forexpirate

Correlation of chart symbol to different Index-ETF-currency

Script plots correlation of chart symbol to a variety of indexes, symbols, equities. ** Original idea was to find Bitcoin correlation, which I did not. Built in correlations are: Nikie, DAX , SPY , AAPL , US Dollar , Gold , EURUSD , USDCNY , EEM , QQQ , XLK , XLF , USDJPY , EURGBP
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//@version=2
study(title="BITCOIN Index-ETF-currency Corr",  shorttitle="BITCOIN Index-ETF-currency Corr")
// Add the inputs
l = input(title="Length", type=integer,  defval=20, minval=5)

p0 = input(title="Other data series", type=symbol,defval="JPN")
p1 = input(title="Other data series", type=symbol,defval="DAX")
p2 = input(title="Other data series", type=symbol,defval="amex:SPY")
p3 = input(title="Other data series", type=symbol,defval="NASDAQ:aapl")
p4 = input(title="Other data series", type=symbol,defval="usdollar")
p5 = input(title="Other data series", type=symbol,defval="amex:gld") 
p6 = input(title="Other data series", type=symbol,defval="FX_IDC:EURUSD")
p7 = input(title="Other data series", type=symbol,defval="FX_IDC:usdcny")
p8 = input(title="Other data series", type=symbol,defval="amex:eem")
p9 = input(title="Other data series", type=symbol,defval="NASDAQ:qqq")
p10 = input(title="Other data series", type=symbol,defval="amex:xlk")
p11 = input(title="Other data series", type=symbol,defval="amex:xlf")
//p12 = input(title="Other data series", type=symbol,defval="FX_IDC:usdcnh")
p13 = input(title="Other data series", type=symbol,defval="FX_IDC:usdjpy")
p14 = input(title="Other data series", type=symbol,defval="FX_IDC:eurgbp")

s0= security(p0, period, close)
s1= security(p1, period, close)
s2= security(p2, period, close)
s3= security(p3, period, close)
s4= security(p4, period, close)
s5= security(p5, period, close)
s6= security(p6, period, close)
s7= security(p7, period, close)
s8= security(p8, period, close)
s9= security(p9, period, close)
s10= security(p10, period, close)
s11= security(p11, period, close)
//s12= security(p12, period, close)
s13= security(p13, period, close)
s14= security(p14, period, close)
// Calculate correlation and slopes
corr0 = correlation(close, s0, l)
corr1 = correlation(close, s1, l)
corr2 = correlation(close, s2, l)
corr3 = correlation(close, s3, l)
corr4 = correlation(close, s4, l)
corr5 = correlation(close, s5, l)
corr6 = correlation(close, s6, l)
corr7 = correlation(close, s7, l)
corr8 = correlation(close, s8, l)
corr9 = correlation(close, s9, l)
corr10 = correlation(close, s10, l)
corr11 = correlation(close, s11, l)
//corr12 = correlation(close, s12, l)
corr13 = correlation(close, s13, l)
corr14 = correlation(close, s14, l)
// SMA calc


plot(corr0,color=red,title="Japan")
plot(corr1,color=silver,title="Germany")
plot(corr2,color=white,title="SP500")
plot(corr3,color=maroon,title="Apple")
plot(corr4,color=purple,title="US Dollar")
plot(corr5,color=green,title="Gold")
plot(corr6,color=lime,title="EURUSD")
plot(corr7,color=olive,title="USDCNY")
plot(corr8,color=yellow,title="EEM")
plot(corr9,color=navy,title="Nasdaq")
plot(corr10,color=teal,title="Tech ETF")
plot(corr11,color=orange,title="Fin ETF")
//plot(corr12,color=aqua,title="")
plot(corr13,color=silver,title="USDJPY")
plot(corr14,color=white,title="EURGBP")

Komentarze

wow. nice work.. how to do alteration in this. and is there any way to include USDINR too in this..
Odpowiedz
It is a good work but I think is better if you can choice the symbols to show correlation
Odpowiedz
Something goes wrong. It doesn't work.
Odpowiedz
Hello, the task of the indicator is to show correlation. You can change what instruments you measure correlation.
Odpowiedz
Gorbie forexpirate
It works only on a daily view
Odpowiedz
I see. Then one or more of the symbols in the list do not have intraday prices. If you remove those then it will work.
Odpowiedz
Gorbie forexpirate
Okay! Well done. Great work mate!
Odpowiedz
Thank you, glad it will works for you now. I built it first hunting for bitcoin correlations. The goal was to see is anything drives bitcoin, even if for only a few months or so. I did not find anything really big in the bitcoin arena. But the script can be used for anything.
Odpowiedz
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