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Current exchange rate for orderquantity

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    Current exchange rate for orderquantity

    So I'm trying to set up my strategy so that it buys, say, $10000 USD worth of whatever pair the strategy is dropped on, even it is is a pair not involving USD.

    How would I be able to achieve this? Is there a way to import the current exchange rate into a strategy?

    #2
    Hello Marktheshark,
    Thanks for your post and welcome to the NinjaTrader forum.

    I wouldn't know of a way to import that the exchange rate into a strategy. Since the loading of a dynamic Data Series is not currently supported, I believe what you would need to do here is program your strategy for a specific pair and calculate the exchange rate from within the strategy.

    My colleague answered a similar post last year about how to calculate the PnL for his strategy to include the exchange rate.

    https://ninjatrader.com/support/foru...d.php?t=101739
    JoshNinjaTrader Customer Service

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      #3
      Thank you for your quick reply!

      I was hoping there would be an easy way, mainly for comparing backtesting results on different currency pairs, but I will just be calculating order size manually for now.

      Comment

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