public void setPoints(int bar1, int y1, int bar2, int y2)
{
lr.clearPoints();
this.bar1 = bar1;
this.y1 = y1;
this.bar2 = bar2;
this.y2 = y2;
lr.addPoint(interceptBar - bar1, y1);
lr.addPoint(interceptBar - bar2, y2);
}
public void AddBar(int bar)
{
switch (barsToUse)
{
case BarsToUse.Highs:
lr.addPoint(bar - interceptBar, bars.High[bars.CurrentBar - bar]);
break;
case BarsToUse.Lows:
lr.addPoint(bar - interceptBar, bars.Low[bars.CurrentBar - bar]);
break;
default:
case BarsToUse.Middle:
lr.addPoint(bar - interceptBar, model.Formula.Middle(bars, bars.CurrentBar - bar));
break;
}
}
public double CheckNewSlope(ChartPoint point)
{
LinearRegression tempLR = new LinearRegression(lr.Coord);
tempLR.addPoint(point.Bar - interceptBar, point.Y);
tempLR.calculate();
double mult = (1 - (1 / (double)tempLR.Coord.Count));
tempLR.Slope = tempLR.Slope * mult;
return(tempLR.Slope);
}
public void TestMethod()
{
LinearRegression lr = new LinearRegression();
lr.addPoint(1.0, 2.6);
lr.addPoint(2.3, 2.8);
lr.addPoint(3.1, 3.1);
lr.addPoint(4.8, 4.7);
lr.addPoint(5.6, 5.1);
lr.addPoint(6.3, 5.3);
lr.calculate();
Assert.IsTrue(0.5842 == Math.Round(lr.Slope * 10000) / 10000, "Linear Regression returned wrong slope.");
Assert.IsTrue(1.6842 == Math.Round(lr.Intercept * 10000) / 10000, "Linear Regression wrong intercept.");
Assert.IsTrue(0.9741 == Math.Round(lr.Correlation * 10000) / 10000, "Linear Regression returned wrong correlation.");
// Should be able to repeat the test and it still work
// since a reset() was added to calculate.
lr.calculate();
Assert.IsTrue(0.5842 == Math.Round(lr.Slope * 10000) / 10000, "Linear Regression returned wrong slope.");
Assert.IsTrue(1.6842 == Math.Round(lr.Intercept * 10000) / 10000, "Linear Regression wrong intercept.");
Assert.IsTrue(0.9741 == Math.Round(lr.Correlation * 10000) / 10000, "Linear Regression returned wrong correlation.");
}
public void addPoint2(int bar, int y)
{
lr2.addPoint(bar - interceptBar, y);
}
public void addHigh(double bar)
{
lrHigh.addPoint(bar - interceptBar, bars.High[bars.CurrentBar - (int)bar]);
}
public void addLow(double bar)
{
lrLow.addPoint(bar - interceptBar, bars.Low[bars.CurrentBar - (int)bar]);
}
public void addPoint(int bar, double y)
{
lr.addPoint(bar - interceptBar, y);
}
public void addBar(int bar)
{
lrHigh.addPoint(bar - interceptBar, bars.High[bars.CurrentBar - bar]);
lrLow.addPoint(bar - interceptBar, bars.Low[bars.CurrentBar - bar]);
}
