USDX (US Dollar Index) Tracker

Category: market_structure, trend

Calculates and displays the US Dollar Index (USDX) using a geometrically weighted basket of six major currencies (EUR, JPY, GBP, CAD, SEK, CHF).

Formula

USDX = 50.14348112 \times EURUSD^{-0.576} \times USDJPY^{0.136} \times GBPUSD^{-0.119} \times USDCAD^{0.091} \times USDSEK^{0.042} \times USDCHF^{0.036}

Inputs

• USDX_PriceType (default: PRICE_CLOSE)
• IndexPairs (default: EURUSD, USDJPY, GBPUSD, USDCAD, USDSEK, USDCHF)
• IndexCoefficients (default: -0.576, 0.136, -0.119, 0.091, 0.042, 0.036)
• MA_Period1 (default: 13)
• MA_Period2 (default: 17)

See signal primitives and every published strategy that uses USDX (US Dollar Index) Tracker on WOBR StrategyVerse.