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Forex Cross-Asset Correlation Mapper
Forex Cross-Asset Correlation Mapper — an indicator for tracking correlations between major currency pairs and the US Dollar Index (DXY).
The indicator automatically detects the currency pair on the current chart and calculates a rolling Pearson correlation with DXY in real time.
What it shows:
Heatmap (matrix) — visualizes correlations between all enabled pairs. Green indicates positive correlation, red indicates negative. Cells with anomalies are highlighted with a yellow marker.
Correlation plot — the dynamic correlation of the current pair with DXY over time. The yellow line represents the mean value, red dashed lines mark the normal range boundaries (±N standard deviations). When an anomaly is detected, the chart background is highlighted in yellow.
Info panel — displays the current correlation value, mean, deviation in sigma units, and status (Normal / ANOMALY).
An anomaly is triggered when the correlation moves beyond N standard deviations from its rolling mean. This signals a breakdown in the typical relationship between the pair and the dollar.
Settings: correlation period, anomaly threshold, mean calculation period, enable/disable each pair individually.
Supported pairs: EURUSD, GBPUSD, USDJPY, AUDUSD, USDCAD, USDCHF, NZDUSD + DXY (DX1!).
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开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
🎉 Join our FREE open Telegram channel! Everyone welcome! 📱✨ t.me/smart_day_trader
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。