Currency Conversion Rates

[trend]

Hi,
The following refers to information in the Executions Tab for FX instruments. When you export to Excel from the executions tab
there is a column named "Rate" following the "Commissions" column
(shown in Excel but I don't see it in the Executions tab).
To my understanding the column lists the rate to convert the PnL
to US $. For example, for the EURJPY instrument the "Rate" is
around 0.011 (i.e., $/Yen), so a PnL in Yen multiplied with the Rate
would be converted to $. Similarly, for EURGBP the rate is around 1.6 ($/Pound), so the PnL from Pounds could be converted to $.

How do I access this variable programmatically in a script?
or, how do I force the strategy analyzer to produce results
converted to $ automatically?

Thanks,

[NinjaTrader_JoshP]

Unfortunately this is not supported.

[4x_Newbie]

Forex "Rate" to Convert Non UDS demominated pairs

Unfortunately this is not supported.

Josh/NT Support,
The "Rate" being referenced in this thread is a basic(required) data field for Forex traders.

How is it not supported for automated Forex Strategies?
Will it be supported in NT7?

What's the NT preferred work-around for an automated Forex strategy that incorporates money management which calculates the cost of a trade based on the currency denomination of its account (USD in my case) before entering a trade without having access to this rate(conversion factor)?

I'm currently converting a TradeStation Forex strategy for the GBP/JPY, EUR/JPY & other "Crosses" that calculates the maximum lot size per trade based on a percentage of available funds. So the Close[0] price has to be converted to USD before any of the money management calculations can be done.
I need lots of help on this one.

[Mindset]

workaround

How many instruments do you want to trade?

My workaround involved "setting" rates by input and then using a switch statement to hard code each instrument.

	switch (Instrument.MasterInstrument.Name)
						
						case "FGBL":
						case "FESX":
						case "FDAX":
						exchrate = Rate_Euro;	
				break;

In terms of position sizing it's a nuisance to have to update the rates manually but in reality for this purpose they don't change that much - once a week is fine I find.
There is a way you can get the spot fx rate from a google web page but that programming is beyond me.
Alternatively look here.

[4x_Newbie]

Mindset,
Thanks for the quick response.

The answer to your "How many instruments do you want to trade?" question is that I'm hoping to trade most of the "Majors" and "Crosses" in the Forex market. So that's about 10 instruments. I do understand that all Pairs with the same base currency will have the same conversion rate.
I also appreciate you directing me to the Alternative site.
I did a quick perusal of the site and it appears that I'm basically doing what the "PositionSizer" is doing but I'm doing it automatically within the strategy.


My real issue is this. With all of the impressive things that I've seen in NT & if NT has already created a "Rate" property for one application, I don't understand the issue with making it available globally.
However, if the "Rate" property can't be exposed, then I'm hoping that I can just "Get" the latest "Ask" or "Close" price for the "complementary Pair" from a property without having to include the additional instrument in the data feed which will waste band width.

If neither of these options is available, I will use your suggestion about the "Switch" statement and pass the "Rate" in as an Input Parameter because getting to the Yahoo site is also way beyond my programming abilities and that interface would add another network failure point in the strategy.