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
//@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")