KalmanFilter
StockSharp.Algo.Indicators
Kalman Filter indicator.
Herda de: DecimalLengthIndicator
Construtores
KalmanFilter()
Initializes a new instance of the KalmanFilter class.
Propriedades
MeasurementNoise : decimal
Measurement noise coefficient (R).
ProcessNoise : decimal
Process noise coefficient (Q).
Métodos
OnProcessDecimal(IIndicatorValue) : decimal?
To handle the input value.
- input
- The input value.
Retorna: The new value of the indicator.
Reset()
Reset state.