RicardoSantos

[RS]The Great Dollar Basket V2

575 obejrzeń
45
575 1
update: added hour and minute support (request for 56SD1uijk)
issues: usdrub is from a different data provider, reason why its desync'd with the other instruments intraday.
Usuń z Ulubionych Skryptów Dodaj do Ulubionych Skryptów
study(title='[RS]The Great Dollar Basket V2', overlay=false)
yyyy = input(title='Year:', type=integer, defval=2015)
mm = input(title='Month:', type=integer, defval=08, minval=1, maxval=12)
dd = input(title='Day:', type=integer, defval=01, minval=1, maxval=31)
hh = input(title='Hour:', type=integer, defval=00, minval=0, maxval=23)
mi = input(title='Minute:', type=integer, defval=00, minval=0, maxval=59)
src = input(title='Source:', type=source, defval=close)
smooth = input(title='Signal Smoothing:', type=integer, defval=1)
SHOW_XXXUSD = input(title='Show XXXUSD instruments:', type=bool, defval=true)
SHOW_USDXXX = input(title='Show USDXXX instruments:', type=bool, defval=true)
SHOW_METAL = input(title='Show Metal instruments:', type=bool, defval=true)
SHOW_OIL = input(title='Show Oil and Gas instruments:', type=bool, defval=true)
SHOW_INDEX = input(title='Show Index instruments:', type=bool, defval=true)

f_get_percentual_src(_yyyy, _mm, _dd, _hh, _mi, _srctype)=>
    //--> remove data prior to date.
    _src = year < _yyyy or (year <= _yyyy and month < _mm) or (year <= _yyyy and month <= _mm and dayofmonth < _dd) or (year <= _yyyy and month <= _mm and dayofmonth < _dd and _hh < hour) or (year <= _yyyy and month <= _mm and dayofmonth < _dd and _hh <= hour and _mi < minute)  ? na : _srctype
    _basis_ad = valuewhen( na(_src[1]), _src, 0)
    _return = (_src/_basis_ad)*100

mod_src = smooth <= 1 ? src : ema(src, smooth)
eurusd = not SHOW_XXXUSD ? na : security('EURUSD', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
gbpusd = not SHOW_XXXUSD ? na : security('GBPUSD', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
audusd = not SHOW_XXXUSD ? na : security('AUDUSD', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
nzdusd = not SHOW_XXXUSD ? na : security('NZDUSD', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
usdjpy = not SHOW_USDXXX ? na : security('USDJPY', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
usdcad = not SHOW_USDXXX ? na : security('USDCAD', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
usdcnh = not SHOW_USDXXX ? na : security('USDCNH', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
usdchf = not SHOW_USDXXX ? na : security('USDCHF', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
usdrub = not SHOW_USDXXX ? na : security('USDRUB', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
xauusd = not SHOW_METAL ? na : security('XAUUSD', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
xagusd = not SHOW_METAL ? na : security('XAGUSD', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
oilusd = not SHOW_OIL ? na : security('USOIL', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
gasusd = not SHOW_OIL ? na : security('NGAS', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
dxy = not SHOW_INDEX ? na : security('DXY', 'D', f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))
usd = not SHOW_INDEX ? na : security('USDOLLAR', period, f_get_percentual_src(yyyy, mm, dd, hh, mi, mod_src))

plot(title='EURUSD', series=eurusd, color=blue)
plot(title='GBPUSD', series=gbpusd, color=aqua)
plot(title='AUDUSD', series=audusd, color=teal)
plot(title='NZDUSD', series=nzdusd, color=navy)
plot(title='USDJPY', series=usdjpy, color=orange)
plot(title='USDCAD', series=usdcad, color=olive)
plot(title='USDCNH', series=usdcnh, color=purple)
plot(title='USDCHF', series=usdchf, color=fuchsia)
plot(title='USDRUB', series=usdrub, color=lime)
plot(title='XAUUSD', series=xauusd, color=yellow)
plot(title='XAGUSD', series=xagusd, color=silver)
plot(title='OIL', series=oilusd, color=black)
plot(title='GAS', series=gasusd, color=gray)
plot(title='DXY', series=dxy, color=maroon)
plot(title='USDOLLAR', series=usd, color=red)

hline(title='100', price=100, color=black)

This is great. Is it possible to do other baskets? like NZD index EUR index ect.
I tried to alter the code myself but I was not able to get it to work
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