Filter for currency or market in ProRealCode

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

  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!

  

  sesar

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

  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.

   

   

  

  robertogozzi

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

  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.

  

  sesar

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

  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.

   

  

  robertogozzi

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

  Thanks, clear!

  

  sesar

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