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Selective Kendall rank correlation

Selective Kendall rank correlation. The indicator shows statistical correlations between symbols, selected by user.

Input parameters:

  • Time frame - timeframe for analysis (Current, 1 Minute, 2 Minutes, 3 Minutes, 4 Minutes, 5 Minutes, 6 Minutes, M10 Minutes, M12 Minutes, M15 Minutes, M20 Minutes, M30 Minutes, 1 Hour, 2 Hours, 3 Hours, 4 Hours, 6 Hours, 8 Hours, 12 Hours, 1 Day, 1 Week, 1 Month).;
  • Prices - price type, used in analysis (Close price, Open price, High price, Low price);
  • Limit analysis - Number of bars, used in analysis (в барах);
  • Length analysis - length of analysis;
  • Pair 01, Ticker 01 - Ticker 1 of the pair 1, for example, EURUSD;*
  • Pair 01, Ticker 02 - Ticker 2 of the pair 1, for example, GBPUSD;*
  • Pair 02, Ticker 01 - Ticker 1 of the pair 2, for example, EURUSD;*
  • Pair 02, Ticker 02 - Ticker 2 of the pair 2, for example, USDCHF;*
  • Pair 03, Ticker 01 - Ticker 1 of the pair 3, for example, EURUSD;*
  • Pair 03, Ticker 02 - Ticker 2 of the pair 3, for example, USDJPY;*
  • Pair 04, Ticker 01 - Ticker 1 of the pair 4, for example, EURUSD;*
  • Pair 04, Ticker 02 - Ticker 2 of the pair 4, for example, AUDUSD;*
  • Pair 05, Ticker 01 - Ticker 1 of the pair 5, for example, EURUSD;*
  • Pair 05, Ticker 02 - Ticker 2 of the pair 5, for example, USDCAD*;
  • Pair 06, Ticker 01 - Ticker 1 of the pair 6, for example, EURUSD;*
  • Pair 06, Ticker 02 - Ticker 2 of the pair 6, for example, EURJPY;*
  • Pair 07, Ticker 01 - Ticker 1 of the pair 7, for example, EURUSD;*
  • Pair 07, Ticker 02 - Ticker 2 of the pair 7, for example, GBPJPY;*
  • Pair 08, Ticker 01 - Ticker 1 of the pair 8, for example, EURUSD;*
  • Pair 08, Ticker 02 - Ticker 2 of the pair 8, for example, EURGBP;*
    *Any symbol from "Market Watch" window can be used as ticker.. If you don't need to analyse some currency pair, set "NONE", "None" or "none" to the value.
  • Color of a line Pair 1 - line color for correlation coefficient of the pair 1, for example, clrMaroon;
  • Color of a line Pair 2 - line color for correlation coefficient of the pair 2, for example, clrIndigo;
  • Color of a line Pair 3 - line color for correlation coefficient of the pair 3, for example, clrFireBrick;
  • Color of a line Pair 4 - line color for correlation coefficient of the pair 4, for example, clrLime;
  • Color of a line Pair 5 - line color for correlation coefficient of the pair 5, for example, clrDarkOrange;
  • Color of a line Pair 6 - line color for correlation coefficient of the pair 6, for example, clrGold;
  • Color of a line Pair 7 - line color for correlation coefficient of the pair 7, for example, clrDeepPink;
  • Color of a line Pair 8 - line color for correlation coefficient of the pair 8, for example, clrAqua;
  • Color Rect1 - color of the rectangle with currency pairs;
  • Color Rect2 - color of the rectangle with the current state;
  • Color State - text color;
  • Line width - line width;
  • Line style - line style (Solid, Dash, Dot, Dashdot, Dashdotdot).

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