GT::Indicators::RSquare

Overview

This function calculates the R-Squared coefficient.

Calculation

Pwr(Corr(Cum(1),C,14,0),2)

=cut

sub initialize { my $self = shift;

    $self->{'correlation'} = GT::Indicators::BPCorrelation->new([ 
                                 $self->{'args'}->get_arg_constant(1),
                                 '{I:Generic:Cum 1 }',
                                 $self->{'args'}->get_arg_names(2) ]);

    $self->add_indicator_dependency($self->{'correlation'}, 1);
    $self->add_prices_dependency(2);
}

GT::Indicators::RSquare::calculate($calc, $day)