Adapted from:
a great way to look at correlation and arbitrage.
Credit: gb50k a great way to look at correlation and arbitrage.
//@version=2 study(title='[RS]Double Helix RSI V0', shorttitle='DH.RSI', overlay=false) // || Adapted from: https://www.tradingview.com/script/kPbhW8mN-2symbol-RSI-crisscross/ // || Credit: gb50k src = input(title='RSI Source:', type=source, defval=close) length = input(title='RSI Length:', type=integer, defval=10, minval=1) smoothing = input(title='RSI Smoothing:', type=integer, defval=5, minval=1) instrument0 = input(title='Base Instrument:', type=string, defval='EURUSD', confirm=false) instrument1 = input(title='Mirror Instrument:', type=string, defval='USDOLLAR', confirm=false) rsi0 = ema(security(instrument0, period, rsi(src,length)), smoothing) rsi1 = ema(security(instrument1, period, rsi(src,length)), smoothing) p0 = plot(title='RSI0', series=rsi0, color=black, linewidth=2) p1 = plot(title='RSI1', series=rsi1, color=gray) fill(title='b', plot1=p0, plot2=p1, color=black, transp=70) plot(title='AVG', series=avg(rsi0, rsi1), color=red) hline(0) hline(25) hline(75) hline(100)