Conversion trade report

[Vanderbeke]

Hi guys, thanks for the great support on this forum! You're doing an amazing job.

When running a standard backtest on the EUR/GBP i see that the profits in the trade report are expressed in dollars. So a conversion between the currencies must has taken place behind the screens. I'm wondering if I could use this conversion in my strategy code? For example I would like to know if the entry price is X GBP what the equivalent USD value would be.

Kind regards
David

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

I am unaware of any specific conversion method where you could pass in a value and retrieve a converted value. This is likely something you would need to make your own method for.

The AccountItems specifically have a method which can return values depending on the Currency supplied to the method, but this would not allow for random conversions like an entry price.

I look forward to being of further assistance.

[Vanderbeke]

Hi Jesse, thanks for the feedback. Does this mean I have to rely on a third party API or something which could provide me the conversion rates or is there something inside Ninjatrader that I could use?

[NinjaTrader_Jesse]

Hello,

Generally, you would add an additional series for the prices you need. You could then pull prices from the second series when conversions are needed at the current price of that instrument.

https://ninjatrader.com/support/helpGuides/nt8/en-us/adddataseries.htm?zoom_highlightsub=adddataseries

Using the price from the two instruments you could calculate the conversion rate or do other math as needed to figure out prices or quantities.


I look forward to being of further assistance.