I have an indicator which runs on Tick charts/data. As tick data can be very resource/memory intensive depending on how many days are loaded I am trying to find a way to access previous days time data within the indicator for alternative instruments without having to load multiple days data from within the tick chart. e.g If I am trading EURUSD on tick data with one full day of tick data loaded and I want to access the previous 5 days closes for GBPUSD so that I can can then get my exchange rate for £/$ and vice versa which I can then use within my indicator to determine my position size. I don't want to have to load 5 days worth of tick data. Ideally I would like to request the time data once the chart is loaded (state=dataloaded), get the info then remove the time data before I move into realtime processing of tick data for my indicator.
I am hoping you can advise on the best way to achieve this? I was wandering whther BarsRequest might be an option? Request the specific bars, get the close price then dispose of the requested bars? I ahve no experience of using bars request and have and looked at the guide however am not sure that I could get it to work in this way? https://ninjatrader.com/support/help..._reference.htm
Thanks
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