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Currency Conversion in Backtest

Posted By Aesposito 4 Years Ago
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Posted Monday December 30 2013
I have a basket of 10 tradeables, 3 of which are not in USD.  I would like my backtest to run such that all executions are calculated in the FX but once the backtest is complete and it is time to combine all assets into 1 portfolio those not in USD will be converted over.  How can I do this in RE?  Is it a programming issue or a setting?  Do I need to enter a FX rate in this process?

Thank you



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