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.
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