LinearRegression

StockSharp.Algo.Indicators

The full class of linear regression, calculates LinearReg, LinearRegSlope, RSquared and StandardError at the same time.

Constructors

public LinearRegression()

linearRegression = LinearRegression()

Initializes a new instance of the LinearRegression.

public LinearRegression(LinearReg linearReg, LinearRegRSquared rSquared, LinearRegSlope regSlope, StandardError standardError)

linearRegression = LinearRegression(linearReg, rSquared, regSlope, standardError)

Initializes a new instance of the LinearRegression.

Length

public int Length { get; set; }

value = linearRegression.Length
linearRegression.Length = value

Period length.

LinearReg

public LinearReg LinearReg { get; }

value = linearRegression.LinearReg

Linear regression.

public LinearRegSlope LinearRegSlope { get; }

value = linearRegression.LinearRegSlope

Coefficient with independent variable, slope of a straight line.

RSquared

public LinearRegRSquared RSquared { get; }

value = linearRegression.RSquared

Regression R-squared.

StandardError

public StandardError StandardError { get; }

value = linearRegression.StandardError

Standard error.

CreateValue

protected override ILinearRegressionValue CreateValue(DateTime time)

result = linearRegression.CreateValue(time)

Create .

Load

public override void Load(SettingsStorage storage)

linearRegression.Load(storage)

Load settings.

Save

public override void Save(SettingsStorage storage)

linearRegression.Save(storage)

Save settings.

ToString

public override string ToString()

result = linearRegression.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.