compute_correlation_regimes
Classify rolling return correlation between two explicitly bound charts to identify correlation regimes. Uses closed bars with matching UTC timestamps as descriptive evidence.
Instructions
Classify rolling return correlation between two explicitly bound layout charts. Closed bars must share an exact UTC timestamp; missing bars are never forward-filled. This is descriptive evidence, not a trading signal.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| count | No | ||
| window | No | ||
| strong_threshold | No | ||
| neutral_threshold | No | ||
| expected_timeframe | Yes | ||
| primary_chart_index | Yes | ||
| reference_chart_index | Yes | ||
| expected_primary_symbol | Yes | ||
| expected_reference_symbol | Yes |