Publication:17.09.2026Correlation Engine
- Category: Algotrading
- Asset class: Futures
Description
Tracks index correlation across multiple calculation windows to spot real-time structural shifts and intermarket divergences without switching between chart tabs.
Key Features
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Multi-Window Correlation Panel. Displays real-time correlation metrics across short- and long-term calculation periods (e.g., 20, 50, 100, and 250 bars).
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Directional & Strength Visuals. Uses color-coded cards and directional arrows to quickly signal alignment or divergence between benchmark indices (such as NQ/ES or MNQ/MES).
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Regime Shift Detection. Highlights differences between short-term noise and broader intermarket structural changes.
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Closed Bars Calculation Option. Includes a toggle to calculate values strictly on closed bars to reduce intra-bar fluctuation and noise.
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Intermarket Context. Provides valuable market regime context to evaluate whether index movements are supported across the sector.
Settings
Calculation periods, display mode (live vs. closed bars only), visual layout, status footer options, color coding thresholds.
The Correlation Engine indicator provides clear intermarket context by displaying live statistical relationship metrics between paired index futures on a single panel, keeping your workspace streamlined and eliminating chart switching.
Independent developer specializing in ATAS indicators. The author (Adam Pixa) has been actively trading for over 6 years and has spent a long time creating custom indicators for ATAS — with more than 60 proprietary indicators to his name, originally built for personal use and for friends. He previously worked as a software developer, which gave him experience writing clean, maintainable code.
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