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.
Skrip open-source

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Inggin menggunakan skrip ini pada chart?
//@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)