Navigation: Realtest Script Language > Syntax Element Details > Spearman Category Multi-Bar Functions Description Spearman Rank Correlation of two series Syntax Spearman(expr1, expr2, count) Parameters expr1 - data series formula expr2 - data series formula count - lookback period Notes See this link for a general description of this approach to correlation. This implementation handles ties correctly. Output will match Python scipy.spearmanr. A typical use case is this indicator, i.e., 100 * Spearman(C, FunBar, 10). See also Correl, CorrelAvg, etc. Copyright © 2020-2025 Systematic Solutions, LLC
