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# Untitled

a guest Jun 27th, 2019 76 Never
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1. //@version=3
2. study("Ask ya girl she tell ya", overlay=true)
3.
4. p = input(defval=500, title='Correlation Lookback Period')
5. inst1 = input(defval='BINANCE:BTCUSDT', type=symbol, title='Base coin for correlation')
6. inst2 = input(defval='BINANCE:ETHUSDT', type=symbol, title='Alt 1')
7. inst3 = input(defval='BINANCE:LTCUSDT', type=symbol, title='Alt 2')
8. inst4 = input(defval='BINANCE:XRPUSDT', type=symbol, title='Alt 3')
9. inst5 = input(defval='BINANCE:BNBUSDT', type=symbol, title='Alt 4')
10. inst6 = input(defval='BINANCE:BCHABCUSDT', type=symbol, title='Alt 5')
11.
12. inst1_data = security(inst1, period, close)
13. inst2_data = security(inst2, period, close)
14. inst3_data = security(inst3, period, close)
15. inst4_data = security(inst4, period, close)
16. inst5_data = security(inst5, period, close)
17. inst6_data = security(inst6, period, close)
18.
19. inst1_corr = correlation(close, inst1_data, p)
20. inst2_corr = correlation(close, inst2_data, p)
21. inst3_corr = correlation(close, inst3_data, p)
22. inst4_corr = correlation(close, inst4_data, p)
23. inst5_corr = correlation(close, inst5_data, p)
24. inst6_corr = correlation(close, inst6_data, p)
25.
26. positiveCorrelation=(0.7)
27. negativeCorrelation=(-0.7)
28.
29. alt1PC=(inst2_corr > positiveCorrelation)
30. alt2PC=(inst3_corr > positiveCorrelation)
31. alt3PC=(inst4_corr > positiveCorrelation)
32. alt4PC=(inst5_corr > positiveCorrelation)
33. alt5PC=(inst6_corr > positiveCorrelation)
34.
35. alt1NC=(inst2_corr < negativeCorrelation)
36. alt2NC=(inst3_corr < negativeCorrelation)
37. alt3NC=(inst4_corr < negativeCorrelation)
38. alt4NC=(inst5_corr < negativeCorrelation)
39. alt5NC=(inst6_corr < negativeCorrelation)
40.
41. //h1 = hline(1)
42. //h2 = hline(-1)
43. //h3 = hline(0)
44. //h4 = hline(0.70)
45. //h5 = hline(-0.70)
46. //h6 = hline(-0.30)
47. //h7 = hline(0.30)
48.
49.
50. plotchar(alt1PC, title='Alt 1 Positive Correlation', char='+', location=location.abovebar, color=#EE3E05, transp=0, size=size.tiny)
51. plotchar(alt2PC, title='Alt 2 Positive Correlation', char='+', location=location.abovebar, color=#07B4D6, transp=0, size=size.tiny)
52. plotchar(alt3PC, title='Alt 3 Positive Correlation', char='+', location=location.abovebar, color=#7DBD41, transp=0, size=size.tiny)
53. plotchar(alt4PC, title='Alt 4 Positive Correlation', char='+', location=location.abovebar, color=#B48F07, transp=0, size=size.tiny)
54. plotchar(alt5PC, title='Alt 5 Positive Correlation', char='+', location=location.abovebar, color=#7507D6, transp=0, size=size.tiny)
55.
56. plotchar(alt1NC, title='Alt 1 Negative Correlation', char='-', location=location.belowbar, color=#EE3E05, transp=0, size=size.tiny)
57. plotchar(alt2NC, title='Alt 2 Negative Correlation', char='-', location=location.belowbar, color=#07B4D6, transp=0, size=size.tiny)
58. plotchar(alt3NC, title='Alt 3 Negative Correlation', char='-', location=location.belowbar, color=#7DBD41, transp=0, size=size.tiny)
59. plotchar(alt4NC, title='Alt 4 Negative Correlation', char='-', location=location.belowbar, color=#B48F07, transp=0, size=size.tiny)
60. plotchar(alt5NC, title='Alt 5 Negative Correlation', char='-', location=location.belowbar, color=#7507D6, transp=0, size=size.tiny)
61.
62. //fill(h4,h1, color=#35AA73, transp=30)
63. //fill(h5,h2, color=#AA355A, transp=30)
64. //fill(h6,h7, color=black, transp=0)
65.
66. //plot(inst1_corr, style=stepline, title='Base pair', linewidth=1)
67. //plot(inst2_corr, style=stepline, color=#EE3E05, title='Alt 1', linewidth=1, transp=0)
68. //plot(inst3_corr, style=stepline, color=#07B4D6, title='Alt 2', linewidth=1, transp=0)
69. //plot(inst4_corr, style=stepline, color=#7DBD41, title='Alt 3', linewidth=1, transp=0)
70. //plot(inst5_corr, style=stepline, color=#B48F07, title='Alt 4', linewidth=1, transp=0)
71. //plot(inst6_corr, style=stepline, color=#7507D6, title='Alt 5', linewidth=1, transp=0)
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