Filter for currency or market in ProRealCode

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  • 02/13/2021 at 9:43 AM #161260 quote
    sesar
    Participant
    New

    Hi!

    Is it possible to filter for currency in  ProRealCode?

    I want to build 1 ProScreener that filters on traded capital, for instance “Today traded capital > EUR 1000.000)”
    But multiplying “close x volume” is incorrect as it does not account for currency (GBP*Volume cannot be compared with EUR*Volume for example)

    If is not possible, how would you suggest to solve my problem?

    Thanks for helping!

    02/13/2021 at 10:41 AM #161267 quote
    robertogozzi
    Moderator
    Master

    CLOSE is always expressed in the currency of the instrument/asset traded, be it GBP, YEN, EUR or else.

    Conversions to EUR (or other currencies) cannot be automatically done.

    02/13/2021 at 2:40 PM #161302 quote
    sesar
    Participant
    New

    Thank you for your answer.

    You say dat automatically it cannot be done, but can it be manually?

    Let’s say that in one screener I select the universe of Euronext (EUR) stocks and LSE (GBP) stocks.
    How would you calculate the traded capital in EUR for the LSE stocks in this screener?

    Again, thanks for helping me out.

    02/13/2021 at 3:03 PM #161304 quote
    robertogozzi
    Moderator
    Master

    Yes, you need to set up a variable with the conversion value, but you cannot do it at every tick, maybe once or twice a day so it will not be 100% accurate.

    In your case the problem is that you cannot tell what assets come from one list or the other.

    You should run two copies of your screener, one for each currency.

    02/13/2021 at 3:12 PM #161305 quote
    sesar
    Participant
    New

    Thanks, clear!

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Filter for currency or market in ProRealCode


ProScreener: Market Scanners & Detection

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sesar @sesar Participant
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This topic contains 4 replies,
has 2 voices, and was last updated by sesar
5 years, 1 month ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 02/13/2021
Status: Active
Attachments: No files
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