KalmanFilter

StockSharp.Algo.Indicators

Kalman Filter indicator.

コンストラクター

KalmanFilter()

Initializes a new instance of the KalmanFilter class.

MeasurementNoise : decimal

Measurement noise coefficient (R).

ProcessNoise : decimal

Process noise coefficient (Q).

Load(SettingsStorage)

Load settings.

OnProcessDecimal(IIndicatorValue) : decimal?

To handle the input value.

戻り値: The new value of the indicator.

Reset()

Reset state.

Save(SettingsStorage)

Save settings.

ToString() : string

Преобразовать к строковому представлению.

戻り値: Строковое представление.