forexpirate

JPY GBP ROCs

Rate of change of most volatile JPY and GBP pairs. All pairs ending in JPY are red except GBPJPY (colored yellow --currently most volatile 7/2016). GBPNZD is blue, the other GBP pairs are green, lime and teal. GBPJPY and GBPNZD are my favorite day trading / swing trading pairs. This script allows me to see the action of the most volatile and liquid pairs on one screen. JPY pairs (ex-GBPJPY) are all red so that I see the flow of JPY not so much each pair and its name. Global movement of JPY is what I am after. Same for the coloring of GBP pairs as green expect GBPNZD as blue. ***** EURGBP is plotted as an opposite (with a negative in front of its sma . EURGBP is extremely correlated to GBPNZD , I decided to plot it also.
开源脚本

本着真正的TradingView精神,该脚本的作者将其开源发布,因此交易者可以理解和验证它。为作者加油! 您可以免费使用它,但是在发布中重复使用此代码受网站规则的约束。您可以收藏它以在图表上使用。

想在图表上使用此脚本?
//@version=2
study(title="JPY GBP ROCs", shorttitle="JPY GBP ROCs")

l=input(defval=34)
s = input(title="Smoother length", type=integer,defval=12, minval=1)

p0 = input(title="Other data series", type=symbol,defval="FX_IDC:gbpaud")
p1 = input(title="Other data series", type=symbol,defval="FX_IDC:gbpnzd")
p2 = input(title="Other data series", type=symbol,defval="FX_IDC:gbptry")
p3 = input(title="Other data series", type=symbol,defval="FX_IDC:eurgbp")
p4 = input(title="Other data series", type=symbol,defval="FX_IDC:gbpcad")
p5 = input(title="Other data series", type=symbol,defval="FX_IDC:gbpchf") 
p6 = input(title="Other data series", type=symbol,defval="FX_IDC:gbpjpy")
p7 = input(title="Other data series", type=symbol,defval="FX_IDC:gbpsgd")
p8 = input(title="Other data series", type=symbol,defval="FX_IDC:gbpusd")
p9 = input(title="Other data series", type=symbol,defval="FX_IDC:chfjpy")
p10 = input(title="Other data series", type=symbol,defval="FX_IDC:eurjpy")
p11 = input(title="Other data series", type=symbol,defval="FX_IDC:gbpnok")
p12 = input(title="Other data series", type=symbol,defval="FX_IDC:nzdjpy")
p13 = input(title="Other data series", type=symbol,defval="FX_IDC:audjpy")
p14 = input(title="Other data series", type=symbol,defval="FX_IDC:eurjpy")
p15 = input(title="Other data series", type=symbol,defval="FX_IDC:usdjpy")
p16 = input(title="Other data series", type=symbol,defval="FX_IDC:chfjpy")
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)
s15= security(p15, period, close)
s16= security(p16, period, close)
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)
corr15 = correlation(close, s15, l)
corr16 = correlation(close, s16, l)
r0 = roc(s0,l)
r1 = roc(s1,l)
r2 = roc(s2,l)
r3 = roc(s3,l)
r4 = roc(s4,l)
r5 = roc(s5,l)
r6 = roc(s6,l)
r7 = roc(s7,l)
r8 = roc(s8,l)
r9 = roc(s9,l)
r10 = roc(s10,l)
r11 = roc(s11,l)
r12 = roc(s12,l)
r13 = roc(s13,l)
r14 = roc(s14,l)
r15 = roc(s15,l)
r16 = roc(s16,l)

plot(sma(r7,s),color=lime,transp=0,title="GS",editable=true)
plot(sma(r0,s),color=green,transp=0,title="GA",editable=true)
plot(sma(r15,s),color=red,transp=0,title="UJ",editable=true)
plot(sma(r13,s),color=red,transp=0,title="AJ",editable=true)
plot(sma(r14,s),color=red,transp=0,title="EJ",editable=true)
plot(-sma(r3,s),color=aqua,transp=0,title="-EG",editable=true)
plot(sma(r1,s),color=blue,transp=0,title="GN",editable=true)
plot(sma(r6,s),color=yellow,transp=0,title="GJ",editable=true,linewidth=2)
plot(sma(r16,s),color=red,transp=0,title="CJ",editable=true)
plot(sma(r12,s),color=red,transp=0,title="NJ",editable=true)
hline(0,color=silver,linewidth=1,editable=true)

评论

Do you prefer this one to your Combined Slopes?
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When I am doing day trading on 1-2min chart in the London-NY session I find this indicator better as it shows the ROCs individually. The one I actually use is this one but with only three or four ROCs on. GBPJPY GBPNZD and -EURGBP. The first two are the most volatile and I get in and out (hour or two) with 50-80 pips. For longer swing trading I use the combined slope on 15min chart. ** When day trading those high volatile ones I have been MOST successful trading in the direction of the larger HR and D chart trend and keeping an eye out for economic releases, they can turn your trade upside down. GBP has been dropping nicely for months which gives good odds of short positions.
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