliedVolatility</h4>
 <div class="subsection-header">Parameters:</div>
 <ul class="subsection-content">
     <li>
-    <span class="arg-name">function</span> (<span class="object-type">PyObject | Func[Decimal, Decimal, Decimal]</span>)
+    <span class="arg-name">function</span> (<span class="object-type">Func[Decimal, Decimal, Decimal] | PyObject</span>)
     </li>
 </ul>
 

diff --git a/Resources/indicators/constructors/mc-clellan-summation-index.html b/Resources/indicators/constructors/mc-clellan-summation-index.html
@@ -2,7 +2,7 @@
 <h4 id="McClellanSummationIndex">McClellanSummationIndex</h4>
 <div class="code-snippet"><span class="object-type">class</span> <code>QuantConnect.Indicators.McClellanSummationIndex</code><a class="code-source" href="https://github.com/search?q=repo%3AQuantConnect%2FLean+McClellanSummationIndex&type=code">[source]</a>
 </div>
-<p>The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the <a href="#McClellanOscillator">McClellanOscillator</a></p>
+<p>The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator</p>
 <div class="subsection-content">
 <div class="code-snippet"><code>get_enumerator()</code></div>
 <div class="subsection-content">
@@ -175,7 +175,7 @@ <h4 id="McClellanSummationIndex">McClellanSummationIndex</h4>
 <h4 id="McClellanSummationIndex">McClellanSummationIndex</h4>
 <div class="code-snippet"><span class="object-type">class</span> <code>QuantConnect.Indicators.McClellanSummationIndex</code><a class="code-source" href="https://github.com/search?q=repo%3AQuantConnect%2FLean+McClellanSummationIndex&type=code">[source]</a>
 </div>
-<p>The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the <a href="#McClellanOscillator">McClellanOscillator</a></p>
+<p>The McClellan Summation Index (MSI) is a market breadth indicator that is based on the rolling average of difference between the number of advancing and declining issues on a stock exchange. It is generally considered as is a long-term version of the McClellanOscillator</p>
 <div class="subsection-content">
 <div class="code-snippet"><code>GetEnumerator()</code></div>
 <div class="subsection-content">

diff --git a/Resources/indicators/constructors/pivot-points-high-low.html b/Resources/indicators/constructors/pivot-points-high-low.html
@@ -10,7 +10,7 @@ <h4 id="PivotPointsHighLow">PivotPointsHighLow</h4>
 
 
 <div class="subsection-header">Return type:</div>
-<p class="subsection-content"><a href="/docs/v2/writing-algorithms/api-reference#PivotPoint">PivotPoint[]</a></p>
+<p class="subsection-content">PivotPoint[]</p>
 </div>
 
 <div class="code-snippet"><code>get_enumerator()</code></div>
@@ -28,7 +28,7 @@ <h4 id="PivotPointsHighLow">PivotPointsHighLow</h4>
 
 
 <div class="subsection-header">Return type:</div>
-<p class="subsection-content"><a href="/docs/v2/writing-algorithms/api-reference#PivotPoint">PivotPoint[]</a></p>
+<p class="subsection-content">PivotPoint[]</p>
 </div>
 
 <div class="code-snippet"><code>get_low_pivot_points_array()</code></div>
@@ -37,7 +37,7 @@ <h4 id="PivotPointsHighLow">PivotPointsHighLow</h4>
 
 
 <div class="subsection-header">Return type:</div>
-<p class="subsection-content"><a href="/docs/v2/writing-algorithms/api-reference#PivotPoint">PivotPoint[]</a></p>
+<p class="subsection-content">PivotPoint[]</p>
 </div>
 
 <div class="code-snippet"><code>reset()</code></div>
@@ -200,7 +200,7 @@ <h4 id="PivotPointsHighLow">PivotPointsHighLow</h4>
 
 
 <div class="subsection-header">Return type:</div>
-<p class="subsection-content"><a href="/docs/v2/writing-algorithms/api-reference#PivotPoint">PivotPoint[]</a></p>
+<p class="subsection-content">PivotPoint[]</p>
 </div>
 
 <div class="code-snippet"><code>GetEnumerator()</code></div>
@@ -218,7 +218,7 @@ <h4 id="PivotPointsHighLow">PivotPointsHighLow</h4>
 
 
 <div class="subsection-header">Return type:</div>
-<p class="subsection-content"><a href="/docs/v2/writing-algorithms/api-reference#PivotPoint">PivotPoint[]</a></p>
+<p class="subsection-content">PivotPoint[]</p>
 </div>
 
 <div class="code-snippet"><code>GetLowPivotPointsArray()</code></div>
@@ -227,7 +227,7 @@ <h4 id="PivotPointsHighLow">PivotPointsHighLow</h4>
 
 
 <div class="subsection-header">Return type:</div>
-<p class="subsection-content"><a href="/docs/v2/writing-algorithms/api-reference#PivotPoint">PivotPoint[]</a></p>
+<p class="subsection-content">PivotPoint[]</p>
 </div>
 
