search for: eurusd

...a csv file, the following way: csv-file like: Date,Open,High,Low,Close,Volume 2011-08-11 03:00:00,1.41758,1.42205,1.41625,1.42174,8974 ... 2011-08-12 04:00:00,1.42175,1.42413,1.42067,1.42172,7229 ... 2011-12-30 05:00:00,1.42173,1.42341,1.42062,1.42171,6703 ... raw<- read.delim2("~/R/Data/EURUSD60.csv",header=TRUE,sep=",") stripday<-strptime(raw$DATE,format="%Y%m%d") fxdata<-data.frame(stripday,raw) write.table(fxdata,"~/R/Data/EURUSD60.csv",quote=FALSE,sep=",",row.names=FALSE) EURUSD<-as.xts(read.zoo("~/R/Data/EURUSD60.csv&quo...

...pairs<-c("audcad", "audchf", "audjpy", "audnzd", "audusd", "cadchf", "cadjpy", "chfjpy", "euraud", "eurcad", "eurchf", "eurgbp", "eurjpy", "eurnzd", "eurusd", "gbpaud", "gbpcad", "gbpchf", "gbpjpy", "gbpnzd", "gbpusd", "nzdcad", "nzdchf", "nzdjpy", "nzdusd", "usdcad", "usdchf", "usdjpy") procState <- function(r, nam...

...ptions); M = fmincon(objFunc_vol,C,[],[],[],[],repmat(-20,12,9),repmat(20,12,9), at TriskellConstraints,options); [Z, ZZ] = compute_strategy_after_fees(prices, C, floor, cap, m_ret_reb, prices_TR, Hedge_Fund, vg, euribor, last_reb_date, Maturity, fixed_fees, var_fees, dates, variation_cap_property, eurusd); [Y, YY] = compute_strategy_after_fees(prices, M, floor, cap, m_ret_reb, prices_TR, Hedge_Fund, vg, euribor, last_reb_date, Maturity, fixed_fees, var_fees, dates, variation_cap_property, eurusd); timespent = toc/60; %converts to minutes -- View this message in context: http://www.nabble.com/No...

...ime() midnight <- strptime() # <---- I want to make this a static variable that will be equal to 12:00:00 am but I dont know what to put here. I keep getting NA for everything I do if(now == midnight) { getFX("EUR/USD", from = Sys.Date() -1, to = Sys.Date() - 1) write.table(EURUSD, "~Documents/stat arb/project/eurusd.csv", append = TRUE, row.names = FALSE, col.names = FALSE) .... } .... --------------- Also, append is ignored when I use "write.csv". I had to resort to using "write.table". Is this always the case? As for the historical...

I want to create a open/high/low/last plot of intraday data. I try to use the function plotOHLC from the tsteries package. I create my own multiple time series and then try to plot it. raw Data Format (file eurusd2.csv): "Date (GMT)" "Open" "High" "Low" "Last" 17-03-2008 00:00:00 1,5764 1,5766 1,5747 1,5750 17-03-2008 00:05:00 1,5749 1,5750 1,5741 1,5744 17-03-2008 00:10:00 1,5745 1,5762 1,5741 1,5749 > library("tseries") > raw=read.delim2(&q...

...mp;date=10/14/10&exch=BRL&exch2=&margin_fixed=0&expr=USD&expr2=&SUBMIT=Convert+Now&lang=en&date_fmt=us ' Does anyone what the problem is about? If I type simply: > getFX("EUR/USD",from="2011-01-01") Then I get similar error: [1] "EURUSD" Warning message: In readLines(tmp) : incomplete final line found on 'xxx\AppData\Local\Temp\RtmpI1HUzb\file27f7532' > (I've hide the path) Thanks [[alternative HTML version deleted]]

Dear all Is there any R function that would perform currency conversion using up-to-date exchange rates? I would be looking for a function that allows to download recent exchange rates (say, from Yahoo!) and then use these in converting currencies (say, USD to EUR). I am not sure whether r-sig-finance would be more appropriate, but the (off-)topic feels general enough to me. Thank you Liviu --

I want to draw a little subplot ("overview") into my detailed plot. It should be placed in say the top right corner and have the size of some legend (like legend(x="topright", inset=0.03, ...) #main plot plot(rnorm(100)) #give little density in corner plot(seq(-2,2,length=300),dnorm(seq(-2,2,length=300)),type="l") I don't want something like par(mfrow=c(1,2)) as