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Manage (reduce) cross-currency exposure
robotrader
 Post subject: Manage (reduce) cross-currency exposure Post rating: 0   Post Posted: Fri 29 Mar, 2013, 13:46 

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Joined: Thu 06 Dec, 2012, 18:31
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Hello Support,

Can you please confirm if there is a function to manage (reduce) cross-currency exposure?

For example from:

* long 1 lot EURUSD
* short 1 lot GBPUSD

to:

* long 1 lot EURGBP

This would be similar in spirit to the merge operation (https://www.dukascopy.com/wiki/#currency_exposure), but across multiple currencies.

Thank you
 
API Support
 Post subject: Re: Manage (reduce) cross-currency exposure Post rating: 0   Post Posted: Tue 02 Apr, 2013, 08:21 
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See:
https://www.dukascopy.com/wiki/#Order_Management
 
robotrader
 Post subject: Re: Manage (reduce) cross-currency exposure Post rating: 0   Post Posted: Tue 02 Apr, 2013, 12:32 

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Joined: Thu 06 Dec, 2012, 18:31
Posts: 6
Thanks for your reply.

However I don't see anything in the page you mentioned that would address the issue specifically.

Do we have to code our own cross-currency merging routine or is there already a functionality to do this?

If not, would you consider adding it?
 
API Support
 Post subject: Re: Manage (reduce) cross-currency exposure Post rating: 0   Post Posted: Tue 02 Apr, 2013, 14:29 
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A strategy can do that. Have a look at the given examples to get ideas how to work with order and position data.
 
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