[RS]The Great Dollar Basket V1
UPDATE:
fixed the string for gold and silver was using NZDUSD string.
changed oil and gas instruments to support intraday values.
added option to smooth the series.
added option to show/hide groups of series.
fixed the string for gold and silver was using NZDUSD string.
changed oil and gas instruments to support intraday values.
added option to smooth the series.
added option to show/hide groups of series.
study(title='[RS]The Great Dollar Basket V1', overlay=false)
yyyy = input(title='Year:', type=integer, defval=2015)
mm = input(title='Month:', type=integer, defval=08, minval=1, maxval=12)
dd = input(title='Day:', type=integer, defval=01, minval=1, maxval=31)
src = input(title='Source:', type=source, defval=close)
smooth = input(title='Signal Smoothing:', type=integer, defval=1)
SHOW_XXXUSD = input(title='Show XXXUSD instruments:', type=bool, defval=true)
SHOW_USDXXX = input(title='Show USDXXX instruments:', type=bool, defval=true)
SHOW_METAL = input(title='Show Metal instruments:', type=bool, defval=true)
SHOW_OIL = input(title='Show Oil and Gas instruments:', type=bool, defval=true)
SHOW_INDEX = input(title='Show Index instruments:', type=bool, defval=true)
f_get_percentual_src(_yyyy, _mm, _dd, _srctype)=>
//--> remove data prior to date.
_src = year < _yyyy or (year <= _yyyy and month < _mm) or (year <= _yyyy and month <= _mm and dayofmonth < _dd) ? na : _srctype
_basis_ad = valuewhen( na(_src[1]), _src, 0)
_return = (_src/_basis_ad)*100
mod_src = smooth <= 1 ? src : ema(src, smooth)
eurusd = not SHOW_XXXUSD ? na : security('EURUSD', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
gbpusd = not SHOW_XXXUSD ? na : security('GBPUSD', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
audusd = not SHOW_XXXUSD ? na : security('AUDUSD', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
nzdusd = not SHOW_XXXUSD ? na : security('NZDUSD', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
usdjpy = not SHOW_USDXXX ? na : security('USDJPY', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
usdcad = not SHOW_USDXXX ? na : security('USDCAD', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
usdcnh = not SHOW_USDXXX ? na : security('USDCNH', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
usdchf = not SHOW_USDXXX ? na : security('USDCHF', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
usdrub = not SHOW_USDXXX ? na : security('USDRUB', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
xauusd = not SHOW_METAL ? na : security('XAUUSD', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
xagusd = not SHOW_METAL ? na : security('XAGUSD', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
oilusd = not SHOW_OIL ? na : security('USOIL', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
gasusd = not SHOW_OIL ? na : security('NGAS', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
dxy = not SHOW_INDEX ? na : security('DXY', 'D', f_get_percentual_src(yyyy, mm, dd, mod_src))
usd = not SHOW_INDEX ? na : security('USDOLLAR', period, f_get_percentual_src(yyyy, mm, dd, mod_src))
plot(title='EURUSD', series=eurusd, color=blue)
plot(title='GBPUSD', series=gbpusd, color=aqua)
plot(title='AUDUSD', series=audusd, color=teal)
plot(title='NZDUSD', series=nzdusd, color=navy)
plot(title='USDJPY', series=usdjpy, color=orange)
plot(title='USDCAD', series=usdcad, color=olive)
plot(title='USDCNH', series=usdcnh, color=purple)
plot(title='USDCHF', series=usdchf, color=fuchsia)
plot(title='USDRUB', series=usdrub, color=lime)
plot(title='XAUUSD', series=xauusd, color=yellow)
plot(title='XAGUSD', series=xagusd, color=silver)
plot(title='OIL', series=oilusd, color=black)
plot(title='GAS', series=gasusd, color=gray)
plot(title='DXY', series=dxy, color=maroon)
plot(title='USDOLLAR', series=usd, color=red)
hline(title='100', price=100, color=black)