KalmanFilter

StockSharp.Algo.Indicators

Kalman Filter indicator.

继承自: DecimalLengthIndicator

构造函数

KalmanFilter()

Initializes a new instance of the KalmanFilter class.

属性

MeasurementNoise : decimal

Measurement noise coefficient (R).

ProcessNoise : decimal

Process noise coefficient (Q).

方法

Load(SettingsStorage)

Load settings.

storage
Settings storage.
OnProcessDecimal(IIndicatorValue) : decimal?

To handle the input value.

input
The input value.

返回值: The new value of the indicator.

Reset()

Reset state.

Save(SettingsStorage)

Save settings.

storage
Settings storage.
ToString() : string

Преобразовать к строковому представлению.

返回值: Строковое представление.