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Robert,
> Why are you using the USD/DEM tick data as history for the Euro ????
> The Euro is going to be a surrogate currency of many countries. I would
The USDDEM is currently trading as a proxy for the EURO since
bilateral conversion rates have been fixed between member countries.
The DEM is the most liquid Euro currency and offers the most
comprehensive price history. If anything resembles the Euro then it
is the DEM. Since most traders need price histories they will most
likely use the DEM. Basically it becomes a selffulfilling when most
people use the same history.
This is why I need URGENTLY some TS solution.
Omega has written to me:
"Dear Client,
That is a good question, and one we currently don't have an answer for
at this time.
We are working on this issue."
At least they are working on it.
Gerrit
> argue that there is no market at present that reflects the new Euro. To
> assume that the tick data history of the DEM is the new Euro is a VERY
> LARGE ASSUMPTION to make. Why not use USD/FFR or even a weighted version of
> USD/DEM and USD/FFR, or ............ Gerrit, these are all big assumptions
> to make.
>
> Just a quick thought, build an indicator with 4 plots and input the
> conversion rate. plot 4 lines that have the O,H,L,C, and then file save the
> output to a CSV file. Then in excel delete the orignal O,H,L,C columns and
> shazam you have it \converted the O,H,L,C. Just remember, TS only handles
> 13,000 bars and Excel can only handle 65,000 rows.
>
> Just my thoughts,
>
>
> Robert Bianchi
>
>
>
>
>
> Date: Wed, 25 Nov 1998 18:32:20 +0100
> From: "Gerrit Jacobsen" <jrt@xxxxxxxxxxxxxxxx>
> To: omega-list@xxxxxxxxxx
> Subject: Euro Conversion in TS possible ???
> Message-Id: <x199811251949.TAA12536@xxxxxxxxxxxxxxxx>
> Content-type: text/plain; charset=US-ASCII
> MIME-Version: 1.0
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>
> In month we will be hit with the euro conversion.
>
> I assume that the easiest way to convert past histories for
> instruments that traded in another currency before is to use the
> split ratio function in the server for the conversion.
>
> However there is a little snag that I have been unable to solve.
>
> The euro convention for forex is going to be EURUSD. Since I want to
> convert my USDDEM prices into EURUSD I need to invert the tick-data
> (1/USDDEM).
>
> Any ideas ? (I don't want to do it manually :-)
>
> Gerrit Jacobsen
>
>
>
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