LinearRegression

StockSharp.Algo.Indicators

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

継承元: BaseComplexIndicator<ILinearRegressionValue>

コンストラクター

LinearRegression()

Initializes a new instance of the LinearRegression.

LinearRegression(LinearReg, LinearRegRSquared, LinearRegSlope, StandardError)

Initializes a new instance of the LinearRegression.

linearReg
Linear regression.
rSquared
Regression R-squared.
regSlope
Coefficient with independent variable, slope of a straight line.
standardError
Standard error.

プロパティ

Length : int

Period length.

LinearReg : LinearReg

Linear regression.

LinearRegSlope : LinearRegSlope

Coefficient with independent variable, slope of a straight line.

RSquared : LinearRegRSquared

Regression R-squared.

StandardError : StandardError

Standard error.

メソッド

Load(SettingsStorage)

Load settings.

storage
Settings storage.
Save(SettingsStorage)

Save settings.

storage
Settings storage.
ToString() : string

Преобразовать к строковому представлению.

戻り値: Строковое представление.