I'd like to have some kind of array, or DataSeries, that I could refer to in the strategy. For example, let's say I have an array of "Lows", so I could see if I've been making higher lows.
This seems like it should be straightforward, but then I had an "a-ha" moment: I'm comfortable creating my own custom indicators using DataSeries objects, but a DataSeries always adds a new value for every minute/candle/tick. If I have a series of 100 Tick bars, they may only contain, say, five highs and five lows.
So I suppose, in general, my question becomes: I want to create a DataSeries/Array that only adds a new value occasionally and irregularly. Is this a problem?
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