// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © EliCobra
//@version=5
indicator("Crypto Correlation Matrix", overlay = true, scale = scale.none)
swap_asset(input) =>
string asset = switch input
'Current' => syminfo.ticker
'SPX' => 'SP:SPX'
'DXY' => 'TVC:DXY'
'GOLD' => 'TVC:GOLD'
'US10Y' => 'TVC:US10Y'
'BTC' => 'BINANCE:BTCUSDT'
'BNB' => 'BINANCE:BNBUSDT'
'ETH' => 'BINANCE:ETHUSDT'
'SOL' => 'BINANCE:SOLUSDT'
'LINK' => 'BINANCE:LINKUSDT'
'DOT' => 'BINANCE:DOTUSDT'
'MATIC' => 'BINANCE:MATICUSDT'
'LUNA' => 'BINANCE:LUNAUSDT'
'AVAX' => 'BINANCE:AVAXUSDT'
'ATOM' => 'BINANCE:ATOMUSDT'
'LTC' => 'BINANCE:LTCUSDT'
'NEAR' => 'BINANCE:NEARUSDT'
'FIL' => 'BINANCE:FILUSDT'
'1INCH' => 'BINANCE:1INCHUSDT'
'AXS' => 'BINANCE:AXSUSDT'
'ENJ' => 'BINANCE:ENJUSDT'
'ADA' => 'BINANCE:ADAUSDT'
'ONE' => 'BINANCE:ONEUSDT'
'HNT' => 'BINANCE:HNTUSDT'
'XDB' => 'KUCOIN:XDBUSDT'
'UOS' => 'KUCOIN:UOSUSDT'
'USDT' => 'COINBASE:USDTUSD'
'ALGO' => 'BINANCE:ALGOUSDT'
'ONT' => 'BINANCE:ONTUSDT'
'VET' => 'BINANCE:VETUSDT'
'XTZ' => 'BINANCE:XTZUSDT'
'XRP' => 'BINANCE:XRPUSDT'
'MANA' => 'BINANCE:MANAUSDT'
'THETA' => 'BINANCE:THETAUSDT'
'DOGE' => 'BINANCE:DOGEUSDT'
'TRX' => 'BINANCE:TRXUSDT'
'EOS' => 'BINANCE:EOSUSDT'
'DENT' => 'BINANCE:DENTUSDT'
'ANKR' => 'BINANCE:ANKRUSDT'
'ROSN' => 'KUCOIN:ROSNUSDT'
'DAG' => 'KUCOIN:DAGUSDT'
'GALA' => 'BINANCE:GALAUSDT'
'OCEAN' => 'BINANCE:OCEANUSDT'
'FTM' => 'BINANCE:FTMUSDT'
'MASK' => 'BINANCE:MASKUSDT'
'FLUX' => 'BINANCE:FLUXUSDT'
'SAND' => 'BINANCE:SANDUSDT'
'VRA' => 'KUCOIN:VRAUSDT'
'YGG' => 'BINANCE:YGGUSDT'
'RUNE' => 'BINANCE:RUNEUSDT'
'ALICE' => 'BINANCE:ALICEUSDT'
'KDA' => 'KUCOIN:KDAUSDT'
'NEO' => 'BINANCE:NEOUSDT'
'FXS' => 'BINANCE:FXSUSDT'
'YFI' => 'BINANCE:YFIUSDT'
'TIME' => 'KUCOIN:TIMEUSDT'
'KP3R' => 'BINANCE:KP3RUSDT'
'WAVES' => 'BINANCE:WAVESUSDT'
'UNIU' => 'BINANCE:UNIUSDT'
'SHIB' => 'BINANCE:SHIBUSDT'
'QTUM' => 'BINANCE:QTUMUSDT'
'PRE' => 'KUCOIN:PREUSDT'
'PRQ' => 'KUCOIN:PRQUSDT'
'AIOZ' => 'KUCOIN:AIOZUSDT'
'PYR' => 'BINANCE:PYRUSDT'
'THG' => 'COINEX:THGUSDT'
'UFO' => 'KUCOIN:UFOUSDT'
'FLUX' => 'KUCOIN:FLUXUSDT'
'BNB' => 'BINANCE:BNBUSDT'
'XEM' => 'BINANCE:XEMUSDT'
=> ""
asset
//}//// SWAP ASSET FUNC
rp_security(_symbol, _res, _src) =>
request.security(_symbol, _res, _src[barstate.isconfirmed ? 0 : 1])
col_up = #005f0a
col_dn = #690a0a
f_col(float x) =>
col = x > 0 ? color.from_gradient(x, 0, 1, color.rgb(255, 255, 255, 100), col_up) : color.from_gradient(x, -1, 0, col_dn, color.rgb(255, 255, 255, 100))
col
f_cell(float x) =>
string y = ""
switch
x < -0.8 => y := "\n\n\n\n➖➖➖➖\n\n\n\n\n———◉———"
x >= -0.8 and x < -0.6 => y := "\n\n\n\n➖➖➖➖\n\n\n\n———◉———\n"
x >= -0.6 and x < -0.4 => y := "\n\n\n\n➖➖➖➖\n\n\n———◉———\n\n"
x >= -0.4 and x < -0.2 => y := "\n\n\n\n➖➖➖➖\n\n———◉———\n\n\n"
