I have reviewed the documents such as multi-time-frame
What I would like to do is in the "Initialize" override procedure, enumerate all of the data-series that have been added to the chart and "add" them to the study. If I know the names of the instrument, I can add them with the "Add("instrument", PeriodType, value)". However what I want is a way to FIND OUT what the instruments are, their period type, and value.
Any suggestions?
More explicitly:
I add $USDJPY, $USDCHF, and $USDCAD to a chart.
I add my study with $USDJPY as the source.
In Initialize(), I would like to detect that the user has also added $USDCHF and $USDCAD to the chart so that I can plot normalized ratios of $USDCHF and $USDCAD to $USDJPY.
In order to accomplish this, I need a way within Initialize() to find out what other data series are part of the chart - Instrument, period type, and value.
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