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# NET: Ehlers Noise Elimination Technology
**NET** applies Kendall Tau-a rank correlation to a rolling window of the input series. It measures the degree of monotonic trend: +1 means perfectly rising, −1 means perfectly falling, 0 means no trend. Unlike Pearson correlation (used in CTI), Kendall tau is nonparametric and robust to outliers.
> *Rank the bars. Count the agreements. If the market is trending, the ranks will tell you — without a single moving average.*
| Property | Value |
| :------------- | :--------------------------- |
| **Category** | Filters |
| **Author** | John F. Ehlers |
| **Source** | TASC, December 2020 |
| **Parameters** | period (int, default 14, ≥ 2) |
| **Output** | double, bounded [−1, +1] |
| **Inputs** | Single series (Close, HL2, etc.) |
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
| **Inputs** | Source (close) |
| **Parameters** | `period` (default 14, ≥ 2) |
| **Outputs** | Single series (Net) |
| **Output range** | [-1, +1] |
| **Warmup** | `period` bars |
| **PineScript** | [net.pine](net.pine) |
- NET applies Kendall Tau-a rank correlation to a rolling window, measuring the degree of monotonic trend: +1 = perfectly rising, −1 = perfectly falling, 0 = no trend. Unlike Pearson correlation (CTI), Kendall tau is nonparametric and robust to outliers.
- **Similar:** [CTI](../../oscillators/cti/Cti.md) | **Complementary:** Moving averages for trend confirmation | **Trading note:** Values above +0.5 or below −0.5 indicate strong monotonic trend; zero crossings signal direction changes.
- No external validation libraries implement NET. Validated through self-consistency and behavioral testing.
NET measures the degree of monotonic ordering within a rolling window using Kendall's Tau-a concordance statistic. For each pair of bars in the window, it checks whether both price and time agree on direction (concordant) or disagree (discordant). The normalized difference (concordant − discordant) / total_pairs produces a bounded [-1, +1] output with zero lag — no smoothing filters involved.
## Historical Context