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?
Alexandre Catarino
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
Alexandre Catarino
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:
Gavrilov Eric
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