Thanks for the function. I did plot pipcost on a eur/usd chart and it works.

But i dont yet understand how often i need to call this. Do i have to call this function on each run() call? Or does Zorro remember it throughout the rest of the simulation if i set it once?


I dont know, to me this just makes sense. If i make a trade today, my pnl will be with current rates. When i look back in 5 years time, this fact will not have changed, regardless of what the exchange rates will be in 5 years. And since a simulation should be as close to reality as possible, i would then, if i had to do a simulation of this trade, of course simulate the rates from today, because that is just what happened. If i would use rates from 2018 to convert pnl, the outcome would be different to what actually did take place in the past, thus lessening the quality of the simulation. But lets just disagree..