forexpirate

BITCOIN pairs combined slopes

First Version of a BITCOIN             multi exchange slope of moving average indicator. It takes the slope of a moving average from multiple exchanges to give a broader picture of what Bitcoin             USD is doing. There is a bitcoin             China and USDCHY pair in the code but it is not in the actual calculation. It is there for version two later on. Stay posted
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//@version=2
study(title="BITCOIN pairs combined slopes", 
     shorttitle="BITCOIN pairs combined slopes")
// Add the inputs
l = input(title="Length", type=integer,
     defval=15, minval=5)
smaLength = input(title="EMA length", type=integer,
     defval=21, minval=5)
p0 = input(title="Other data series", type=symbol,defval="bitstamp:btcusd")
p1 = input(title="Other data series", type=symbol,defval="coinbase:btcusd")
p2 = input(title="Other data series", type=symbol,defval="huobi:btcusd")
p3 = input(title="Other data series", type=symbol,defval="bitfinex:btcusd")
p4 = input(title="Other data series", type=symbol,defval="okcoin:btcusd")
p5 = input(title="Other data series", type=symbol,defval="itbit:btcusd") 
p6 = input(title="Other data series", type=symbol,defval="btcchina:btccny")
p7 = input(title="Other data series", type=symbol,defval="FX_IDC:usdcny")
p8 = input(title="Other data series", type=symbol,defval="FX_IDC:usdcnh")
p9 = input(title="Other data series", type=symbol,defval="FX_IDC:eurusd")
p10 = input(title="Other data series", type=symbol,defval="FX_IDC:audjpy")
p11 = input(title="Other data series", type=symbol,defval="FX_IDC:gbpsgd")
p12 = input(title="Other data series", type=symbol,defval="FX_IDC:usdcnh")
p13 = input(title="Other data series", type=symbol,defval="FX_IDC:usdjpy")
p14 = input(title="Other data series", type=symbol,defval="FX_IDC:eurgbp")
// Get the additional data series
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)
// Calculate correlation and slopes
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)
sma0 = sma(s0, l)
sma1 = sma(s1, l)
sma2 = sma(s2, l)
sma3 = sma(s3, l)
sma4 = sma(s4, l)
sma5 = sma(s5, l)
sma6 = sma(s6, l)
sma7 = sma(s7, l)
sma8 = sma(s8, l)
sma9 = sma(s9, l)
sma10 = sma(s10, l)
sma11 = sma(s11, l)
sma12 = sma(s12, l)
sma13 = sma(s13, l)
sma14 = sma(s14, l)
m0 = (sma0-sma0[1])*corr0
m1 = (sma1-sma1[1])*corr1
m2 = (sma2-sma2[1])*corr2
m3 = (sma3-sma3[1])*corr3
m4 = (sma4-sma4[1])*corr4
m5 = (sma5-sma5[1])*corr5
m6 = (sma6-sma6[1])*corr6
m7 = (sma7-sma7[1])*corr7
m8 = (sma8-sma8[1])*corr8
m9 = (sma9-sma9[1])*corr9
m10 = ((sma10-sma10[1])*corr10)/100
m11 = (sma11-sma11[1])*corr11
m12 = (sma12-sma12[1])*corr12
m13 = ((sma13-sma13[1])*corr13)/100
m14 = (sma14-sma14[1])*corr14

compm = m0+m1+m2+m3+m4+m5
// m0+m1+m2+m3+m4+m5+m6+m7+m8+m9+m10+m11+m12+m13+m14
compmave = sma(compm, smaLength)

// Plot values
hline(0, color=white, linewidth=1)
dircolor =  iff( compm > 0, green, red)
plot(series=compm,color=dircolor,title="Combined Slope", style=columns)
plot(series=compmave, color=blue, linewidth=3 ,title="Count Average")
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