Syntax
public CorrelationTrend(DataSeries ds, int period, string description)
public static CorrelationTrend Series(DataSeries ds, int period)Parameter Description
| ds | DataSeries |
| period | Lookback period |
Description
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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