Collection of Dominant Cycle estimators. Length adaptation used in the Adaptive Moving Averages and the Adaptive Oscillators try to follow price movements and accelerate/decelerate accordingly (usually quite rapidly with a huge range). Cycle estimators, on the other hand, try to measure the cycle period of the current market, which does not reflect price movement...
This indicator shows the Pearson correlation coefficient between different periods of one financial instrument. Two dates are set, which are the starting points of two series, between which the correlation coefficient is calculated. The correlation period is taken from the difference of the current date from the second reference point. The indicator is designed to...
This is my "Pine-based" correlation() function written in raw Pine Script. Other names applied to it are "Pearson Correlation", "Pearson's r", and one I can never remember being "Pearson Product-Moment Correlation Coefficient(PPMCC)". There is two basic ways to utilize this script. One is checking correlation with another asset such as the S&P 500 (provided as a...
