//@version=3
study("MegaCorrelationX")

tmme= "120"

a=security("XAUUSD", tmme, close)
b=security("BITSTAMP:BTCUSD", tmme, close)
c=security("CNHUSD*DXY", tmme, close)
d=security("DXY", tmme, close)
w=security("SPX", tmme, close)


Cab=correlation(a, b, 20)
Cac=correlation(a, c, 20)
Cad=correlation(a, d, 20)
Caw=correlation(a, w, 20)
Cbc=correlation(b, c, 20)
Cbd=correlation(b, d, 20)
Cbw=correlation(b, w, 20)
Ccd=correlation(c, d, 20)
Ccw=correlation(c, w, 20)
Cdw=correlation(d, w, 20)

plot(Cab, title='Gold:BTC', color=#f9cb9c, linewidth=3)
plot(Cac, title='Gold:Yuan', color=#6aa84f, linewidth=3)
plot(Cad, title='Gold:Dollar', color=#c27ba0, linewidth=3)
plot(Caw, title='Gold:SPX', color=#e06666, linewidth=3)
plot(Cbc, title='BTC:Yuan', color=#6fa8dc, linewidth=3)
plot(Cbd, title='BTC:Dollar', color=#bf9000, linewidth=3)
plot(Cbw, title='BTC:SPX', color=#cc4125, linewidth=3)
plot(Ccd, title='Yuan:Dollar', color=#45818e, linewidth=3)
plot(Ccw, title='Yuan:SPX', color=#ff9800, linewidth=3)
plot(Cdw, title='Dollar:SPX', color=blue, linewidth=3)