There is no single recipe for curry powder. It was invented by the British in India as a quick substitute for the thousands of different spice blends and garam masalas that Indian cooks make for themselves. A basic curry powder includes black pepper, chili, coriander, cumin, ginger and turmeric in varying proportions; it often has fenugreek and oily spices such as cardamom, cinnamon, cloves and mace, and can include asafoetida, cassia leaves, curry leaves, mustard and poppy seeds too. To make your own, experiment until you find a mixture you like.
Some whole spices such as coriander, cumin seed, dried chilies, fenugreek seed and peppercorns, need to be roasted before being ground and mixed (oily spices do not need roasting). Use a dry baking dish in the oven, or dry-fry them in a frying pan. Use a small coffee grinder or pestle and mortar to grind the spices individually, then mix them together. Store in an airtight glass jar.