Struct CorrelationTrendIndicator 

pub struct CorrelationTrendIndicator { /* private fields */ }

Ehlers’ Correlation Trend Indicator (CTI) — the Pearson correlation coefficient between price and a perfectly straight ramp over the lookback.

CTI = corr( price over the window , [0, 1, …, period−1] )

John Ehlers’ CTI asks “how closely does recent price track a straight line?” by correlating the windowed price against the time index itself. A reading near +1 means price is rising in a near-perfect line (strong uptrend); near −1 means a clean downtrend; near 0 means no linear trend (a range or choppy market). Because correlation is scale- and offset-invariant, the slope’s steepness does not matter — only how linear the move is — which makes CTI an unusually clean trend/range classifier. It differs from Autocorrelation, which correlates price with a lagged copy of itself rather than with time.

The output is in [−1, +1]; a flat window (zero price variance) returns 0. The first value lands after period inputs; each update recomputes the correlation over the window in O(period).

Example

use wickra_core::{Indicator, CorrelationTrendIndicator};

let mut indicator = CorrelationTrendIndicator::new(20).unwrap();
let mut last = None;
for i in 0..40 {
    last = indicator.update(100.0 + f64::from(i)); // a clean uptrend
}
assert!((last.unwrap() - 1.0).abs() < 1e-9);

Implementations

impl CorrelationTrendIndicator

pub fn new(period: usize) -> Result<Self>

Construct a CTI over period bars.

Errors

Returns Error::InvalidPeriod if period < 2 (a correlation needs two points).

pub const fn period(&self) -> usize

Configured lookback period.

pub const fn value(&self) -> Option<f64>

Current value if available.

Trait Implementations

impl Clone for CorrelationTrendIndicator

fn clone(&self) -> CorrelationTrendIndicator

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for CorrelationTrendIndicator

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Indicator for CorrelationTrendIndicator

type Input = f64

Type of one input data point (typically f64 for a price, or Candle / Tick).

type Output = f64

Type of one output value.

fn update(&mut self, input: f64) -> Option<f64>

Feed one new data point into the indicator and return the freshly computed output, or None if the indicator is still warming up.

fn reset(&mut self)

Reset all internal state, leaving the indicator equivalent to a freshly constructed instance with the same parameters.

fn warmup_period(&self) -> usize

Number of inputs required before the first non-None output can be produced.

fn is_ready(&self) -> bool

Whether the indicator has emitted at least one value since the last reset.

fn name(&self) -> &'static str

Stable, human-readable indicator name. Used by chaining and diagnostics.