EXPERIMENTAL: a experience with currency relative strength.
study(title="0001", shorttitle="0001", overlay=false) pos_change = close >= open ? nz(pos_change[1]) + ((close/open)-1) : 0 neg_change = close <= open ? nz(neg_change[1]) + ((close/open)-1) : 0 //plot(pos_change, style=histogram, color=green, linewidth=3) //plot(neg_change, style=histogram, color=maroon, linewidth=3) t_change = cum(pos_change)+cum(neg_change) dxy = security('DXY', period, t_change) eurusd = security('EURUSD', period, t_change) gbpusd = security('GBPUSD', period, t_change) audusd = security('AUDUSD', period, t_change) usdcad = security('USDCAD', period, t_change) usdchf = security('USDCHF', period, t_change) usdcnh = security('USDCNH', period, t_change) usdjpy = security('USDJPY', period, t_change) //plot(t_change, color=black) plot(dxy, title='DXY', color=black) plot(eurusd, title='EURUSD', color=gray) plot(gbpusd, title='GBPUSD', color=silver) plot(audusd, title='AUDUSD', color=maroon) plot(usdcad, title='USDCAD', color=red) plot(usdchf, title='USDCHF', color=purple) plot(usdcnh, title='USDCNH', color=fuchsia) plot(usdjpy, title='USDJPY', color=green) hline(0)