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(untitled)

Modified EliCobra Crypto Correlation Matrix

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// 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'
        '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'
        '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"

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
var float corr_1 = 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)
corr12 = 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
        
        corr := na
        if i == 2
            corr_1 = corr1
            corr := switch j
                1 => corr1
                2 => corr5  
                3 => corr9
                4 => corr13
                5 => corr17
                => na
        if i == 3
            corr_1 = corr2
            corr := switch j
                1 => corr2
                2 => corr6
                3 => corr10
                4 => corr14
                5 => corr18
                => na
        if i == 4
            corr_1 = corr3
            corr := switch j
                1 => corr3
                2 => corr7
                3 => corr11
                4 => corr15
                5 => corr19
                => na
        if i == 5
            corr_1 = corr4
            corr := switch j
                1 => corr4
                2 => corr8
                3 => corr12
                4 => corr16
                5 => corr20
                => na
                
        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 == 2 and i == 1 => table.cell(Main, j, i, f_cell(corr1), text_color = txtcol, bgcolor = f_col(corr1), text_size = size.tiny)
            j == 3 and i == 1 => table.cell(Main, j, i, f_cell(corr2), text_color = txtcol, bgcolor = f_col(corr2), text_size = size.tiny)
            j == 4 and i == 1 => table.cell(Main, j, i, f_cell(corr3), text_color = txtcol, bgcolor = f_col(corr3), text_size = size.tiny)
            j == 5 and i == 1 => table.cell(Main, j, i, f_cell(corr4), text_color = txtcol, bgcolor = f_col(corr4), 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)

created at:

stats: 298 lines, 1267 words, 13.67kb