« Ce qui » se traduit bien par which dans cette phrase :

Je lui ai demandé, ce qui était une mauvaise idée.

Pronoms relatifs composés (such as lequel, laquelle and so on) can more accurately be translated to ‘which one(s)’.

The sentence that you have mentioned can be taken in two meanings. If you are trying to say that I asked him which (one) (of many different ideas) was a bad idea, then you would use a pronom relatif composé which in this case would be laquelle (as you are replacing the noun ‘idée’).

However, if you mean to say that asking him was a bad idea, then you would use a pronom relatif indéfini which in this case would be ce qui.

Remember, there are three different types of pronoms relatifs:

• Pronoms relatifs simples – qui, que, où, dont

• Pronoms relatifs composés – lequel, laquelle, lesquels, lesquelles

• Pronoms relatifs indéfinis – ce qui, ce que, ce dont, quoi

Most of the above mentioned relative pronouns (with the exceptions of où, dont and ce dont) roughly translate to which in English.
Depending on the context, you must decide which pronom relatif to use. It may be difficult at first (it still is for me), but as the French say: C’est en forgeant qu’on devient forgeron.

You could also translate this sentence by :

Je lui ai demandé, c’était une mauvaise idée.