Louis Szeto

Tested both daily and hourly data on `lean backtest --download-data`. Both tests would have thet data refresh if the data's `LastModifiedTime` was old (I tried on 32 days), but not...

[spy_hurst_exponent.csv](https://github.com/QuantConnect/Lean/files/10823021/spy_hurst_exponent.csv)

[spy_hurst_exponent.csv](https://github.com/QuantConnect/Lean/files/13114565/spy_hurst_exponent.csv) columns: "SPY close" "hurst exponent" script: ``` import talib import pandas as pd history = pd.read_csv("https://github.com/QuantConnect/Lean/raw/master/Data/equity/usa/daily/spy.zip", index_col=0, names=["open", "high", "low", "close", "volume"]) close = history.close # Source: https://towardsdatascience.com/introduction-to-the-hurst-exponent-with-code-in-python-4da0414ca52e def...

[spy_wto.csv](https://github.com/QuantConnect/Lean/files/10814192/spy_wto.csv)

Hi! Please refer to this reference data: [spy_wto.csv](https://github.com/QuantConnect/Lean/files/13114047/spy_wto.csv) The columns are "SPY high" "SPY low" "SPY close" "TCI" "WT2" Script to generate: ``` import talib import pandas as pd history...

[spy_do.csv](https://github.com/QuantConnect/Lean/files/10824790/spy_do.csv)

[spy_do.csv](https://github.com/QuantConnect/Lean/files/13114686/spy_do.csv) columns: "SPY close" "DO" script: ``` import talib import pandas as pd history = pd.read_csv("https://github.com/QuantConnect/Lean/raw/master/Data/equity/usa/daily/spy.zip", index_col=0, names=["open", "high", "low", "close", "volume"]) close = history.close # Source: https://www.tradingview.com/script/6wfwJ6To-Indicator-Derivative-Oscillator/ s1 =...

For flagging the error, I think the URL tester is already doing so?

@AlexCatarino now PR #1640 will not erase the indicator reference image links. Maybe this can be closed.

Thank you for the commits! Looks great and technical. Leaving a few comments above. BTW I think [Local_Stochastic_Volatility_Model.ipynb](https://github.com/QuantConnect/Research/pull/48/files/33eaadb7717742e7ad3df123d561c0be4ea85900#diff-b621b661217f0674a1c2e11a56f70a8b1465dc8e2a4e4fc63e4b4528f462a109) is in a wrong location. Please put it into the folder like...