OPEN-SOURCE SCRIPT
RCI
Updated
Rank Correlation Index. The calculation algorithm may not be optimal.
Release Notes
Fixed calculation bug where input values have multiple same values (ex. 1, 2, 3, 3, 5).
Open-source script
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.