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