x >= -0.2 and x < 0 => y := "\n\n\n\n———◉———\n\n\n\n\n"
x >= 0 and x < 0.2 => y := "\n\n\n\n———◉———\n\n\n\n\n"
x >= 0.2 and x < 0.4 => y := "\n\n\n———◉———\n➖➖➖➖\n\n\n\n\n"
x >= 0.4 and x < 0.6 => y := "\n\n———◉———\n\n➖➖➖➖\n\n\n\n\n"
x >= 0.6 and x < 0.8 => y := "\n———◉———\n\n\n➖➖➖➖\n\n\n\n\n"
x >= 0.8 => y := "———◉———\n\n\n\n➖➖➖➖\n\n\n\n\n"
y
checksymbol(string x) =>
y = switch x
"BTC" => "₿"
"ETH" => "⟠"
"LTC" => "Ł"
"USDT" => "₮"
"ADA" => "₳"
"BNB" => "◈"
"XRP" => "✕"
=> x
y
truncate(number, decimals) =>
factor = math.pow(10, decimals)
int(number * factor) / factor
f_pos(string position) =>
pos = switch position
"Top Left" => position.top_left
"Middle Left" => position.middle_left
"Bottom Left" => position.bottom_left
"Top Right" => position.top_right
"Middle Right" => position.middle_right
"Bottom Right" => position.bottom_right
"Top Center" => position.top_center
"Bottom Center" => position.bottom_center
"Center" => position.middle_center
pos
pos_table = input.string("Top Right", "Table Position", options = ["Top Left", "Middle Left", "Bottom Left", "Top Right", "Middle Right", "Bottom Right", "Top Center", "Center", "Bottom Center"])
src = input.source(hlc3, "Source")
length = input.string("30D", "Length", options = ["7D","15D","30D","90D","120D","150D","1Y"])
input_base_1 = input.string ("Current", options = ["Current","SPX","DXY","GOLD","US10Y","BTC","ETH","ADA","ALGO","ALICE","ANKR","ATOM","AIOZ","AVAX","AXS","BNB","DAG","DENT","DOGE","DOT","ENJ","EOS","KP3R","FIL","FLUX","FTM","FXS","GALA","HNT","KDA","LINK","LUNA","LTC","MANA","MASK","MATIC","MBS","NEAR","NEO","OCEAN","ONE","ONT","PRE","PRQ","PYR","QTUM","ROSN","RUNE","SAND","SHIB","SOL","THETA","THG","TIME","TRX","USDT","UFO","UNI","UOS","VET","VRA", "WAVES","XDB","XEM","XRP","XTZ","YFI","YGG","1INCH"],title="Asset 1")
input_base_2 = input.string ("SPX", options = ["Current","SPX","DXY","GOLD","US10Y","BTC","ETH","ADA","ALGO","ALICE","ANKR","ATOM","AIOZ","AVAX","AXS","BNB","DAG","DENT","DOGE","DOT","ENJ","EOS","KP3R","FIL","FLUX","FTM","FXS","GALA","HNT","KDA","LINK","LUNA","LTC","MANA","MASK","MATIC","MBS","NEAR","NEO","OCEAN","ONE","ONT","PRE","PRQ","PYR","QTUM","ROSN","RUNE","SAND","SHIB","SOL","THETA","THG","TIME","TRX","USDT","UFO","UNI","UOS","VET","VRA", "WAVES","XDB","XEM","XRP","XTZ","YFI","YGG","1INCH"],title="Asset 2")
input_base_3 = input.string ("DXY", options = ["Current","SPX","DXY","GOLD","US10Y","BTC","ETH","ADA","ALGO","ALICE","ANKR","ATOM","AIOZ","AVAX","AXS","BNB","DAG","DENT","DOGE","DOT","ENJ","EOS","KP3R","FIL","FLUX","FTM","FXS","GALA","HNT","KDA","LINK","LUNA","LTC","MANA","MASK","MATIC","MBS","NEAR","NEO","OCEAN","ONE","ONT","PRE","PRQ","PYR","QTUM","ROSN","RUNE","SAND","SHIB","SOL","THETA","THG","TIME","TRX","USDT","UFO","UNI","UOS","VET","VRA", "WAVES","XDB","XEM","XRP","XTZ","YFI","YGG","1INCH"],title="Asset 3")
