How to change cursor type in game

I cannot change cursor type from my C++ code:

AMyPlayerController::AMyPlayerController() : APlayerController()
{
bShowMouseCursor = true;
bEnableClickEvents = true;
bEnableMouseOverEvents = true;
CurrentMouseCursor = EMouseCursor::Crosshairs;
}

Please, assist me…

You should CurrentMouseCursor = EMouseCursor::Crosshairs; after your player controller is constructed, because it will CurrentMouseCursor = DefaultMouseCursor; in APlayerController::InitInputSystem, so your code doesn’t work.
Try put CurrentMouseCursor = EMouseCursor::Crosshairs; in somewhere called later.