Correlation with P-Value & Confidence Interval (alt)

tartigradia 已更新   
Shows the Pearson correlation between two symbols, including statistical significance test.

This is a fork of the original script by Balipour, with the addition of EMA that can be used instead of SMA in the Pearson correlation as an attempt to capture correlation trend changes more quickly, and conversion to pinescript v5. In the end, the EMA does not help much, for a faster capture of correlation trend changes, another kind of correlation is necessary, such as sign test correlation (another one of my indicators implement this idea).

Please show the original indicator's author some love if you appreciate this work:
Update: add support for Multi-Timeframe resolution (MTF) per request, but had to remove the Panel to avoid side effects, otherwise PineScript would not compile.
Fix a small typo in a function that caused side effects (no difference in calculations, but useful to reuse the function elsewhere).

本著真正的TradingView精神,該腳本的作者將其開源發布,以便交易者可以理解和驗證它。為作者喝彩吧!您可以免費使用它,但在出版物中重複使用此代碼受網站規則的約束。 您可以收藏它以在圖表上使用。