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PINE LIBRARY
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AssetCorrelationUtils

1 836

- Open source Library Used for Indicators that utilize correlation between assets for divergence calculations. It has no drawing elements.

ASSET CORRELATION UTILS
PineScript library for automatic detection of correlated asset pairs and triads for multi-asset analysis.


WHAT IT DOES
This library automatically identifies correlated assets based on the current chart symbol. It returns properly configured asset pairings for use in SMT divergence detection, inter-market analysis, and multi-asset comparison tools.

HOW IT WORKS
The library matches your chart symbol against known correlation groups:
  • Index Futures: NQ/ES/YM/RTY triads (including micros)
  • Metals: Gold/Silver/Copper triads (futures and CFD)
  • Forex: EUR/GBP/DXY and USD/JPY/CHF triads
  • Energy: Crude/Gasoline/Heating Oil triads
  • Treasury: ZB/ZF/ZN bond triads
  • Crypto: BTC/ETH/TOTAL3 and major altcoin pairings


Inversion flags are automatically computed for assets that move inversely (e.g., DXY vs EUR pairs).

HOW TO USE
Pine Script®


EXPORTED FUNCTIONS
  • resolveCurrentChart(): One-call auto-detection using chart syminfo
  • resolveAssets(): Full detection with custom parameters
  • resolveTriad() / resolveDyad(): Manual resolution with inversion logic
  • detect*() functions: Category-specific detectors for custom workflows


TYPES
  • AssetPairing: Core structure for primary/secondary/tertiary tickers with inversion flags
  • AssetConfig: Full resolution result with detection status and asset category


DISCLAIMER
This library is a utility for building multi-asset indicators. Asset correlations are not guaranteed and may change over time. Always validate pairings for your specific trading context.



Full Default Function type and Field descriptions below.
Library "AssetCorrelationUtils"

detectIndicesFutures(ticker)
  Detects Index Futures (NQ/ES/YM/RTY + micro variants)
  Parameters:
    ticker (string): The ticker string to check (typically syminfo.ticker)
  Returns: AssetPairing with secondary and tertiary assets configured

detectMetalsFutures(ticker)
  Detects Metal Futures (GC/SI/HG + micro variants)
  Parameters:
    ticker (string): The ticker string to check
  Returns: AssetPairing with secondary and tertiary assets configured

detectForexFutures(ticker)
  Detects Forex Futures (6E/6B + micro variants)
  Parameters:
    ticker (string): The ticker string to check
  Returns: AssetPairing with secondary and tertiary assets configured

detectEnergyFutures(ticker)
  Detects Energy Futures (CL/RB/HO + micro variants)
  Parameters:
    ticker (string): The ticker string to check
  Returns: AssetPairing with secondary and tertiary assets configured

detectTreasuryFutures(ticker)
  Detects Treasury Futures (ZB/ZF/ZN)
  Parameters:
    ticker (string): The ticker string to check
  Returns: AssetPairing with secondary and tertiary assets configured

detectCryptoFutures(ticker)
  Detects CME Crypto Futures (BTC/ETH + micro variants)
  Parameters:
    ticker (string): The ticker string to check
  Returns: AssetPairing with secondary and tertiary assets configured

detectCADFutures(ticker)
  Detects CAD Forex Futures (6C + micro variants)
  Parameters:
    ticker (string): The ticker string to check
  Returns: AssetPairing with secondary and tertiary assets configured

detectForexCFD(ticker, tickerId)
  Detects Forex CFD pairs (EUR/GBP/DXY, USD/JPY/CHF triads)
  Parameters:
    ticker (string): The ticker string to check
    tickerId (string): The full ticker ID (syminfo.tickerid) for primary asset
  Returns: AssetPairing with secondary and tertiary assets configured

detectCrypto(ticker, tickerId)
  Detects major Crypto assets (BTC, ETH, SOL, XRP, alts)
  Parameters:
    ticker (string): The ticker string to check
    tickerId (string): The full ticker ID for primary asset
  Returns: AssetPairing with secondary and tertiary assets configured

detectMetalsCFD(ticker, tickerId)
  Detects Metals CFD (XAU/XAG/Copper)
  Parameters:
    ticker (string): The ticker string to check
    tickerId (string): The full ticker ID for primary asset
  Returns: AssetPairing with secondary and tertiary assets configured

