KalmanFilter
StockSharp.Algo.Indicators
Kalman Filter indicator.
Наследует: DecimalLengthIndicator
Конструкторы
KalmanFilter()
Initializes a new instance of the KalmanFilter class.
Свойства
MeasurementNoise : decimal
Measurement noise coefficient (R).
ProcessNoise : decimal
Process noise coefficient (Q).
Методы
OnProcessDecimal(IIndicatorValue) : decimal?
To handle the input value.
- input
- The input value.
Возвращает: The new value of the indicator.
Reset()
Reset state.