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LinearRegression Class

The full class of linear regression, calculates LinearReg, LinearRegSlope, RSquared and StandardError at the same time.
Inheritance Hierarchy
SystemObject
  CloneableIIndicator
    StockSharp.Algo.IndicatorsBaseIndicator
      StockSharp.Algo.IndicatorsBaseComplexIndicator
        StockSharp.Algo.IndicatorsLinearRegression

Namespace:  StockSharp.Algo.Indicators
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public class LinearRegression : BaseComplexIndicator

The LinearRegression type exposes the following members.

Constructors
  NameDescription
Public methodLinearRegression
Initializes a new instance of the LinearRegression.
Public methodLinearRegression(LinearReg, RSquared, LinearRegSlope, StandardError)
Initializes a new instance of the LinearRegression.
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Properties
  NameDescription
Public propertyContainer
The container storing indicator data.
(Inherited from BaseIndicator.)
Public propertyId
Unique ID.
(Inherited from BaseIndicator.)
Protected propertyInnerIndicators
Embedded indicators.
(Inherited from BaseComplexIndicator.)
Public propertyInputType
Input values type.
(Inherited from BaseIndicator.)
Public propertyIsFormed
Whether the indicator is set.
(Inherited from BaseComplexIndicator.)
Public propertyLength
Period length.
Public propertyLinearReg
Linear regression.
Public propertyLinearRegSlope
Coefficient with independent variable, slope of a straight line.
Public propertyMode
Embedded indicators processing mode. The default equals to Parallel.
(Inherited from BaseComplexIndicator.)
Public propertyName
Indicator name.
(Inherited from BaseIndicator.)
Public propertyResultType
Result values type.
(Inherited from BaseComplexIndicator.)
Public propertyRSquared
Regression R-squared.
Public propertyStandardError
Standard error.
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Methods
  NameDescription
Public methodClone
Create a copy of IIndicator.
(Inherited from BaseIndicator.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodLoad
Load settings.
(Overrides BaseComplexIndicatorLoad(SettingsStorage).)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnProcess
To handle the input value.
(Inherited from BaseComplexIndicator.)
Public methodProcess
To handle the input value.
(Inherited from BaseIndicator.)
Protected methodRaiseChangedEvent
To call the event Changed.
(Inherited from BaseIndicator.)
Public methodReset
To reset the indicator status to initial. The method is called each time when initial settings are changed (for example, the length of period).
(Inherited from BaseComplexIndicator.)
Public methodSave
Save settings.
(Overrides BaseComplexIndicatorSave(SettingsStorage).)
Public methodToString
Returns a string that represents the current object.
(Inherited from BaseIndicator.)
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Events
  NameDescription
Public eventChanged
The indicator change event (for example, a new value is added).
(Inherited from BaseIndicator.)
Public eventReseted
The event of resetting the indicator status to initial. The event is called each time when initial settings are changed (for example, the length of period).
(Inherited from BaseIndicator.)
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See Also