I need to calculate the order size for an FX strategy and I want it to work properly in both back testing in the Strategy Analyzer and in live operation. I have read the Help about FX order quantities with and without a Live Brokerage Connection, so I know I need to handle the two situations differently.
How can I detect the situation? Is it OK to use Historical? For example
if( Historical )
// calculate using currency units
else
// calculate using PointValue
Cheers
Tony

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