EnterLong with Multiple Instruments and different currencies

[alani]

Hello,

I am using EnterLong Advanced Order Handling in a Multiple Instrument Strategy. This works very good so far. Now I am extending the strategy to work with Instruments with different currencies (e.g. Instrument one is traded in USD, Instrument two in JPY).

EnterLong(int barsInProgressIndex, int quantity, string signalName)

I can properly adapt the quantity by using a DataSeries with the Instruments Currency Exchange Rate (in this case USDJPY). However Strategy Analyzer calculates the profit wrong since it ignores the Instruments Currency. Any ideas how to work around this limitation of NTs Strategy Analyzer ?

regards,

Alani

[NinjaTrader_AdamP]

alani,

This is a known limitation. For more information please see the following link.

http://www.ninjatrader.com/support/forum/showthread.php?t=40810

Please let me know if I may assist further.