detectIndicesCFD(ticker, tickerId)
  Detects Indices CFD (NAS100/SP500/DJ30)
  Parameters:
    ticker (string): The ticker string to check
    tickerId (string): The full ticker ID for primary asset
  Returns: AssetPairing with secondary and tertiary assets configured

detectEUStocks(ticker, tickerId)
  Detects EU Stock Indices (GER40/EU50) - Dyad only
  Parameters:
    ticker (string): The ticker string to check
    tickerId (string): The full ticker ID for primary asset
  Returns: AssetPairing with secondary asset configured (tertiary empty for dyad)

getDefaultFallback(tickerId)
  Returns default fallback assets (chart ticker only, no correlation)
  Parameters:
    tickerId (string): The full ticker ID for primary asset
  Returns: AssetPairing with chart ticker as primary, empty secondary/tertiary (no correlation)

applySessionModifierWithBackadjust(tickerStr, sessionType)
  Applies futures session modifier to ticker WITH back adjustment
  Parameters:
    tickerStr (string): The ticker to modify
    sessionType (string): The session type (syminfo.session)
  Returns: Modified ticker string with session and backadjustment.on applied

applySessionModifierNoBackadjust(tickerStr, sessionType)
  Applies futures session modifier to ticker WITHOUT back adjustment
  Parameters:
    tickerStr (string): The ticker to modify
    sessionType (string): The session type (syminfo.session)
  Returns: Modified ticker string with session and backadjustment.off applied

isTriadMode(pairing)
  Checks if a pairing represents a valid triad (3 assets)
  Parameters:
    pairing (AssetPairing): The AssetPairing to check
  Returns: True if tertiary is non-empty (triad mode), false for dyad

getAssetTicker(tickerId)
  Extracts clean ticker string from full ticker ID
  Parameters:
    tickerId (string): The full ticker ID (e.g., "BITGET:BTCUSDT.P")
  Returns: Clean ticker string (e.g., "BTCUSDT.P")

resolveTriad(chartTickerId, pairing)
  Resolves triad asset assignments with proper inversion flags
  Parameters:
    chartTickerId (string): The current chart's ticker ID (syminfo.tickerid)
    pairing (AssetPairing): The detected AssetPairing
  Returns: Tuple [primaryAsset, secondaryAsset, tertiaryAsset, invertSecondary, invertTertiary]

resolveDyad(chartTickerId, pairing)
  Resolves dyad asset assignment with proper inversion flag
  Parameters:
    chartTickerId (string): The current chart's ticker ID
    pairing (AssetPairing): The detected AssetPairing (dyad: tertiary is empty)
  Returns: Tuple [primaryAsset, secondaryAsset, invertSecondary]

resolveAssets(ticker, tickerId, assetType, sessionType, useBackadjust)
  Main auto-detection entry point. Detects asset category and returns fully resolved config.
  Parameters:
    ticker (string): The ticker string to check (typically syminfo.ticker)
    tickerId (string): The full ticker ID (typically syminfo.tickerid)
    assetType (string): The asset type (typically syminfo.type)
    sessionType (string): The session type for futures (typically syminfo.session)
    useBackadjust (bool): Whether to apply back adjustment for futures session alignment
  Returns: AssetConfig with fully resolved assets, inversion flags, and detection status

resolveCurrentChart()
  Simplified auto-detection using current chart's syminfo values
  Returns: AssetConfig with fully resolved assets, inversion flags, and detection status

AssetPairing
  Core asset pairing structure for triad/dyad configurations
  Fields:
    primary (series string): The primary (chart) asset ticker ID
    secondary (series string): The secondary correlated asset ticker ID
    tertiary (series string): The tertiary correlated asset ticker ID (empty for dyad)
    invertSecondary (series bool): Whether secondary asset should be inverted for divergence calc
    invertTertiary (series bool): Whether tertiary asset should be inverted for divergence calc

AssetConfig
  Full asset resolution result with mode detection and computed values
  Fields:
    detected (series bool): Whether auto-detection succeeded
    isTriadMode (series bool): True if triad (3 assets), false if dyad (2 assets)
    primary (series string): The resolved primary asset ticker ID
    secondary (series string): The resolved secondary asset ticker ID
    tertiary (series string): The resolved tertiary asset ticker ID (empty for dyad)
    invertSecondary (series bool): Computed inversion flag for secondary asset
    invertTertiary (series bool): Computed inversion flag for tertiary asset
    assetCategory (series string): String describing the detected asset category
הערות שחרור
v2

