Correlation

StockSharp.Algo.Indicators

Correlation.

Inherits: Covariance

Constructors

Correlation
public Correlation()
correlation = Correlation()

Initializes a new instance of the Correlation.

Methods

OnProcess
protected override IIndicatorValue OnProcess(IIndicatorValue input)
result = correlation.OnProcess(input)

To handle the input value.

input
The input value.

Returns: The resulting value.

Reset
public override void Reset()
correlation.Reset()

To reset the indicator status to initial. The method is called each time when initial settings are changed (for example, the length of period).