 <div class="code-snippet"><code>Reset()</code></div>

diff --git a/Resources/indicators/constructors/regression-channel.html b/Resources/indicators/constructors/regression-channel.html
@@ -2,7 +2,7 @@
 <h4 id="RegressionChannel">RegressionChannel</h4>
 <div class="code-snippet"><span class="object-type">class</span> <code>QuantConnect.Indicators.RegressionChannel</code><a class="code-source" href="https://github.com/search?q=repo%3AQuantConnect%2FLean+RegressionChannel&type=code">[source]</a>
 </div>
-<p>The Regression Channel indicator extends the <a href="#LeastSquaresMovingAverage">LeastSquaresMovingAverage</a> with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html</p>
+<p>The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html</p>
 <div class="subsection-content">
 <div class="code-snippet"><code>get_enumerator()</code></div>
 <div class="subsection-content">
@@ -215,7 +215,7 @@ <h4 id="RegressionChannel">RegressionChannel</h4>
 <h4 id="RegressionChannel">RegressionChannel</h4>
 <div class="code-snippet"><span class="object-type">class</span> <code>QuantConnect.Indicators.RegressionChannel</code><a class="code-source" href="https://github.com/search?q=repo%3AQuantConnect%2FLean+RegressionChannel&type=code">[source]</a>
 </div>
-<p>The Regression Channel indicator extends the <a href="#LeastSquaresMovingAverage">LeastSquaresMovingAverage</a> with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html</p>
+<p>The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html</p>
 <div class="subsection-content">
 <div class="code-snippet"><code>GetEnumerator()</code></div>
 <div class="subsection-content">

diff --git a/Resources/indicators/constructors/sortino-ratio.html b/Resources/indicators/constructors/sortino-ratio.html
@@ -2,7 +2,7 @@
 <h4 id="SortinoRatio">SortinoRatio</h4>
 <div class="code-snippet"><span class="object-type">class</span> <code>QuantConnect.Indicators.SortinoRatio</code><a class="code-source" href="https://github.com/search?q=repo%3AQuantConnect%2FLean+SortinoRatio&type=code">[source]</a>
 </div>
-<p>Calculation of the Sortino Ratio, a modification of the <a href="#SharpeRatio">SharpeRatio</a>. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf Formula: S(x) = (R - T) / TDD Where: S(x) - Sortino ratio of x R - the average period return T - the target or required rate of return for the investment strategy under consideration. In Sortino’s early work, T was originally known as the minimum acceptable return, or MAR. In his more recent work, MAR is now referred to as the Desired Target Return. TDD - the target downside deviation. <a href="#TargetDownsideDeviation">TargetDownsideDeviation</a></p>
+<p>Calculation of the Sortino Ratio, a modification of the SharpeRatio. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf Formula: S(x) = (R - T) / TDD Where: S(x) - Sortino ratio of x R - the average period return T - the target or required rate of return for the investment strategy under consideration. In Sortino’s early work, T was originally known as the minimum acceptable return, or MAR. In his more recent work, MAR is now referred to as the Desired Target Return. TDD - the target downside deviation. TargetDownsideDeviation</p>
 <div class="subsection-content">
 <div class="code-snippet"><code>get_enumerator()</code></div>
 <div class="subsection-content">
@@ -165,7 +165,7 @@ <h4 id="SortinoRatio">SortinoRatio</h4>
 <h4 id="SortinoRatio">SortinoRatio</h4>
 <div class="code-snippet"><span class="object-type">class</span> <code>QuantConnect.Indicators.SortinoRatio</code><a class="code-source" href="https://github.com/search?q=repo%3AQuantConnect%2FLean+SortinoRatio&type=code">[source]</a>
 </div>
-<p>Calculation of the Sortino Ratio, a modification of the <a href="#SharpeRatio">SharpeRatio</a>. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf Formula: S(x) = (R - T) / TDD Where: S(x) - Sortino ratio of x R - the average period return T - the target or required rate of return for the investment strategy under consideration. In Sortino’s early work, T was originally known as the minimum acceptable return, or MAR. In his more recent work, MAR is now referred to as the Desired Target Return. TDD - the target downside deviation. <a href="#TargetDownsideDeviation">TargetDownsideDeviation</a></p>
+<p>Calculation of the Sortino Ratio, a modification of the SharpeRatio. Reference: https://www.cmegroup.com/education/files/rr-sortino-a-sharper-ratio.pdf Formula: S(x) = (R - T) / TDD Where: S(x) - Sortino ratio of x R - the average period return T - the target or required rate of return for the investment strategy under consideration. In Sortino’s early work, T was originally known as the minimum acceptable return, or MAR. In his more recent work, MAR is now referred to as the Desired Target Return. TDD - the target downside deviation. TargetDownsideDeviation</p>
 <div class="subsection-content">
 <div class="code-snippet"><code>GetEnumerator()</code></div>
 <div class="subsection-content">