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.
Script de código abierto

Siguiendo el verdadero espíritu de TradingView, el autor de este script lo ha publicado en código abierto, para que los traders puedan entenderlo y verificarlo. ¡Un hurra por el autor! Puede utilizarlo de forma gratuita, aunque si vuelve a utilizar este código en una publicación, debe cumplir con lo establecido en las Normas internas. Puede añadir este script a sus favoritos y usarlo en un gráfico.

¿Quiere utilizar este script en un gráfico?
//@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)