OPEN-SOURCE SCRIPT

Delta Agnostic Correlation Coefficient

已更新
Visually see how well a symbol tracks another's movements, without taking price deltas into account.

For example, a 1% move on the index and a 5% move on the target will return a DCC value of 1. An index move of 0.5% on the index and a 10% move on the target will also return a DCC value of 1. The same happens for downward moves.

The SMA value can be set to smooth the curve. A larger value creates a smoother curve.
版本注释
Implemented new default index.
版本注释
Update cover chart and title.
CCcoeffcoefficientcorrelationCorrelation Coefficient (CC)correlationsTrend Analysis

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

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