Forex Correlations Heatmap

2018年11月3日

A utility tool to find linear relationships between major forex pairs and specified symbol.

Features

• 30 well known forex pairs (Pine Script has its limits and incomprehensible "study" errors)
  
• Ability to specify any symbol to see correlations
  
• Ability to specify a preferred timeframe
  
• Ability to specify correlation lookback
  
• Ability to specify different sources (standard prices, volumes, true range, double true range)
  

How to interpret

• The darker the color, the stronger the correlation
  
• Green colors mean positive correlations
  
• Red colors mean negative correlations
  
• Transparent colors mean no correlation or absence of the symbol data
  

How to get access

• PM me for more details
  

Supported pairs

• USDCAD
  
• USDBRL
  
• USDCHF
  
• USDRUB
  
• USDJPY
  
• USDCNY
  
• CADCHF
  
• CADJPY
  
• EURUSD
  
• EURCAD
  
• EURGBP
  
• EURCHF
  
• EURRUB
  
• EURJPY
  
• EURAUD
  
• EURNZD
  
• CHFJPY
  
• GBPUSD
  
• GBPCAD
  
• GBPCHF
  
• GBPJPY
  
• GBPAUD
  
• GBPNZD
  
• AUDUSD
  
• AUDCAD
  
• AUDCHF
  
• AUDJPY
  
• AUDNZD
  
• NZDUSD
  
• NZDJPY
  

Other similar indicators of mine:

Crypto Correlations Heatmap

Forex Correlations

2018年11月5日

版本注释

Refactored

2018年12月3日

版本注释

Added display modes and corrected visualization

2018年12月18日

版本注释

• Corrected display
  

6月24日

版本注释

• Pine Script V6
  
• Added a feature to handle long watchlists. You can now paste a comma-separated list of tickers and easily navigate through them page by page
  
• Introduced several new color schemes for improved visualization, including Blue/Red, Blue/White/Red, Green/Pink, Green/Yellow/Red, Purple/Orange, Spectral, Viridis
  
• Implemented advanced filtering options for asset pairs, including All, */AUD, AUD/*, */CAD, CAD/*, */CHF, CHF/*, */EUR, EUR/*, */GBP, GBP/*, */JPY, JPY/*, */NZD, NZD/*, */USD, USD/*
  
• Settings UI enhancements
  
• Code refactoring for improved maintainability
  
• Performance optimizations for faster execution