Updated the Asset selection for Futures contracts to use other futures contracts instead of FOREXCOM-CFD
Updated the Asset correlation order to favor more popular assets.
Updated RTY Correlation to YM - ES (NQ - ES before)
הערות שחרור
v3

- Fixed Buggy 'COMEX_MINI' Broker Prefix to just 'COMEX'
הערות שחרור
v4

- Unfortunate typo using COMEX_MINI for Non-Micro variants of metals
הערות שחרור
v5

Typo: CME_MINI instead of CBOT_MINI for YM with RTY correlations
הערות שחרור
v6

- Fixed Bond Broker Prefixes from 'CBOT_MINI' to 'CBOT'
הערות שחרור
v7

Added Implementation Help comments to the source code for devs

Added:
detectMetalsFuturesGxt(ticker)
  Detects Metal Futures in GXT Mode (Gold→XAUEUR/XAUGBP, Silver→XAGEUR/XAGGBP)
  Parameters:
    ticker (string): The ticker string to check
  Returns: AssetPairing with GXT secondary and tertiary assets (empty for copper — falls through to default)

detectMetalsCFDGxt(ticker, tickerId)
  Detects Metals CFD in GXT Mode (XAUUSD→XAUEUR/XAUGBP, XAGUSD→XAGEUR/XAGGBP)
  Parameters:
    ticker (string): The ticker string to check
    tickerId (string): The full ticker ID for primary asset
  Returns: AssetPairing with GXT secondary and tertiary assets (empty for copper — falls through to default)

Updated:
resolveAssets(ticker, tickerId, assetType, sessionType, useBackadjust, gxtMode)
  Main auto-detection entry point. Detects asset category and returns fully resolved config.
  Parameters:
    ticker (string): The ticker string to check (typically syminfo.ticker)
    tickerId (string): The full ticker ID (typically syminfo.tickerid)
    assetType (string): The asset type (typically syminfo.type)
    sessionType (string): The session type for futures (typically syminfo.session)
    useBackadjust (bool): Whether to apply back adjustment for futures session alignment
    gxtMode (bool): When true, metals (Gold/Silver) use currency-cross triads (XAUEUR/XAUGBP, XAGEUR/XAGGBP) instead of standard metal correlations. Copper falls back to default.
  Returns: AssetConfig with fully resolved assets, inversion flags, and detection status

resolveCurrentChart(gxtMode)
  Simplified auto-detection using current chart's syminfo values
  Parameters:
    gxtMode (bool): When true, metals use currency-cross triads instead of standard metal correlations
  Returns: AssetConfig with fully resolved assets, inversion flags, and detection status
הערות שחרור
v8
הערות שחרור
v9

Added:
resolveQuad(chartTickerId, pairing)
  Resolves quad asset assignments with proper inversion flags (4 assets, primary-only divergences)
  Parameters:
    chartTickerId (string): The current chart's ticker ID (syminfo.tickerid)
    pairing (AssetPairing): The detected AssetPairing with quaternary populated
  Returns: Tuple [primaryAsset, secondaryAsset, tertiaryAsset, quaternaryAsset, invertSecondary, invertTertiary, invertQuaternary]

Updated:
AssetPairing
  Core asset pairing structure for triad/dyad configurations
  Fields:
    primary (series string): The primary (chart) asset ticker ID
    secondary (series string): The secondary correlated asset ticker ID
    tertiary (series string): The tertiary correlated asset ticker ID (empty for dyad)
    quaternary (series string)
    invertSecondary (series bool): Whether secondary asset should be inverted for divergence calc
    invertTertiary (series bool): Whether tertiary asset should be inverted for divergence calc
    invertQuaternary (series bool)

AssetConfig
  Full asset resolution result with mode detection and computed values
  Fields:
    detected (series bool): Whether auto-detection succeeded
    isTriadMode (series bool): True if triad (3 assets), false if dyad (2 assets)
    isQuadMode (series bool)
    primary (series string): The resolved primary asset ticker ID
    secondary (series string): The resolved secondary asset ticker ID
    tertiary (series string): The resolved tertiary asset ticker ID (empty for dyad)
    quaternary (series string)
    invertSecondary (series bool): Computed inversion flag for secondary asset
    invertTertiary (series bool): Computed inversion flag for tertiary asset
    invertQuaternary (series bool)
    assetCategory (series string): String describing the detected asset category
הערות שחרור
v10

