OPEN-SOURCE SCRIPT
已更新 Master Correlation Table
This indicator features macroeconomic correlation from 4 areas: Stock Indices, Bond Yields, Currency Indices and Commodities.
Assets used in this Correlation Table are split into two kinds:
- Large Economies: Stock Indices, Bond Yields and Currency Indices from 3 largest economies in the world (US, China, EU) are always included in the Average Implied Trend calculation.
- Strong/Weak: Assets that don't belong to previous kind and all commodities, these are filtered based on their current correlation strength, if their strength is weaker than the average they are not included in the Average Implied Trend calculation.
Values for correlation strength filter were determined from personal research and are set as default in code, they can be customized or fully removed (set to 0).
This Correlation Table only includes major Commodities and Stock Indices, Bond Yields, Currency Indices from Top 10 countries ranked by GDP that also have impact in the world.
All the tickers used are fully customizable along with the table colors to the user's liking.
Credits to IkkeOmar for the Normalized Kama Oscillator
Credits to Mukuro-Hoshimiya for core codes of this indicator
Assets used in this Correlation Table are split into two kinds:
- Large Economies: Stock Indices, Bond Yields and Currency Indices from 3 largest economies in the world (US, China, EU) are always included in the Average Implied Trend calculation.
- Strong/Weak: Assets that don't belong to previous kind and all commodities, these are filtered based on their current correlation strength, if their strength is weaker than the average they are not included in the Average Implied Trend calculation.
Values for correlation strength filter were determined from personal research and are set as default in code, they can be customized or fully removed (set to 0).
This Correlation Table only includes major Commodities and Stock Indices, Bond Yields, Currency Indices from Top 10 countries ranked by GDP that also have impact in the world.
All the tickers used are fully customizable along with the table colors to the user's liking.
Credits to IkkeOmar for the Normalized Kama Oscillator
Credits to Mukuro-Hoshimiya for core codes of this indicator
版本注释
Automated the filter process and added option to choose your own filter values.版本注释
Fixed filter error with commodities开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。