/// <summary>
/// Plots the correlation value of the pair.
/// </summary>
/// <returns></returns>
public PairsCorrelation PairsCorrelation(Data.IDataSeries input, int correlPeriod, string firstInstrument, string secondInstrument)
{
if (cachePairsCorrelation != null)
{
for (int idx = 0; idx < cachePairsCorrelation.Length; idx++)
{
if (cachePairsCorrelation[idx].CorrelPeriod == correlPeriod && cachePairsCorrelation[idx].FirstInstrument == firstInstrument && cachePairsCorrelation[idx].SecondInstrument == secondInstrument && cachePairsCorrelation[idx].EqualsInput(input))
{
return(cachePairsCorrelation[idx]);
}
}
}
lock (checkPairsCorrelation)
{
checkPairsCorrelation.CorrelPeriod = correlPeriod;
correlPeriod = checkPairsCorrelation.CorrelPeriod;
checkPairsCorrelation.FirstInstrument = firstInstrument;
firstInstrument = checkPairsCorrelation.FirstInstrument;
checkPairsCorrelation.SecondInstrument = secondInstrument;
secondInstrument = checkPairsCorrelation.SecondInstrument;
if (cachePairsCorrelation != null)
{
for (int idx = 0; idx < cachePairsCorrelation.Length; idx++)
{
if (cachePairsCorrelation[idx].CorrelPeriod == correlPeriod && cachePairsCorrelation[idx].FirstInstrument == firstInstrument && cachePairsCorrelation[idx].SecondInstrument == secondInstrument && cachePairsCorrelation[idx].EqualsInput(input))
{
return(cachePairsCorrelation[idx]);
}
}
}
PairsCorrelation indicator = new PairsCorrelation();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.CorrelPeriod = correlPeriod;
indicator.FirstInstrument = firstInstrument;
indicator.SecondInstrument = secondInstrument;
Indicators.Add(indicator);
indicator.SetUp();
PairsCorrelation[] tmp = new PairsCorrelation[cachePairsCorrelation == null ? 1 : cachePairsCorrelation.Length + 1];
if (cachePairsCorrelation != null)
{
cachePairsCorrelation.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cachePairsCorrelation = tmp;
return(indicator);
}
}
/// <summary>
/// Plots the correlation value of the pair.
/// </summary>
/// <returns></returns>
public PairsCorrelation PairsCorrelation(Data.IDataSeries input, int correlPeriod, string firstInstrument, string secondInstrument)
{
if (cachePairsCorrelation != null)
for (int idx = 0; idx < cachePairsCorrelation.Length; idx++)
if (cachePairsCorrelation[idx].CorrelPeriod == correlPeriod && cachePairsCorrelation[idx].FirstInstrument == firstInstrument && cachePairsCorrelation[idx].SecondInstrument == secondInstrument && cachePairsCorrelation[idx].EqualsInput(input))
return cachePairsCorrelation[idx];
lock (checkPairsCorrelation)
{
checkPairsCorrelation.CorrelPeriod = correlPeriod;
correlPeriod = checkPairsCorrelation.CorrelPeriod;
checkPairsCorrelation.FirstInstrument = firstInstrument;
firstInstrument = checkPairsCorrelation.FirstInstrument;
checkPairsCorrelation.SecondInstrument = secondInstrument;
secondInstrument = checkPairsCorrelation.SecondInstrument;
if (cachePairsCorrelation != null)
for (int idx = 0; idx < cachePairsCorrelation.Length; idx++)
if (cachePairsCorrelation[idx].CorrelPeriod == correlPeriod && cachePairsCorrelation[idx].FirstInstrument == firstInstrument && cachePairsCorrelation[idx].SecondInstrument == secondInstrument && cachePairsCorrelation[idx].EqualsInput(input))
return cachePairsCorrelation[idx];
PairsCorrelation indicator = new PairsCorrelation();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.CorrelPeriod = correlPeriod;
indicator.FirstInstrument = firstInstrument;
indicator.SecondInstrument = secondInstrument;
Indicators.Add(indicator);
indicator.SetUp();
PairsCorrelation[] tmp = new PairsCorrelation[cachePairsCorrelation == null ? 1 : cachePairsCorrelation.Length + 1];
if (cachePairsCorrelation != null)
cachePairsCorrelation.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cachePairsCorrelation = tmp;
return indicator;
}
}
