GpuKalmanParams
StockSharp.Algo.Gpu.Indicators
Parameter set for GPU Kalman Filter calculation.
Implements: IGpuIndicatorParams
Constructors
GpuKalmanParams
public GpuKalmanParams(int length, byte priceType, float processNoise, float measurementNoise)gpuKalmanParams = GpuKalmanParams(length, priceType, processNoise, measurementNoise)Parameter set for GPU Kalman Filter calculation.
- length
- Kalman filter length.
- priceType
- Price type.
- processNoise
- Process noise coefficient.
- measurementNoise
- Measurement noise coefficient.
Methods
FromIndicator
public void FromIndicator(IIndicator indicator)gpuKalmanParams.FromIndicator(indicator)Copy parameters from the given indicator instance into this params struct.
- indicator
- IIndicator
Fields
MeasurementNoise
public float MeasurementNoisevalue = gpuKalmanParams.MeasurementNoiseMeasurement noise coefficient.
PriceType
public byte PriceTypevalue = gpuKalmanParams.PriceTypePrice type to extract from candles.
ProcessNoise
public float ProcessNoisevalue = gpuKalmanParams.ProcessNoiseProcess noise coefficient.