Added:
detectMetalsFuturesQuad(ticker)
  Detects Metal Futures in Quad Mode (Gold→SI/XAUEUR/XAUGBP, Silver→GC/XAGEUR/XAGGBP)
  Parameters:
    ticker (string): The ticker string to check
  Returns: AssetPairing with futures secondary + GXT cross-pairs as tertiary/quaternary (empty for copper — falls through to default)

detectMetalsCFDQuad(ticker, tickerId)
  Detects Metals CFD in Quad Mode (XAUUSD→XAGUSD/XAUEUR/XAUGBP, XAGUSD→XAUUSD/XAGEUR/XAGGBP)
  Parameters:
    ticker (string): The ticker string to check
    tickerId (string): The full ticker ID for primary asset
  Returns: AssetPairing with quad assets (empty for copper/cross-pairs — falls through to default)

Updated:
resolveAssets(ticker, tickerId, assetType, sessionType, useBackadjust, gxtMode, quadMode)
  Main auto-detection entry point. Detects asset category and returns fully resolved config.
  Parameters:
    ticker (string): The ticker string to check (typically syminfo.ticker)
    tickerId (string): The full ticker ID (typically syminfo.tickerid)
    assetType (string): The asset type (typically syminfo.type)
    sessionType (string): The session type for futures (typically syminfo.session)
    useBackadjust (bool): Whether to apply back adjustment for futures session alignment
    gxtMode (bool): When true, metals (Gold/Silver) use currency-cross triads (XAUEUR/XAUGBP, XAGEUR/XAGGBP) instead of standard metal correlations. Copper falls back to default.
    quadMode (bool): When true, metals use futures secondary + GXT cross-pairs as tertiary/quaternary (e.g., GC→SI/XAUEUR/XAUGBP). Takes priority over gxtMode for metals.
  Returns: AssetConfig with fully resolved assets, inversion flags, and detection status

resolveCurrentChart(gxtMode, quadMode)
  Simplified auto-detection using current chart's syminfo values
  Parameters:
    gxtMode (bool): When true, metals use currency-cross triads instead of standard metal correlations
    quadMode (bool): When true, metals use futures secondary + GXT cross-pairs as tertiary/quaternary
  Returns: AssetConfig with fully resolved assets, inversion flags, and detection status
הערות שחרור
v11

Updated:
detectMetalsCFD(ticker, tickerId)
  Detects Metals CFD (XAU/XAG/Copper + EUR/GBP cross-pairs)
  Parameters:
    ticker (string): The ticker string to check
    tickerId (string): The full ticker ID for primary asset
  Returns: AssetPairing with secondary and tertiary assets configured

detectMetalsCFDQuad(ticker, tickerId)
  Detects Metals CFD in Quad Mode (XAUUSD→XAGUSD/XAUEUR/XAUGBP, XAGUSD→XAUUSD/XAGEUR/XAGGBP, cross-pairs→USD base/correlated metal/opposite cross)
  Parameters:
    ticker (string): The ticker string to check
    tickerId (string): The full ticker ID for primary asset
  Returns: AssetPairing with quad assets (empty for copper — falls through to default)
הערות שחרור
v12

ספריית Pine

ברוח האמיתית של TradingView, המחבר לפרסם את הקוד של Pine הזה כספרייה בקוד פתוח, כך שמתכנתים אחרים בקהילתנו יעשו שימוש חוזר. כל הכבוד למחבר! ניתן להשתמש בספרייה הזו באופן פרטי או בומים בקוד פתוח, אך השימוש בחוזר בקוד הזה בפרסומים כפוף ל-כללי הבית.

fstarcapital
For access to my Invite Only Indicators, visit fstarlabs.com

All my tutorials on Tradingview Tips / Tricks and my tools are uploaded on my youtube. I do not upload How-To videos on tradingview.
גם ב:
strings

כתב ויתור

המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.
strings

ספריית Pine

ברוח האמיתית של TradingView, המחבר לפרסם את הקוד של Pine הזה כספרייה בקוד פתוח, כך שמתכנתים אחרים בקהילתנו יעשו שימוש חוזר. כל הכבוד למחבר! ניתן להשתמש בספרייה הזו באופן פרטי או בומים בקוד פתוח, אך השימוש בחוזר בקוד הזה בפרסומים כפוף ל-כללי הבית.

fstarcapital
For access to my Invite Only Indicators, visit fstarlabs.com

All my tutorials on Tradingview Tips / Tricks and my tools are uploaded on my youtube. I do not upload How-To videos on tradingview.
גם ב:

כתב ויתור

המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.