I am looking for a way to build a forex pair index. For example using the average of 5 major EUR pairs and plot this result to add indicators to, much like one would with a typical price chart.
Code can only deal with one single instrument (stock, fx pair, index etc…) at a time.
You can create something similar with the “calculated instruments” tool available in version 12. See attached screenshots and itf file you can import to get the calculated instruments installed automatically into your platform.