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currency convergance

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    currency convergance

    Hello

    I would like to find out the way to do currency conversion within strategy.

    For example I have account in usd (that I get with getaccountbalance) and I trade eur.aud, so I would like to know how much eur I have in my account. For this I need to convert from usd to eur.

    Of course I can add a second bar object eur.usd that would give me a conversion rate but I want to have one strategy for all pairs. In order words can I add second bar object dynamically (using programmed logic with onbarupdate)?

    Thank you
    Sergey.

    #2
    Hi Sergey, we could unfortunately not really support the dynamic adding of instruments - in order to get a conversion rate you could look into our Pivots indicator and see how it would asyncronously load the data needed.

    Another approach is adding all series needed, but performance wise probably not the optimal approach.

    If an appromixation is close enough for you, you could think about reading the rates from a user input or txt file you update daily.

    For the future it's on our list of feedback already to provide an enhanced method here to simplify dealing with those matters.

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