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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 function.
It was added to RealTest to enable calculation of this indicator specifically, i.e., 100 * Spearman(C, Barnum,10).
Perhaps you will find other creative uses for it!
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