I have historical data minute by minute of some companies. In the strategy i'm creating I need some indicator values (for e.g. EMA) but in days instead of minutes.
To clarify:
I know that OnBarUpdate is called, in my case, for each minute and if I call EMA(High, 3)[1], I'll get the ema value (based on 3 minutes) of the previous minute.
But I want the EMA value based on three days ago (not EMA(High, 3*60)[1]), like a function called Day_EMA(High, 3)[1]
I imagine can simulate this with a custom array by evaluating SessionBreak value and, if it is false, temporary store the high value of the current day, if it is true, storing the value in the array, and at last, making an average of the three last values in that array.
So I'm asking if NT has an implementation of this or I must make my own routines.
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By the way, another question. Dataseries objects "syncs" the values bar by bar. If I do not set the value of any bar, NT help says that it will contain a dummy value.
Can I change this behavior? For e.g., can I create a custom class derived from Dataseries and its IDataseries in order to modify this so I can use it with standards indicators that NT has?
Best regards,
Mauro.
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