Global Liquidity Index with BTC correlation
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//@version=5 indicator('Global Liquidity Index with BTC Correlation', overlay=true, scale=scale.none) // Input settings for various components fed_active = input(true, title="FED (Federal Reserve System)") tga_active = input(true, title="TGA (Treasury General Account)") rrp_active = input(true, title="RRP (Reverse Repurchase Agreements)") ecb_active = input(true, title="ECB (European Central Bank)") pbc_active = input(true, title="PBC (People's Bank of China)") boj_active = input(true, title="BOJ (Bank of Japan)") other_active = input(true, title="Other Central Banks") usa_active = input(false, title="USM2 (USA Money Supply)") europe_active = input(false, title="EUM2 (Europe Money Supply)") china_active = input(false, title="CNM2 (China Money Supply)") japan_active = input(false, title="JPM2 (Japan Money Supply)") other_m2_active = input(false, title="Other Countries M2") sma_input = input(defval=1, title="SMA Length") roc_input = input(defval=1, title="ROC Length") correlation_length = input.int(30, "Correlation Length", minval=1) // Security data requests fed = fed_active ? request.security("USCBBS", "D", close, currency=currency.USD) : 0 rrp = rrp_active ? request.security("RRPONTSYD", "D", close, currency=currency.USD) : 0 tga = tga_active ? request.security("WTREGEN", "D", close, currency=currency.USD) : 0 ecb = ecb_active ? request.security("EUCBBS * EURUSD", "D", close, currency=currency.USD) : 0 pbc = pbc_active ? request.security("CNCBBS * CNYUSD", "D", close, currency=currency.USD) : 0 boj = boj_active ? request.security("JPCBBS * JPYUSD", "D", close, currency=currency.USD) : 0 boe = other_active ? request.security("GBCBBS * GBPUSD", "D", close, currency=currency.USD) : 0 boc = other_active ? request.security("CACBBS * CADUSD", "D", close, currency=currency.USD) : 0 rba = other_active ? request.security("AUCBBS * AUDUSD", "D", close, currency=currency.USD) : 0 rbi = other_active ? request.security("INCBBS * INRUSD", "D", close, currency=currency.USD) : 0 snb = other_active ? request.security("CHCBBS * CHFUSD", "D", close, currency=currency.USD) : 0 cbr = other_active ? request.security("RUCBBS * RUBUSD", "D", close, currency=currency.USD) : 0 bcb = other_active ? request.security("BRCBBS * BRLUSD", "D", close, currency=currency.USD) : 0 bok = other_active ? request.security("KRCBBS * KRWUSD", "D", close, currency=currency.USD) : 0 rbzn = other_active ? request.security("NZCBBS * NZDUSD", "D", close, currency=currency.USD) : 0 sr = other_active ? request.security("SECBBS * SEKUSD", "D", close, currency=currency.USD) : 0 bnm = other_active ? request.security("MYCBBS * MYRUSD", "D", close, currency=currency.USD) : 0 usa = usa_active ? request.security("ECONOMICS:USM2", "D", close, currency=currency.USD) : 0 eu = europe_active ? request.security("ECONOMICS:EUM2 * EURUSD", "D", close, currency=currency.USD) : 0 china = china_active ? request.security("ECONOMICS:CNM2 * CNYUSD", "D", close, currency=currency.USD) : 0 japan = japan_active ? request.security("ECONOMICS:JPM2 * JPYUSD", "D", close, currency=currency.USD) : 0 uk = other_m2_active ? request.security("ECONOMICS:GBM2 * GBPUSD", "D", close, currency=currency.USD) : 0 canada = other_m2_active ? request.security("ECONOMICS:CAM2 * CADUSD", "D", close, currency=currency.USD) : 0 australia = other_m2_active ? request.security("ECONOMICS:AUM3 * AUDUSD", "D", close, currency=currency.USD) : 0 india = other_m2_active ? request.security("ECONOMICS:INM2 * INRUSD", "D", close, currency=currency.USD) : 0 switzerland = other_m2_active ? request.security("ECONOMICS:CHM2 * CHFUSD", "D", close, currency=currency.USD) : 0 russia = other_m2_active ? request.security("ECONOMICS:RUM2 * RUBUSD", "D", close, currency=currency.USD) : 0 brazil = other_m2_active ? request.security("ECONOMICS:BRM2 * BRLUSD", "D", close, currency=currency.USD) : 0 korea = other_m2_active ? request.security("ECONOMICS:KRM2 * KRWUSD", "D", close, currency=currency.USD) : 0 mexico = other_m2_active ? request.security("ECONOMICS:MXM2 * MXNUSD", "D", close, currency=currency.USD) : 0 indonesia = other_m2_active ? request.security("ECONOMICS:IDM2 * IDRUSD", "D", close, currency=currency.USD) : 0 africa = other_m2_active ? request.security("ECONOMICS:ZAM2 * ZARUSD", "D", close, currency=currency.USD) : 0 malaysia = other_m2_active ? request.security("ECONOMICS:MYM2 * MYRUSD", "D", close, currency=currency.USD) : 0 sweden = other_m2_active ? request.security("ECONOMICS:SEM2 * SEKUSD", "D", close, currency=currency.USD) : 0 // Calculate total liquidity var float total = 0.0 total += fed_active ? fed : 0 total -= rrp_active ? rrp : 0 total -= tga_active ? tga : 0 total += ecb_active ? ecb : 0 total += pbc_active ? pbc : 0 total += boj_active ? boj : 0 total += boe total += boc total += rba total += rbi total += snb total += cbr total += bcb total += bok total += rbzn total += sr total += bnm total += usa total += eu total += china total += japan total += uk total += canada total += australia total += india total += switzerland total += russia total += brazil total += korea total += mexico total += indonesia total += africa total += malaysia total += sweden total := total / 1000000000000 // Calculations for the oscillator sma = ta.sma(total, sma_input) roc = ta.roc(total, roc_input) roc_sma = ta.sma(roc, sma_input) // BTC Correlation btc_price = request.security("CRYPTOCAP:BTC", "D", close) //correlation_length = input.int(30, "Correlation Length", minval=1) correlation_with_btc = ta.correlation(roc_sma, btc_price, correlation_length) // Plotting as an oscillator hline(0, "Zero Line", color=color.gray) plot(roc_sma, color=color.yellow, title="Liquidity Oscillator") plot(correlation_with_btc * 100, color=color.blue, title="BTC Correlation * 100") // Background color for correlation visualization bgcolor(correlation_with_btc > 0 ? color.new(color.green, 90) : color.new(color.red, 90)) // Optional: Add labels or other visual elements as needed
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