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giancarlopagliaroli
17 okt 2022 21:34

gCorrelations 

FX:USDOLLAR1D
Dow Jones FXCM Dollar IndexFXCM

Beskrivning

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My layout of correlations. US Dollar and SP500 as references. My list of tickets consists of several subsets: Indices, Commodities, Financials and Currencies.

is 1x5

  • Correlation Frame 1x1 --> Daily perspective (timeframe 4h, lenght for calculation of correlation = 6)
  • Correlation Frame 1x2 --> Weekly perspective (timeframe 4h, lenght for calculation of correlation = 30)
  • Correlation Frame 1x3 --> Monthly perspective (timeframe 1D, lenght for calculation of correlation = 20)
  • Correlation Frame 1x4 --> 2-Monthly perspective (timeframe 1D, lenght for calculation of correlation =40)
  • Correlation Frame 1x5 --> 3-Monthly perspective (timeframe 1D, lenght for calculation of correlation = 60)

Versionsinformation

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Updated to fix an invalid symbol in the script
statisticscorrelations
Kommentarer
VittorioJoosten
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Saluti da Singapore Giancarlo!
Thank you for the Great correlation tool.
Is there any way to edit the 'Ticket' to match a different instrument as 'input'?
Currently I can edit an instrument in input - say Han Seng Index Hong Kong instead of the Russell 2000, but the ticket still reflects the Russell.

Grazie Mille!
Vittorio Joosten
giancarlopagliaroli
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@VittorioJoosten, Ciao, I suggest to copy the code creating your own new indicator and changing the code directly.
Following are the 2 lines to change replacing with your new ticker:

line 25 need to change defval and title parameters:
string US2000 = input(defval='FX:US2000', type=input.symbol, title='RUSSEL2000', group='TICKETS INDICES', inline='T0')
line 202 need to change text parameter:
table.cell(table_id=T, column=0, row=3, text='RUSSEL2000', width=0, height=0, text_color=c_text_color, text_size=i_text_size, bgcolor=c_bg_title)

If you change only the input, data is automatically updated but not the label on the table.
With my code/indicator as is you can change ticker on input, on the same asset and different broker, but I suggest to edit the code if you want a new list of tickers.
Mer