GpuCorrelationParams

GpuCorrelationParams

public GpuCorrelationParams(int length, byte sourcePriceType, byte otherPriceType)

gpuCorrelationParams = GpuCorrelationParams(length, sourcePriceType, otherPriceType)

Parameter set for GPU correlation calculation.

length

Correlation window length.

sourcePriceType

Price type for the first data sequence.

otherPriceType

Price type for the second data sequence.

FromIndicator

public void FromIndicator(IIndicator indicator)

gpuCorrelationParams.FromIndicator(indicator)

Copy parameters from the given indicator instance into this params struct.

indicator

IIndicator

Length

public int Length

value = gpuCorrelationParams.Length

Window length for correlation calculation.

OtherPriceType

public byte OtherPriceType

value = gpuCorrelationParams.OtherPriceType

Price type to extract for the second series.

SourcePriceType

public byte SourcePriceType

value = gpuCorrelationParams.SourcePriceType

Price type to extract for the first series.