Add Range and Renko price feeds to Open API
Add Range and Renko price feeds to Open API
04 Nov 2021, 01:28
Open API is currently missing one of the key features of CTrader Automate - a feed for Renko and Range bars.
Please consider adding this to the API, which currently only offers time-based aggregations.
Obviously, it's possible to synthesise the bars from ticks, but this is less than ideal. The code is tricky to get right and consumes a lot of CPU cycles, so it's likely to introduce lag when trading a number of instruments in newsy markets.
The best solution by far would be to add these bars to the feed.
I know that this proposal won't be a mass vote-winner, but it would enable some of your more serious customers to produce attractive tools more easily.
Properly implemented Range and Renko are missing from MT4/5 so this is a differentiator for your platform - it's certainly why I'm aiming to use it. Why not make the most of it? For those of us who trade Range and Renko the lack of bar-level support on algo-platforms and APIs is a continuing frustration...