Lets say if I am trading on a symbol "SPY" where I want to get public void OnData(TradeBars data) events per definition of my algorithm (in back testing data comes from QC). Moreover I like to add custom data to my algorithm to alter decision on when to buy/sell spy e.g. AddData
In the above scenario, is there way to get both of the following event?
public void OnData(TradeBars data)
{
}
public void OnData(CAPE data)
{
}
Thanks