cti#

cti(close, length=None, offset=None, **kwargs)[source]#

Correlation Trend Indicator (CTI)

The Correlation Trend Indicator is an oscillator created by John Ehler in 2020. It assigns a value depending on how close prices in that range are to following a positively- or negatively-sloping straight line. Values range from -1 to 1. This is a wrapper for ta.linreg(close, r=True).

Args:

close (pd.Series): Series of ‘close’s length (int): It’s period. Default: 12 offset (int): How many periods to offset the result. Default: 0

Returns:

pd.Series: Series of the CTI values for the given period.

Return type

Series