Login Page - Create Account

Support Board


Date/Time: Sun, 24 Nov 2024 14:49:50 +0000



ICE US Dollar Index calculated on Sierra Servers for a small add-on fee/free..?

View Count: 1632

[2013-11-02 11:00:06]
Trint - Posts: 115
Hello SC,

There seems to be a reasonable interest (on the forums over the years) in having the US Dollar Index from ICE and as there is a weighted formula could it be calculated on servers your end and sent in the realtime FX data feed...?

USDX = 50.14348112 × EUR/USD^(-0.576) × USD/JPY^(0.136) × GBP/USD^(-0.119) × USD/CAD^(0.091) × USD/SEK^(0.042) × USD/CHF^(0.036)
(One of the forum posts almost had it working locally on the client but had issues calculating the negative power within SC)

I was hoping there might be enough interest in having it and I'd be willing to pay a small additional cost in an optional add-on to the normal package subscription. You could put it on trial for a period to see if the take-up is worth it maybe..?

It sounds like you're busy with the data feed improvements and SMS messaging at the moment but would this be technically possible to do..?

Thanks in advance.

USDX
EURO 57.6%
JAPANESE YEN 13.6%
BRITISH POUND 11.9%
CANADIAN DOLLAR 9.1%
SWEDISH KRONA 4.2%
SWISS FRANC 3.6%


Date Time Of Last Edit: 2013-11-02 11:02:14
[2013-11-02 14:52:15]
TastyRisk - Posts: 119
SC v1000 NET
Date Time Of Last Edit: 2013-11-02 14:52:40
attachmentDX_FX_v0.02.cht - Attached On 2013-11-02 14:52:29 UTC - Size: 224.35 KB - 573 views
attachmentDX_FX_v0.02.scwbf - Attached On 2013-11-02 14:52:33 UTC - Size: 12.53 KB - 602 views
[2013-11-02 22:18:56]
Sierra Chart Engineering - Posts: 104368
Yes, it is possible for us to do this.

We will start working on the custom calculated indexes, in the first quarter of next year. We will add this one to our list.

It is not likely there would be an additional charge for that. It is more work for us to charge extra for something like this.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-11-03 15:51:22]
Trint - Posts: 115
Thanks for those attachments TastyRisk, appreciated! Presumably the resulted USDX calculation appears in the spreadsheet somewhere and then used for on the chart. Time to look through the spreadsheet documentation, it'll also give me more insight into how the spreadsheet feature works with the charts as I've never explored this area.

That's great news about the custom calculated assets coming next year. Suppose it'll save on server bandwidth as you only need to send the one instrument rather than six for the client to calculate and likewise for others.

Many Thanks.
[2013-11-03 16:21:18]
TastyRisk - Posts: 119
Presumably the resulted USDX calculation appears in the spreadsheet somewhere and then used for on the chart.

Yes, that's correct, I put the needed calculation into cell O3 and it then gets copied into lower rows automatically. Then, on a separate chart, I overlay the spreadsheet's subgraph5 (column O) using the Overlay-OHLC study. Note; The Chartbook won't work properly unless the .scwbf is also put into the data folder.
[2013-11-04 16:51:35]
Trint - Posts: 115
Thanks again TR, I'll have an experiment. Having both the spreadsheet method and the Sierra historical data service for intraday ICE USDX data is a bonus.

I might get round to doing some VSA indicators at some point.
[2013-11-04 18:16:36]
Sawtooth - Posts: 4118
You might be interested in this thread from the old forum:
http://www.sierrachart.com/supportboard/showthread.php?t=41947&highlight=index

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account