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Calculate position in the account currency

Hi, 

I have the following problem.

Assume I have an account in USD and I trade two Fx pairs: EURUSD and AUDCHF.

According to my money management I risk n-percent of my account and have a StopLoss.

It is easy to calculate the Quantity of EURUSD for trading;

CashForDeal=Cash* (PercentOfRisk)) / (StopLoss * PairMinVariation)

Quantity=CashForDeal/CurrentPriceOfPair;

But to calculate the Quantity of AUDCHF for trading I have to know price of AUDUSD:

CashForDeal=Cash* (PercentOfRisk)) / (StopLoss * PairMinVariation)

CurrentPriceOfPairInUsd=1/(AUDCHF_price/AUDUSD_price);
Quantity=CashForDeal/CurrentPriceOfPairInUsd;

Is there any possibility to find out the price of AUDUSD, without adding it to the strategy?

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When we subscribe to a pair which the account currency is not a part of, like AUDCHF, the algorithm automatically subscribes to the necessary pair that will provide the conversion rate (AUDUSD and USDCHF). 

In the Portfolio, we have the CashBook object that provides a means of keeping track of the different cash holdings of an algorithm.
The CashBook is a dictionary where the key is the currency (e.g.: "CHF", "EUR", "AUD", etc) and the value is a Cash object that represents a holding of a currency in cash. 

In order to access the conversion rate, we simply code:

var audusd = Portfolio.CashBook["AUD"].ConversionRate;
var chfusd = Portfolio.CashBook["CHF"].ConversionRate;

Please note that the rate is expressed in account currency (USD). For instance, if we want to find the USDCHF pair price, we need to calculate the inverse of the value above:

var usdchf = 1m / chfusd;

 

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Thank you very much, Alexandro

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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