CorrelationAngle

Modified on 2020/04/30 06:56 by Eugene — Categorized as: TASCIndicators

Syntax

public CorrelationAngle(DataSeries ds, int period, int inputPeriod, string description) public static CorrelationAngle Series(DataSeries ds, int period, int inputPeriod)

Parameter Description

dsDataSeries
periodLookback period
inputPeriodUsually you should choose 0 as the input period

Description

The CorrelationTrend indicator by Dr. John Ehlers was featured in June 2020 issue of Technical Analysis of Stocks & Commodities magazine. The idea is to correlate prices to a cosine wave over the full wavelength of the selected period. According to its author, it could help profit in cyclic markets.

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