I need to use Pivot indicator - but it is more common to calculate Pivot on bars with session template CME FX Futures RTH, because of historical reasons and old good floor-trading times.
So question is:
How can I add new bar-series to strategy, that will use different session template?.
I would use that bar-series only for calculation of Pivot indicator.
What I would like to achieve is something like:
Add(PeriodType.Minute, 15);
BarsArray[1].Session = Session.String2Session("CME FX Futures RTH");
Pivots pivotIndicator = Pivots(BarsArray[1], ....)
But the code above is not working (Session is read-only) - it is just for demonstration of logic I need to achieve.
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