Table of Contents

Index

With Hydra, you can create your own index.

On the Common tab select Securities so that the All Securities tab appears.

Before creating the Index, check which market data is available. Select the path where the data is stored and sequentially view the instruments that should participate in the calculation of the index. If there are gaps, download the necessary market data (for example, from Finam).

HydraGluingCheckData

As an example, we will consider the instrument ratio index AAPL@NYSE\/GOOG@NYSE.

The first step is to create the Index. Click the Create security=>Index button on the All Securities tab, after which the following window will appear:

hydra index sec

To create the Index instrument, you must specify a name and add the mathematical formula of a combination of several instruments. Together with the standard mathematical operators, you can use the following functions:

  • abs(a) - Returns the absolute value of a number.
  • acos(a) - Returns the angle whose cosine is equal to the specified number.
  • asin(a) - Returns the angle whose sine is equal to the specified number.
  • atan(a) - Returns the angle whose tangent is equal to the specified number.
  • ceiling(a) - Returns the smallest integer that is greater than or equal to a specified number.
  • cos(a) - Returns the cosine of the specified angle.
  • exp(a) - Returns the value of e raised to the specified degree.
  • floor(a) - Returns the largest integer that is less than or equal to the specified number.
  • log(a) - Returns the natural logarithm (with base e) of the specified number.
  • log10(a) - Returns the logarithm with base 10 of the specified number.
  • max (a, b) - Returns the larger of two decimal numbers.
  • min(a, b) - Returns the smaller of two decimal numbers.
  • pow(a, b) - Returns the specified number raised to the specified power.
  • sign(a) - Returns an integer indicating the sign of the specified number.
  • sin(a) - Returns the sine of the specified angle.
  • sqrt (a) - Returns the square root of the specified number.
  • tan(a) - Returns the tangent of the specified angle.
  • truncate(a) - Calculates the integer part of the specified number.

Next, click the Candles button on the Common tab, select the created Index instrument and the data period, set Composite Element in the Create From: field, and then press the hydra find button.

hydra index candle

The generated data can be exported to Excel, XML or TXT formats. Export is done using the drop-down list.

hydra export

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