Linking historical DM spot to current Euro spot now possible
Linking historical DM spot to current Euro spot now possible
with the latest version of CSI (version 2.10.7.117).
This newest version has a "Symbol Link" radio button on the icon menu which opens this new feature.
I've linked the inactive historical DM spot data (CSI # 24) to my euro fx data to give a continuous fx conversion rates going back to 1972, instead of starting with the euro in 1999.
This now enables a longer term backtest to be done on euro denominated futures contracts.
This newest version has a "Symbol Link" radio button on the icon menu which opens this new feature.
I've linked the inactive historical DM spot data (CSI # 24) to my euro fx data to give a continuous fx conversion rates going back to 1972, instead of starting with the euro in 1999.
This now enables a longer term backtest to be done on euro denominated futures contracts.
- Attachments
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- Symbol Link Window
- Dm-EU9-Link.JPG (44.8 KiB) Viewed 15512 times
Last edited by LeapFrog on Sat Mar 05, 2011 6:56 pm, edited 2 times in total.
Yes, using CU cash is another way. I find it easier to put my fx conversion files in my FOREX portfolio folder though.
Here is a copy of yesterday's dm/EUR linked txt file in case anyone wants to do a comparison.
Here is a copy of yesterday's dm/EUR linked txt file in case anyone wants to do a comparison.
- Attachments
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- U.S. Dollars per 1 Euro-#591(60)0000$.TXT
- DM/EUR linked
- (915.21 KiB) Downloaded 754 times
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nk cash
Hi Jas, which symbols are you using?
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NQ cash data
Hi Jas,
NQ and ND3 cash are currently hard linked, meaning they both share the same cash contract data, starting in 19851001, and are both currently being updated. You should be able to see a cash contract available for NQ. Please let me know if you need any assistance.
NQ and ND3 cash are currently hard linked, meaning they both share the same cash contract data, starting in 19851001, and are both currently being updated. You should be able to see a cash contract available for NQ. Please let me know if you need any assistance.
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nk contract data
Hi jas,
Nasdaq 100 NQ's contracts only go back to 1996, just as does ND3.
I can't find any contract data prior to this.
What symbol were you trying to merge when working with NK? SSI?
Nasdaq 100 NQ's contracts only go back to 1996, just as does ND3.
I can't find any contract data prior to this.
What symbol were you trying to merge when working with NK? SSI?
Sorry Josh, I meant to say originally that I was trying to link Nikkei SSI_54 to the NK futures contract.
What I am trying to achieve is to extend the Nikkei future back to 1985 using representative data so that I can use it for correlation purposes. The idea was to splice the SSI cash contract onto the beginning of the NK future to get this effect, is it possible ?
What I am trying to achieve is to extend the Nikkei future back to 1985 using representative data so that I can use it for correlation purposes. The idea was to splice the SSI cash contract onto the beginning of the NK future to get this effect, is it possible ?
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SSI -> NK
Hi Jas,
Yes, this works by entering SSI into the Link History From and NK into the Link History To section.
I've attached a view of how to specify, and the resulting chart of cash and a continuous contract using the contracts merged, starting in 1984 for cash, and 1986 for contract data.
For further assistance call 315.695.4680
Yes, this works by entering SSI into the Link History From and NK into the Link History To section.
I've attached a view of how to specify, and the resulting chart of cash and a continuous contract using the contracts merged, starting in 1984 for cash, and 1986 for contract data.
For further assistance call 315.695.4680
- Attachments
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- SSI -> NK cash and contracts
- SSI--NK.JPG (186.05 KiB) Viewed 15263 times
link symbols
Have you linked your simbols for a better test?
Double check that Trading Blox is reading them, because till you save, chart, rewrite, rerfresh and make a prayer, could it be that csi chart is linked, but trading blox is still reading the old file.
Double check that Trading Blox is reading them, because till you save, chart, rewrite, rerfresh and make a prayer, could it be that csi chart is linked, but trading blox is still reading the old file.