Ehler's Correlation Trend Indicator (CTI) measures the Spearman correlation
of the price with the ideal trend line: a straight line with increasing
slope.

A collection of over 50 technical indicators for creating technical trading rules. The package also provides fast implementations of common rolling-window functions, and several volatility calculations.

Joshua Ulrich

Technical Trading Rules

CTI function

<dl><dt>price</dt>
<dd>Price series that is coercible to xts or matrix.</dd>
<dt>n</dt>
<dd>Number of periods to use.</dd>
<dt>slope</dt>
<dd>Slope of desired trend.</dd></dl>

Arguments

Author

Ehler's Correlation Trend Indicator — CTI

<dl>

<dt>price</dt>
<dd>Price series that is coercible to xts or matrix.</dd>


<dt>n</dt>
<dd>Number of periods to use.</dd>


<dt>slope</dt>
<dd>Slope of desired trend.</dd>

</dl>

CTI: Ehler's Correlation Trend Indicator

Description

Usage

Value

Arguments

Author

Details

References

See Also

Examples