input_base_4 = input.string ("GOLD", options = ["Current","SPX","DXY","GOLD","US10Y","BTC","ETH","ADA","ALGO","ALICE","ANKR","ATOM","AIOZ","AVAX","AXS","BNB","DAG","DENT","DOGE","DOT","ENJ","EOS","KP3R","FIL","FLUX","FTM","FXS","GALA","HNT","KDA","LINK","LUNA","LTC","MANA","MASK","MATIC","MBS","NEAR","NEO","OCEAN","ONE","ONT","PRE","PRQ","PYR","QTUM","ROSN","RUNE","SAND","SHIB","SOL","THETA","THG","TIME","TRX","USDT","UFO","UNI","UOS","VET","VRA", "WAVES","XDB","XEM","XRP","XTZ","YFI","YGG","1INCH"],title="Asset 4")
input_base_5 = input.string ("US10Y", options = ["Current","SPX","DXY","GOLD","US10Y","BTC","ETH","ADA","ALGO","ALICE","ANKR","ATOM","AIOZ","AVAX","AXS","BNB","DAG","DENT","DOGE","DOT","ENJ","EOS","KP3R","FIL","FLUX","FTM","FXS","GALA","HNT","KDA","LINK","LUNA","LTC","MANA","MASK","MATIC","MBS","NEAR","NEO","OCEAN","ONE","ONT","PRE","PRQ","PYR","QTUM","ROSN","RUNE","SAND","SHIB","SOL","THETA","THG","TIME","TRX","USDT","UFO","UNI","UOS","VET","VRA", "WAVES","XDB","XEM","XRP","XTZ","YFI","YGG","1INCH"],title="Asset 5")
var drkmode = input.bool(true, "Dark Mode")
var txtcol = switch drkmode
true => #ffffff
false => #000000
var bordercol = switch drkmode
true => #ffffff80
false => #000000
len = switch length
"7D" => 7
"15D" => 15
"30D" => 30
"90D" => 90
"120D" => 120
"150D" => 150
"1Y" => 365
=> 15
len1 = 30
len2 = 90
len3 = 120
len4 = 150
var float corr = 0
data_asset_1 = ta.sma(rp_security(swap_asset(input_base_1), timeframe.period, src), 1)
data_asset_2 = ta.sma(rp_security(swap_asset(input_base_2), timeframe.period, src), 1)
data_asset_3 = ta.sma(rp_security(swap_asset(input_base_3), timeframe.period, src), 1)
data_asset_4 = ta.sma(rp_security(swap_asset(input_base_4), timeframe.period, src), 1)
data_asset_5 = ta.sma(rp_security(swap_asset(input_base_5), timeframe.period, src), 1)
corr1 = truncate(ta.correlation(data_asset_1, data_asset_2, len), 2)
corr2 = truncate(ta.correlation(data_asset_1, data_asset_3, len), 2)
corr3 = truncate(ta.correlation(data_asset_1, data_asset_4, len), 2)
corr4 = truncate(ta.correlation(data_asset_1, data_asset_5, len), 2)
corr5 = truncate(ta.correlation(data_asset_1, data_asset_2, len1), 2)
corr6 = truncate(ta.correlation(data_asset_1, data_asset_3, len1), 2)
corr7 = truncate(ta.correlation(data_asset_1, data_asset_4, len1), 2)
corr8 = truncate(ta.correlation(data_asset_1, data_asset_5, len1), 2)
corr9 = truncate(ta.correlation(data_asset_1, data_asset_2, len2), 2)
corr10 = truncate(ta.correlation(data_asset_1, data_asset_3, len2), 2)
corr11 = truncate(ta.correlation(data_asset_1, data_asset_4, len2), 2)
cor12 = truncate(ta.correlation(data_asset_1, data_asset_5, len2), 2)
