Dow Jones FXCM Dollar Index

Here you can post and download custom indicators. PLEASE: Do not start topics unless you are posting your own indicator, they will be moved to appropriate section even if you do.

Moderator: admin

Dow Jones FXCM Dollar Index

Postby Apprentice » Wed Dec 14, 2011 6:52 pm

Dow Jones FXCM Dollar Index.png

You trade the Dow Jones FXCM Dollar Index.
But you have a problem.
The limited availability of historical data.
With this tool you can throw this problem out of the window.

Minimum deviation from the original are possible.

The Dow Jones FXCM Dollar Index is designed to reflect the change in value of the U.S. dollar measured against a basket of the most liquid currencies in the world.
The index was developed collaboratively by Dow Jones Indexes and FXCM.

The index’s inception value is set at 10000 as of January 1, 2011, using closing prices of the components as of December 31, 2010:

Dow Jones FXCM Dollar Index
[$80,000–(EURUSD × €7,479)–(GBPUSD × £6,410) – (¥812,150 / USDJPY)–(AUDUSD × AU$9,787)]/4
Dow Jones FXCM Dollar Index.lua
(5.94 KiB) Downloaded 1029 times



The generic index can also calculate Dow Jones Yen Index.
The index is constructed by initially equally weighting the following four currency pairs: USD/JPY, EUR/JPY, AUD/JPY and NZD/JPY.

The index’s inception value is set at 10000 as of January 1, 2011, using closing prices of the components as of December 31, 2010:
Generic Dow Jones Index.lua
(5.13 KiB) Downloaded 444 times
User avatar
Apprentice
FXCodeBase: Confirmed User
 
Posts: 36476
Joined: Thu Dec 31, 2009 11:59 am
Location: Zagreb, Croatia




Return to Custom Indicators

Who is online

Users browsing this forum: gustavonoves and 65 guests