Looking for someone to write the code into Tradovate for the Spearman Indicator. I have found this on other trading software but not here unfortunately. Please see below for script. I’m not a programmer and have no idea what this means but I like the indicator.
CALCULATION
//input = price, user defined, default is closing price
//method = moving average, user defined, default is SMA
//n = Spearman period, user defined, default is 10
//sigPeriod = signal period, user defined, default is 3
size = series.size();
r1 = new int[n+1];
r22 = new int[n+1];
r11 = new double[n+1];
r21 = new double[n+1];
temp = 0;
coefcorr = 0, sc = 0;
changed = 0, found = 0;
absum = 0, ab = 0, ab2 = 0 ;
for (int k = n; k lessThan size; k++ )
for (int i = n; i moreOrEqual 1; i–)
r1[i] = i;
r22[i] = i;
r11[i] = series.getDouble((k - n + i), key, 0);
r21[i] = series.getDouble((k - n + i), key, 0);
endFor
//sort r21 descending
changed = 1;
while (changed moreThan 0)
changed = 0;
for (int i = 1; i lessOrEqual (n-1); i++)
if (r21[i+1] lessThan r21[i])
temp = r21[i];
r21[i] = r21[i + 1];
r21[i+1] = temp;
changed = 1;
endIf
endFor
endWhile
////
for (int i = 1; i lessOrEqual n; i++)
found = 0;
while (found lessThan 1)
for (int j = 1; j lessOrEqual n; j++)
if (r21[j] == r11[i])
r22[i] = j;
found = 1;
endIf
endFor
endWhile
endFor
/////////
absum = 0;
for (int i = 1; i lessOrEqual; i++)
ab = r1[i] - r22[i];
ab2 = ab * ab;
absum = absum + ab2;
endFor
coefcorr = 1 - ((6 * absum) / (n * ((n * n) - 1)));
Plot: sc = 100 * coefcorr;
Plot: sig = ma(method, k, sigPeriod, SC);
end