corr13 = truncate(ta.correlation(data_asset_1, data_asset_2, len3), 2)
corr14 = truncate(ta.correlation(data_asset_1, data_asset_3, len3), 2)
corr15 = truncate(ta.correlation(data_asset_1, data_asset_4, len3), 2)
corr16 = truncate(ta.correlation(data_asset_1, data_asset_5, len3), 2)
corr17 = truncate(ta.correlation(data_asset_1, data_asset_2, len4), 2)
corr18 = truncate(ta.correlation(data_asset_1, data_asset_3, len4), 2)
corr19 = truncate(ta.correlation(data_asset_1, data_asset_4, len4), 2)
corr20 = truncate(ta.correlation(data_asset_1, data_asset_5, len4), 2)
var table Main = table.new(f_pos(pos_table), 6, 7, border_width = 1, border_color = bordercol, frame_color = bordercol, frame_width = 1)
string stralert = na
for j = 0 to 5
name3 = switch j
0 => ""
1 => str.tostring(len)+"D"
2 => "30D"
3 => "90D"
4 => "120D"
5 => "150D"
table.cell(Main, j, 0, " \n " + name3 + " \n ", text_color = txtcol, bgcolor = color.new(#000000, 100))
for i = 1 to 5
name2 = switch i
1 => input_base_1
2 => input_base_2
3 => input_base_3
4 => input_base_4
5 => input_base_5
switch
i == 2 => corr := switch
j == 1 => corr1
j == 2 => corr5
j == 3 => corr9
j == 4 => corr13
j == 5 => corr17
i == 3 => corr := switch j
1 => corr2
2 => corr6
3 => corr10
4 => corr14
5 => corr18
i == 4 => corr := switch j
1 => corr3
2 => corr7
3 => corr11
4 => corr15
5 => corr19
i == 5 => corr := switch j
1 => corr4
2 => corr8
3 => corr12
4 => corr16
5 => corr20
switch
j == 0 => table.cell(Main, 0, i, " \n " + name2 + " \n ", text_color = txtcol, bgcolor = color.new(#000000, 100))
i > 2 and j > 1 => table.cell(Main, j, i, str.tostring(corr), text_color = txtcol, bgcolor = f_col(corr))
j > 1 and i == 1 => table.cell(Main, j, i, f_cell(corr), text_color = txtcol, bgcolor = f_col(corr), text_size = size.tiny)
i == j and j == 1 => table.cell(Main, j, i, "-->", text_color = txtcol, bgcolor = color.new(#000000, 100), text_size = size.large)
table.merge_cells(Main, 0, 6, 5, 6)
table.cell(Main, 0, 6, "Asset correlations Matrix", text_color = txtcol, bgcolor = color.new(#000000, 100), text_size = size.normal), table.cell(Main, 0, 0, '👹', text_size = size.large)
for i = 1 to 20
str = switch i
1 => str.tostring(corr1)
2 => str.tostring(corr2)
3 => str.tostring(corr3)
4 => str.tostring(corr4)
5 => str.tostring(corr5)
6 => str.tostring(corr6)
7 => str.tostring(corr7)
8 => str.tostring(corr8)
9 => str.tostring(corr9)
10 => str.tostring(corr10)
11 => str.tostring(corr11)
12 => str.tostring(corr12)
13 => str.tostring(corr13)
14 => str.tostring(corr14)
15 => str.tostring(corr15)
16 => str.tostring(corr16)
17 => str.tostring(corr17)
18 => str.tostring(corr18)
19 => str.tostring(corr19)
20 => str.tostring(corr20)
stralert += i < 20 ? str + ", " : str
if close
alert(stralert)