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Using consolidator to make Volume bars?

I'm wondering if rather using time for each bar, I could use consolidator to make let's say 10000 volume bar? Then create SMA values based on those volume bars?
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It sounds like you want to produce renko bars. Have a peak at this algorithm in the open source project.

You could then use the output of the renko consolidator as input into an SMA.
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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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