Trend Finder with Coefficient of Variation

[ShadyNagy]

Trend Finder with Coefficient of Variation

Is this indicator exists or there is any way to implement it?
I found it in the trading view on this link with the script https://www.tradingview.com/script/XseYRWFH-Trend-Finder-with-Coefficient-of-Variation/

I will be thankful if this we can implement.

[Update]
One more question:
Did we have median function somewhere in the package?

bool is_ranging = COV < ta.median(COV, length_m)

[DaveSkender]

While I don't think the full indicator would pass our sniff test for direct inclusion in the library, it might make for a good custom indicator. Our standard deviation indicator returns the information you'd need.

If I understood this right, it’s simply:

// base COR indicator
var results = quotes
  .GetStdDev(..)
  .Select(x => x.Date, x.StdDev / x.Mean);

We're also planning to add more array math functions for things like median.

[ShadyNagy]

@DaveSkender
Thank you so much maybe I will make PR for array math functions which I am testing now.
Is there a function to convert the data to candles by period?

public static List<TQuote> ToCandles<TQuote>(this IEnumerable<(DateTime Date, double Value)> tuples, int candlePeriod)

[DaveSkender]

Thank you, we love contributions.

Regarding the candle converter, you’d need all elements to properly form the shape, open, high, low, close prices. I may be misunderstanding. If you’re seeking to convert bar time size, we have a .Aggregate(..) utility.