Using currency in code

Viewing 3 posts - 1 through 3 (of 3 total)
  • Author
    Posts
  • 04/19/2019 at 2:29 PM #96822 quote
    SIMONIS
    Participant
    Junior

     

    is it possible to use the currency of the trade  in the code ? To be able to include currency in the calculations.

    thanks

    04/19/2019 at 2:57 PM #96823 quote
    Nicolas
    Keymaster
    Master

    Hmm, i’m not sure to understand, what calculation would you like to be done? The currency used by code is the one of the instrument.

    04/19/2019 at 5:48 PM #96825 quote
    SIMONIS
    Participant
    Junior

    I want have fixed exposure independent of the instrument i apply my automatic trading script to.

    I current use this;

    Exposure = 15000

    NUMBEROFCONTRACTS = (Exposure / MedianPrice) * ( 1 / pointvalue )

    i made different scripts for dollars, SK and euro’s.

    but if i would apply this script to Yen i would get a different exposure.

    so i am searching for code that my exposure is always 15000 euro per instrument independent of the applied instrument (only indexes).

    i hope this helps in defining an answer.

  • Author
    Posts
Viewing 3 posts - 1 through 3 (of 3 total)
  • You must be logged in to reply to this topic.

Using currency in code


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
SIMONIS @simonis Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by SIMONIS
6 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/19/2019
Status: Active
Attachments: No files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™