Autocorrelation Plot

4 thg 5, 2020

A tool to plot auto correlation of time series, this is useful in identifying periodicity in a time series or signal.

Due to the limits of Pine Script you'll need to add it multiple times if you want autocorrelation beyond 55 periods. I have added it 4 times here for 220 periods.

For more information on Autocorrelation see: en.wikipedia.org/wiki/Autocorrelation

Note: There are 1 bar gaps every 55 because I wanted the labels to remain every 5, but you don't have to have gaps....