Using currency in code

• 04/19/2019 at 2:29 PM #96822
  SIMONIS

   

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

  thanks

  

  SIMONIS

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

  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.

  

  Nicolas

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

  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.

  

  SIMONIS

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