Portfolio Index

Parameters

• S1,S2,...,S10: the securities that construct the portfolio. Proper values could be any security (e.g., EURUSD, GBPUSD, USDJPY, AUDUSD, AUDJPY, USDCAD, DAX30, DJ30, S&P500,WTI, GOLD, ...). The default value is NA which means that no security is added to the portfolio.
• W1,W2,...,W10: the weights of the securities in the portfolio. Proper values could be any real number. A positive number means that we are long a security. A negative number means that we are short. Note that the weights of the denominators cannot be 0.0.

Indicator=W1*S1/W2*S2 + W3*S3/W4*S4 +...+W9*S9/W10*S10

Timeframe: The index is constructed using the closing price of each candle and the same timeframe of the chart that is attached to.

Literally, you may plot any combination of securities you would like to investigate further.

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