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.
//@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)