Just wanted to know if it possible for OHLC bars to be calculated with tick volume to create price bars represented as 233tick, 144tick? this would obviously format a chart to look different from a 1min, 5min, etc.
Any advice is appreciated, thanks.
QUANTCONNECT COMMUNITY
Just wanted to know if it possible for OHLC bars to be calculated with tick volume to create price bars represented as 233tick, 144tick? this would obviously format a chart to look different from a 1min, 5min, etc.
Any advice is appreciated, thanks.
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Varad Kabade
Hi PADRAIG O'DOWD,
To get custom Tickbars, we need to create a TickBar consolidator object and subscribe it to register data.
CountConsolidator = TickConsolidator(144)
Refer to the attached backtest.
Best,
Varad Kabade
PADRAIG O'DOWD
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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