Current exchange rate for orderquantity

[Marktheshark]

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?

[NinjaTrader_JoshG]

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/forum/showthread.php?t=101739

[Marktheshark]

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.