RicardoSantos

[RS]Double Helix RSI V0

Adapted from:
2symbol RSI crisscross

Credit: gb50k

a great way to look at correlation and arbitrage.
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//@version=2
study(title='[RS]Double Helix RSI V0', shorttitle='DH.RSI', overlay=false)
//  ||  Adapted from:   https://www.tradingview.com/script/kPbhW8mN-2symbol-RSI-crisscross/
//  ||  Credit: gb50k
src = input(title='RSI Source:', type=source, defval=close)
length = input(title='RSI Length:', type=integer, defval=10, minval=1)
smoothing = input(title='RSI Smoothing:', type=integer, defval=5, minval=1)
instrument0 = input(title='Base Instrument:', type=string, defval='EURUSD', confirm=false)
instrument1 = input(title='Mirror Instrument:', type=string, defval='USDOLLAR', confirm=false)

rsi0 = ema(security(instrument0, period, rsi(src,length)), smoothing)
rsi1 = ema(security(instrument1, period, rsi(src,length)), smoothing)

p0 = plot(title='RSI0', series=rsi0, color=black, linewidth=2)
p1 = plot(title='RSI1', series=rsi1, color=gray)
fill(title='b', plot1=p0, plot2=p1, color=black, transp=70)
plot(title='AVG', series=avg(rsi0, rsi1), color=red)
hline(0)
hline(25)
hline(75)
hline(100)
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