Table of Contents

Class Covariance

Namespace
StockSharp.Algo.Indicators
Assembly
StockSharp.Algo.dll

Covariance.

[Display(ResourceType = typeof(LocalizedStrings), Name = "COV", Description = "Covariance")]
[IndicatorIn(typeof(PairIndicatorValue<decimal>))]
public class Covariance : LengthIndicator<Tuple<decimal, decimal>>, IIndicator, IPersistable, ICloneable<IIndicator>, ICloneable, ILengthIndicator
Inheritance
Covariance
Implements
IPersistable
ICloneable<IIndicator>
Derived
Inherited Members
Extension Methods

Remarks

https://en.wikipedia.org/wiki/Covariance.

Constructors

Covariance()

Initializes a new instance of the Covariance.

public Covariance()

Methods

OnProcess(IIndicatorValue)

To handle the input value.

protected override IIndicatorValue OnProcess(IIndicatorValue input)

Parameters

input IIndicatorValue

The input value.

Returns

IIndicatorValue

The resulting value.