public void Calculate()
{
isCalculated = true;
lrHigh.calculate();
double mult = (1 - (1 / (double)lrHigh.Coord.Count));
lrHigh.Slope = lrHigh.Slope * mult;
lrLow.calculate();
mult = (1 - (1 / (double)lrLow.Coord.Count));
lrLow.Slope = lrLow.Slope * mult;
if (!isDirectionSet)
{
Trend highDirection = lrHigh.Slope > 0 ? Trend.Up : lrHigh.Slope < 0 ? Trend.Down : Trend.Flat;
Trend lowDirection = lrLow.Slope > 0 ? Trend.Up : lrLow.Slope < 0 ? Trend.Down : Trend.Flat;
if (highDirection == lowDirection)
{
direction = highDirection;
}
else
{
direction = Trend.None;
}
isDirectionSet = true;
}
}
public void Calculate()
{
isCalculated = true;
lr.calculate();
lr.Slope = Math.Min(maxSlope, lr.Slope);
lr.Slope = Math.Max(minSlope, lr.Slope);
direction = lr.Slope > 0 ? Trend.Up : lr.Slope < 0 ? Trend.Down : Trend.Flat;
}
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 Calculate()
{
if (direction == Trend.None)
{
throw new ApplicationException("Must set direction before calculate.");
}
isCalculated = true;
switch (direction)
{
case Trend.Down:
lrHigh.calculate();
// double mult = (1 - (1 / (double) lrHigh.Coord.Count));
// lrHigh.Slope = lrHigh.Slope * mult;
break;
case Trend.Up:
lrLow.calculate();
// mult = (1 - (1 / (double) lrLow.Coord.Count));
// lrLow.Slope = lrLow.Slope * mult;
break;
}
}
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 Calculate()
{
isCalculated = true;
lr.calculate();
if (!Calculate2())
{
// double mult = (1 - (1 / (double) lr.Coord.Count));
// lr.Slope = lr.Slope * mult;
}
if (!isDirectionSet)
{
direction = lr.Slope > 0 ? Trend.Up : lr.Slope < 0 ? Trend.Down : Trend.Flat;
isDirectionSet = true;
}
}
private bool Calculate2()
{
if (lr2.Coord.Count > 1)
{
lr2.calculate();
double newSlope = lr2.Slope; // (lr.Slope + lr2.Slope)/2;
if (IsUp && newSlope > lr.Slope)
{
lr.Slope = newSlope;
return(true);
}
if (IsDown && newSlope < lr.Slope)
{
lr.Slope = newSlope;
return(true);
}
}
return(false);
}
public void calculate()
{
lr.calculate();
}
