GpuCovarianceParams

GpuCovarianceParams

public GpuCovarianceParams(int length, byte firstPriceType, byte secondPriceType)

gpuCovarianceParams = GpuCovarianceParams(length, firstPriceType, secondPriceType)

Parameter set for GPU Covariance calculation.

length

Covariance window length.

firstPriceType

Price type for the first value.

secondPriceType

Price type for the second value.

FromIndicator

public void FromIndicator(IIndicator indicator)

gpuCovarianceParams.FromIndicator(indicator)

Copy parameters from the given indicator instance into this params struct.

indicator

IIndicator

FirstPriceType

public byte FirstPriceType

value = gpuCovarianceParams.FirstPriceType

Price type to extract for the first series.

Length

public int Length

value = gpuCovarianceParams.Length

Covariance period length.

SecondPriceType

public byte SecondPriceType

value = gpuCovarianceParams.SecondPriceType

Price type to extract for the second series.