Rate column in Executions tab

[mfouwaaz]

Hi

Is there a function in Ninjascript that will get the Rate column in Executions tab?

Thanks

[NinjaTrader_Bertrand]

mfouwaaz, unfortunately this would not be part of the NinjaScript exposed IExecution for your strategy orders.

[bltdavid]

Hi Bertrand,

I went looking for an explanation of what this column means in the help guide, but couldn't find anything.

Could you point me to a definition of the columns on the Executions tab?

[NinjaTrader_Bertrand]

Sure David, a full explanation would be for example found here in the first section - https://www.ninjatrader.com/support/...utions_tab.htm

[bltdavid]

Thanks, I had already found that page.

Is 'Rate' only applicable to Forex?

I only trade Futures and I've always wondered why that column is being shown to me ...

The explanation implied on that page is only for use with Forex.

Can you explain how Equities/Futures would need/use this value?

[NinjaTrader_Bertrand]

Correct, this is applicable to FX only.

[mfouwaaz]

and if I may add, it is always 1 for currency pairs ending in _USD e.g. EURUSD or GBPUSD, as they cost exactly 1 US dollar.

But if we intend buying something other than these, e.g. USDJPY then we need the 'rate' or exchange rate to figure out how much we can buy for a given amount of US dollars.

It will be great if this is exposed to be able to automate this bit -- instead of having to hard-code an arbitrary rate.

[bltdavid]

Thanks.

Well, yeah, I agree, that sounds pretty darn useful. Since I'll soon be adding FX to my trading endeavors, I can see how Rate would be very useful for position sizing in my strategy code.

Bertrand, is there a feature request for NT8 for this idea?

If not, could you add one?

[NinjaTrader_Bertrand]

Thanks for the feedback guys, I will see about adding that item in our list of suggestions to consider. You could though for sure access other crossrate data for custom conversions in your NinjaScripts via our MultiSeries approach. So any bars object could be Add()ed in under the Initialize() and then you would have access to that data bar by bar in OnBarUpdate() to dynamically adjust your sizing if desired.