With MarketSeries Obsolete how can I create a custom Bars datasource to use with indicators?
With MarketSeries Obsolete how can I create a custom Bars datasource to use with indicators?
02 Jun 2020, 16:31
Hi,
With the changes to using Bars instead of MarketSeries there doesn't seem to be a way to create a custom datasource for indicators (I use it to add forward values).
I've tried creating a custom Bars source and managed to work around some of the issues, i.e. Bar class constructor is internal, so I used Reflection, but unfortunately when I run a backtest I get the following error: 30/04/2020 10:00:00.025 | Crashed in OnStart with InvalidCastException: Unable to cast object of type 'cAlgo.API.Extensions.Series.RenkoBars' to type 'cTrader.Automate.Small.V1.MarketApi.ISmallChartSource'.
I could explore this rabbit hole further to see if I can create a SmallChartSource which I could use, but I'd rather have a supported method to create a custom Bars source. Is there any plans to re-add support or is it an abandoned (unintentional?) feature?
Also, since I'm asking I'll also ask will Renko data sources be available during backtesting anytime soon?
Replies
dave.anderson.consulting
05 Mar 2021, 21:05
Hi,
Is there any workaround for this to use custom bars (like RenkoBars) with indicators?
Regards,
Dave
@dave.anderson.consulting
... Deleted by UFO ...
PanagiotisCharalampous
03 Jun 2020, 09:11
Hi YrpWayne,
Creating custom Bars objects is not supported at the moment. We have plans to add Renko data sources in a future release but this will not be included in the next couple of versions yet.
Best Regards,
Panagiotis
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