KalmanFilter
StockSharp.Algo.Indicators
Kalman Filter indicator.
Inherits: DecimalLengthIndicator
Constructors
KalmanFilter()
Initializes a new instance of the KalmanFilter class.
Properties
MeasurementNoise : decimal
Measurement noise coefficient (R).
ProcessNoise : decimal
Process noise coefficient (Q).
Methods
OnProcessDecimal(IIndicatorValue) : decimal?
To handle the input value.
- input
- The input value.
Returns: The new value of the indicator.
Reset()
Reset state.