Class Momentum.RegressionT

Container for regression results.

Inheritance

object

Momentum.RegressionT

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.SimulatorV2.Indicators

Assembly: TuringTrader.Simulator.dll

Syntax

public class Momentum.RegressionT

Constructors

RegressionT(TimeSeriesFloat, TimeSeriesFloat, TimeSeriesFloat)

Create new regression result object.

Declaration

public RegressionT(TimeSeriesFloat slope, TimeSeriesFloat intercept, TimeSeriesFloat r2)

Parameters

Type	Name	Description
TimeSeriesFloat	slope
TimeSeriesFloat	intercept
TimeSeriesFloat	r2

Fields

Intercept

Regression intercept at time offset zero.

Declaration

public readonly TimeSeriesFloat Intercept

Field Value

Type	Description
TimeSeriesFloat

R2

Regression coefficient of determination.

Declaration

public readonly TimeSeriesFloat R2

Field Value

Type	Description
TimeSeriesFloat

Slope

Regression slope.

Declaration

public readonly TimeSeriesFloat Slope

Field Value

Type	Description
TimeSeriesFloat