Exemple #1
0
        /// <summary>
        /// The Linear Regression is an indicator that 'predicts' the value of a security's price.
        /// </summary>
        /// <returns></returns>
        public LinReg LinReg(Data.IDataSeries input, int period)
        {
            if (cacheLinReg != null)
            {
                for (int idx = 0; idx < cacheLinReg.Length; idx++)
                {
                    if (cacheLinReg[idx].Period == period && cacheLinReg[idx].EqualsInput(input))
                    {
                        return(cacheLinReg[idx]);
                    }
                }
            }

            lock (checkLinReg)
            {
                checkLinReg.Period = period;
                period             = checkLinReg.Period;

                if (cacheLinReg != null)
                {
                    for (int idx = 0; idx < cacheLinReg.Length; idx++)
                    {
                        if (cacheLinReg[idx].Period == period && cacheLinReg[idx].EqualsInput(input))
                        {
                            return(cacheLinReg[idx]);
                        }
                    }
                }

                LinReg indicator = new LinReg();
                indicator.BarsRequired        = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack         = MaximumBarsLookBack;
#endif
                indicator.Input  = input;
                indicator.Period = period;
                Indicators.Add(indicator);
                indicator.SetUp();

                LinReg[] tmp = new LinReg[cacheLinReg == null ? 1 : cacheLinReg.Length + 1];
                if (cacheLinReg != null)
                {
                    cacheLinReg.CopyTo(tmp, 0);
                }
                tmp[tmp.Length - 1] = indicator;
                cacheLinReg         = tmp;
                return(indicator);
            }
        }
Exemple #2
0
        /// <summary>
        /// The Linear Regression is an indicator that 'predicts' the value of a security's price.
        /// </summary>
        /// <returns></returns>
        public LinReg LinReg(Data.IDataSeries input, int period)
        {
            if (cacheLinReg != null)
                for (int idx = 0; idx < cacheLinReg.Length; idx++)
                    if (cacheLinReg[idx].Period == period && cacheLinReg[idx].EqualsInput(input))
                        return cacheLinReg[idx];

            lock (checkLinReg)
            {
                checkLinReg.Period = period;
                period = checkLinReg.Period;

                if (cacheLinReg != null)
                    for (int idx = 0; idx < cacheLinReg.Length; idx++)
                        if (cacheLinReg[idx].Period == period && cacheLinReg[idx].EqualsInput(input))
                            return cacheLinReg[idx];

                LinReg indicator = new LinReg();
                indicator.BarsRequired = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
                indicator.Input = input;
                indicator.Period = period;
                Indicators.Add(indicator);
                indicator.SetUp();

                LinReg[] tmp = new LinReg[cacheLinReg == null ? 1 : cacheLinReg.Length + 1];
                if (cacheLinReg != null)
                    cacheLinReg.CopyTo(tmp, 0);
                tmp[tmp.Length - 1] = indicator;
                cacheLinReg = tmp;
                return indicator;
            }
        }