Ранговая корреляция Спирмена

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где is the sum of squares of rank differences, is the number of paired observations.

It is reasonable to use the rank correlation when there is just a small amount of observations. This method can be used for both numerical data and in the cases, when the registered values are detected by attributes of various intensity. The source of the above description was found здесь.

This indicator is one of oscillators. Однако, being compared to stochastic oscillator, it is smoother. Более того, it does not delay in pivot points.
The only external parameter that influences the calculation algorithms is rangeN. It sets the amount of bars, for which we are trying to find regularities. If rangeN = 14, then we take the close price sequence Close[я], Закрывать[я+1], ... Закрывать[i+rangeN-1], and construct a rank sequence for them, то есть, we find the location of each close price when the sequence is sorted. В этом случае, one real chart turns to be compared to another, monotone increasing chart.

The parameter of направление means sorting from the highest to the lowest value (истинный) or from the lowest to the highest value (ЛОЖЬ). The value of истинный shows a more usual picture, whereas ЛОЖЬ produces an inverted image. Parameter CalculatedBars is introduced in order to limit the amount of bars under calculation, to save CPU resources (though that wasn't needed). Zero value of this parameter means that calculations will be performed for all history available. Parameter Maxrange = 30 sets the maximum calculation period. This parameter was introduced in order to save resources, также, so maybe somebody will need it.