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Can vectorbt correctly value futures/forex instruments that are not based on account currency? For example, consider trading EUR/CHF futures on a USD-based account. Your instrument P/L will be market-to-market daily and will be denominated in CHF. However since your account is based on USD, your CHF-based cash is converted to USD using USDCHF fx rate.
This case is very different than buying a EUR-denominated or CHF-denominated stock in a USD-based account.
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Hi.
Can vectorbt correctly value futures/forex instruments that are not based on account currency? For example, consider trading EUR/CHF futures on a USD-based account. Your instrument P/L will be market-to-market daily and will be denominated in CHF. However since your account is based on USD, your CHF-based cash is converted to USD using USDCHF fx rate.
This case is very different than buying a EUR-denominated or CHF-denominated stock in a USD-based account.
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