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) -> Self

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 there is no value for this input.

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.

fn batch_nan_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Run the indicator over inputs, writing one output per input into the caller-owned out buffer (NaN where update returns None). It exists for every indicator whose output converts to an f64; the batch pipelines use it for the scalar f64 -> f64 ones.

fn batch_fast_into(&mut self, inputs: &[Self::Input], out: &mut [f64])

where Self::Input: Copy, Self::Output: Into<f64>,

Opt-in fast batch: like batch_nan_into, but an indicator with a vectorised kernel may reassociate its arithmetic to run it in SIMD lanes. Each value then agrees with the exact batch to within the tolerance the indicator documents (a few units in the last place), not bit for bit; warmup positions, NaN placement and the output length are identical. The kernels are deterministic: the same input produces the same bits on every platform, with or without SIMD hardware.