Covariance

StockSharp.Algo.Indicators

Covariance.

Inherits: LengthIndicator<ValueTuple<decimal, decimal>, CircularBufferEx<ValueTuple<decimal, decimal>>>

Constructors

Covariance
public Covariance()
covariance = Covariance()

Initializes a new instance of the Covariance.

Methods

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

To handle the input value.

input
The input value.

Returns: The resulting value.