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Renko bars from ticks (Forex)

Hello, I took the code from the following discussion.

Unfortunately I have got the following error:

"During the algorithm initialization, the following exception has occurred: Type mismatch found between consolidator and symbol. Symbol: EURUSD does not support input type: IBaseData. Supported types: Tick."

 

The same code works for Equity.

So, how to create Renko bars from Forex ticks?

Update Backtest







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Hi Gavrilov Eric ,

Thank you for the bug report.
I have created a GitHub issue for the fix that you can follow for updates:
RenkoBar Consolidator for Forex Tick Data #3760

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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.


Hi Gavrilov Eric ,

The issue has been fixed by this pull request:
Fix SubscriptionManager consolidator check for Tick resolution #3764

Please find a working example below:

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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.


Update Backtest





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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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