/// <summary>
/// The TSF (Time Series Forecast) calculates probable future values for the price by fitting a linear regression line over a given number of price bars and following that line forward into the future. A linear regression line is a straight line which is as close to all of the given price points as possible. Also see the Linear Regression indicator.
/// </summary>
/// <returns></returns>
public TSF TSF(Data.IDataSeries input, int forecast, int period)
{
if (cacheTSF != null)
{
for (int idx = 0; idx < cacheTSF.Length; idx++)
{
if (cacheTSF[idx].Forecast == forecast && cacheTSF[idx].Period == period && cacheTSF[idx].EqualsInput(input))
{
return(cacheTSF[idx]);
}
}
}
lock (checkTSF)
{
checkTSF.Forecast = forecast;
forecast = checkTSF.Forecast;
checkTSF.Period = period;
period = checkTSF.Period;
if (cacheTSF != null)
{
for (int idx = 0; idx < cacheTSF.Length; idx++)
{
if (cacheTSF[idx].Forecast == forecast && cacheTSF[idx].Period == period && cacheTSF[idx].EqualsInput(input))
{
return(cacheTSF[idx]);
}
}
}
TSF indicator = new TSF();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Forecast = forecast;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
TSF[] tmp = new TSF[cacheTSF == null ? 1 : cacheTSF.Length + 1];
if (cacheTSF != null)
{
cacheTSF.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cacheTSF = tmp;
return(indicator);
}
}
/// <summary>
/// The TSF (Time Series Forecast) calculates probable future values for the price by fitting a linear regression line over a given number of price bars and following that line forward into the future. A linear regression line is a straight line which is as close to all of the given price points as possible. Also see the Linear Regression indicator.
/// </summary>
/// <returns></returns>
public TSF TSF(Data.IDataSeries input, int forecast, int period)
{
if (cacheTSF != null)
for (int idx = 0; idx < cacheTSF.Length; idx++)
if (cacheTSF[idx].Forecast == forecast && cacheTSF[idx].Period == period && cacheTSF[idx].EqualsInput(input))
return cacheTSF[idx];
lock (checkTSF)
{
checkTSF.Forecast = forecast;
forecast = checkTSF.Forecast;
checkTSF.Period = period;
period = checkTSF.Period;
if (cacheTSF != null)
for (int idx = 0; idx < cacheTSF.Length; idx++)
if (cacheTSF[idx].Forecast == forecast && cacheTSF[idx].Period == period && cacheTSF[idx].EqualsInput(input))
return cacheTSF[idx];
TSF indicator = new TSF();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.Forecast = forecast;
indicator.Period = period;
Indicators.Add(indicator);
indicator.SetUp();
TSF[] tmp = new TSF[cacheTSF == null ? 1 : cacheTSF.Length + 1];
if (cacheTSF != null)
cacheTSF.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheTSF = tmp;
return indicator;
}
}