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Date/Time: Thu, 03 Apr 2025 20:34:39 +0000



FX index

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[2022-04-08 20:24:58]
Richard Stolhofer - Posts: 2
Hi, i would to ask your support about forex indexes. I searched many times on your website, how these indexes are calculated. It works very well and its important for me. But I didnĀ“t find it anywhere, how is it calculated. Can you answer me please?

Thank you, Richard
Date Time Of Last Edit: 2022-04-08 20:29:33
[2022-04-08 22:14:38]
John - SC Support - Posts: 39148
What FOREX indices are you specifically referencing?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-04-09 08:19:13]
User365411 - Posts: 193
Some time ago I asked myself the same question and found this discussion from which everything started.
Market Statistics, US Dollar Index, other/new FX indices

In the first post there is an excel file with the calculation.

However, if the index calculation follows the logic in the excel file, I think there is probably an overestimation of JPY.

In fact, if you compare the strengths of the various indices, the JPY moves much more than other currencies.
Comparing it with other similar calculations found on the web, the movement of JPY always seems too large compared to the others.

Try looking at the excel file and see if in your opinion there is also this overvaluation of the JPY index.
Date Time Of Last Edit: 2022-04-09 08:20:38
[2022-04-09 09:12:29]
Sierra Chart Engineering - Posts: 104368
How the calculations are performed is explained here:
Sierra Chart Market Statistics: Forex Indexes Calculation
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
Date Time Of Last Edit: 2022-04-09 09:13:09

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