ok, great.

The more I read about autocorrelation (parametric/nonparametric) the more I'm starting to think that it is really usefull, but what we need is maybe a little less complex: the ideal timeseries for trading would have very clear trends; and what is a trend? higher highs and higher lows or lower highs and lower lows, so based on closing prices we could just calculate a sort of "trend score" of a rolling window (the length of the window is hard to define) where every close of a bar "in the same direction" gets a +1 score, and where a close in a different direction gets a -1 score and you start at zero at the beginning of the window. I know this sounds a lot like other trend-indicators but it's really raw, so easier to manipulate.

I'm reading more on nonparametric (no assumptions about probability distributions etc.) autocorrelation tests and I'll get back to you soon.
Looking forward to that Wealthlab code though