First, to emphasize these are not the trade weight currency indeces, rather equal weighted.To work, you must be subscribed
For Dollar - EUR/USD, USD/JPY, GBP/USD, USD/CHF
For Euro - EUR/USD, EUR/JPY, EUR/GBP, EUR/CHF
For Yen - USD/JPY, EUR/JPY, GBP/JPY, CHF/JPY
For Pound - GBP/USD, EUR/GBP, GBP/JPY, GBP/CHF
For Frank - USD/CHF, EUR/CHF, CHF/JPY, GBP/CHF
For Aussie - "EUR/AUD","AUD/JPY","GBP/AUD","AUD/USD"
For Kiwi - "EUR/NZD","NZD/JPY","AUD/NZD","NZD/USD"
For Loonie - "EUR/CAD","GBP/CAD","USD/CAD","CAD/JPY"
For NOK -"USD/NOK","EUR/NOK","NOK/JPY","CHF/NOK";
For SEK - "USD/SEK","EUR/SEK","SEK/JPY","CHF/SEK"
Due to the limitations of the maximum number of subscribed currency pairs, I limited the number of pairs used in the calculation.
Contact FXCM to enable more than 20 currency pairs for your account.
It does not apply to Demo.
Generic versions
viewtopic.php?f=17&t=69826Normalized versions
https://fxcodebase.com/code/viewtopic.php?f=17&t=71353