Modified on 2020/03/28 09:42 by Eugene — Categorized as: TASCIndicators


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

Parameter Description

periodLookback period


The CorrelationTrend indicator by Dr. John Ehlers was featured in May 2020 issue of Technical Analysis of Stocks & Commodities magazine. The indicator is a Spearman correlation of a price series against a straight line with a positive slope. According to its author, it could help to identify the onset of a trend or the switch to a cyclic mode.

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