private Series<double> reg;
else if (State == State.Configure) { AddDataSeries(SYM_S, Data.BarsPeriodType.Day, 1,Data.MarketDataType.Last); AddDataSeries(SYM, Data.BarsPeriodType.Day, 1,Data.MarketDataType.Last); reg = new Series<double>(this, MaximumBarsLookBack); }
reg[0] = SystemPerformance.AllTrades.TradesPerformance.Percent.CumProfit; LinReg1= LinReg(reg,2); Print(string.Format("{0};{1};{2};{3}", Time[0], LinReg1[0],SystemPerformance.AllTrades.TradesPerformance.RSquared, SystemPerformance.AllTrades.TradesPerformance.Percent.CumProfit));
reg[0] = SystemPerformance.AllTrades.TradesPerformance.Percent.CumProfit; LinReg1= LinReg(reg,14); LinRegIntercept1=LinRegIntercept(reg,14); LinRegSlope1=LinRegSlope(reg,14); Print(string.Format("{0};{1};{2};{3};{4}", Time[0], LinReg1[0],LinRegSlope1[0], LinRegIntercept1[0],SystemPerformance.AllTrades.TradesPerformance.Percent.CumProfit));
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