6381b2ae7d
* fixing a url * moving around menus * Grammar Update * many fixes to links and some added pics to install * Add improvements * fix: tabs * Move support/feedback window to FAQ * Forgot to save * MVC moved around * change installation Source -> Python * fix: tabs * guides to basics * Add new README LINKS * Change links * Change forecasting to forecast * fix: details * more fixes * Change markdown file so it is ready for pypi Co-authored-by: Chavithra <chavithra@gmail.com> Co-authored-by: Danglewood <85772166+deeleeramone@users.noreply.github.com> Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com> Co-authored-by: Jeroen Bouma <jeroenbouma@Jeroens-MacBook-Pro.local> Co-authored-by: jose-donato <zmcdonato@gmail.com>
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title, keywords, excerpt
| title | keywords | excerpt | ||||||
|---|---|---|---|---|---|---|---|---|
| Forex |
|
The Introduction to Forex explains how to use the menu and provides a brief description of its sub-menus |
The Forex menu enables you to load any combination of currencies (e.g. USDEUR or JPYGBP), show current quote and historical data (candle) as well as forward rates (fwd). Furthermore, the menu has the ability to also apply Technical Analysis and Forecasting menu while also having an integration with Oanda.
How to use
The Forex menu is called upon by typing forex which opens the following menu:
You have the ability to load any currency pair with load as follows:
When you do so, a lot of commands turn Blue. These can now be used to analyse the selected currency pair.
For example, you are able to show the quote of the currency pair by using the quote command:
2022 Jun 29, 07:04 (🦋) /forex/ $ quote
USD/EUR Quote
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ ┃ Realtime Currency Exchange Rate ┃
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ From_Currency Code │ USD │
├────────────────────┼─────────────────────────────────┤
│ To_Currency Code │ EUR │
├────────────────────┼─────────────────────────────────┤
│ Last Refreshed │ 2022-06-29 11:08:00 │
├────────────────────┼─────────────────────────────────┤
│ Exchange Rate │ 0.94960000 │
├────────────────────┼─────────────────────────────────┤
│ Bid Price │ 0.94960000 │
├────────────────────┼─────────────────────────────────┤
│ Ask Price │ 0.94960000 │
└────────────────────┴─────────────────────────────────┘
Or show the historical data on the currency pair with candle as follows:
2022 Jun 29, 07:09 (🦋) /forex/ $ candle
Which returns the following:
Lastly, insights in the forward valuations can also be given with fwd.
2022 Jun 29, 07:19 (🦋) /forex/ $ fwd
Forward rates for USD/EUR
┏━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━┓
┃ Expirations ┃ Ask ┃ Bid ┃ Mid ┃ Points ┃
┡━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━┩
│ Overnight │ 0.9499 │ 0.9498 │ 0.9499 │ -0.5750 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Tomorrow Next │ 0.9499 │ 0.9498 │ 0.9498 │ -0.7250 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Spot Next │ 0.9497 │ 0.9496 │ 0.9497 │ -2.3450 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ One Week │ 0.9495 │ 0.9495 │ 0.9495 │ -4.1550 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Two Weeks │ 0.9491 │ 0.9491 │ 0.9491 │ -8.2600 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Three Weeks │ 0.9487 │ 0.9486 │ 0.9487 │ -12.4150 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ One Month │ 0.9481 │ 0.9480 │ 0.9480 │ -18.8850 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Two Months │ 0.9459 │ 0.9458 │ 0.9458 │ -40.8200 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Three Months │ 0.9436 │ 0.9435 │ 0.9436 │ -63.4650 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Four Months │ 0.9415 │ 0.9414 │ 0.9415 │ -84.5500 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Five Months │ 0.9394 │ 0.9392 │ 0.9393 │ -106.2650 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Six Months │ 0.9361 │ 0.9360 │ 0.9360 │ -138.8800 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Seven Months │ 0.9342 │ 0.9340 │ 0.9341 │ -158.3750 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Eight Months │ 0.9323 │ 0.9322 │ 0.9322 │ -176.9850 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Nine Months │ 0.9302 │ 0.9300 │ 0.9301 │ -198.1200 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Ten Months │ 0.9284 │ 0.9283 │ 0.9284 │ -215.5000 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Eleven Months │ 0.9268 │ 0.9267 │ 0.9268 │ -231.6250 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ One Year │ 0.9252 │ 0.9250 │ 0.9251 │ -248.6650 │
├───────────────┼────────┼────────┼────────┼───────────┤
│ Two Years │ 0.9111 │ 0.9106 │ 0.9109 │ -390.6350 │
└───────────────┴────────┴────────┴────────┴───────────┘
Furthermore, the ability exists to take the currency pair to the Technical Analysis menu by typing ta:
Examples
First, let's start with looking at the currency pair USD and GBP. These are the U.S. Dollars and the Pound sterling. This is done by using the load command as follows with the addition that the -s command is used to change the start date:
2022 Jun 29, 07:16 (🦋) /forex/ $ load USDGBP -s 2015-01-01
USD-GBP loaded.
Then, let's see how this currency pair has changed over the last years with candle also adding in the --ma 60,120 argument:
Now it's time to take this to the Quantitative Analysis menu by typing qa. This returns the following:
Within this menu we can show some rolling statistics, for example show the rolling values for the mean and standard deviation of the currency pair:
Lastly, more advanced techniques can also be applied regarding seasonality with decompose:
2022 Jun 29, 07:26 (🦋) /forex/qa/ $ decompose
Time-Series Level is 0.75
Strength of Trend: 421.7107
Strength of Seasonality: 0.0031
