OPEN-SOURCE SCRIPT
Rolling Correlation Viewer
Pairwise rolling Pearson correlation between the chart symbol and up to three reference symbols (default SPY, QQQ, GLD) over a configurable window. Useful for seeing how diversification and co-movement shift across regimes. It does NOT generate buy or sell signals.
What it shows
- Rolling correlation of the chart symbol versus each of three reference symbols
- A table of the latest correlation values
Honest by design
- No buy/sell signals.
- Non-repainting: the reference symbols are pulled with lookahead off and correlations use confirmed close bars only. The current forming bar updates in real time, which is normal, not historical repaint.
Open-source and MIT licensed.
Disclaimer: impersonal educational and analytics tool. This is not investment advice, not a personalised recommendation, and carries no performance guarantee. Past results do not predict future results. You are solely responsible for your own trading decisions.
What it shows
- Rolling correlation of the chart symbol versus each of three reference symbols
- A table of the latest correlation values
Honest by design
- No buy/sell signals.
- Non-repainting: the reference symbols are pulled with lookahead off and correlations use confirmed close bars only. The current forming bar updates in real time, which is normal, not historical repaint.
Open-source and MIT licensed.
Disclaimer: impersonal educational and analytics tool. This is not investment advice, not a personalised recommendation, and carries no performance guarantee. Past results do not predict future results. You are solely responsible for your own trading decisions.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.