I am looking into creating a custom bar type of which I have not done before. I would like to know if it is possible to create bars by using a) OnMarketData and/or b) using an exposed variable from an indicator within BarTypes?
If a) or b) is possible how do you access within BarTypes? Can anyone offer some suggestions?
Considering that I am working with bid and ask data which bar type would be the best reference to use as a guide to start?
Best regards,
suprsnipes.
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