I'd like some general guidance on how to create a custom/synthetic instrument that I can plot on a candlestick chart as though it was a valid instrument from a data provider.
The instrument would be an arithmetic combination of several other instruments, like an index.
It does not need to update with incoming ticks, but ideally would update on a timer, e.g. every minute.
My initial thoughts are...
Create the instrument in the Instrument Manager.
Create an indicator or strategy to periodically write the calculated daily and minute 'price' data to day and minute folders in the db folder.
Open a chart with the custom instrument.
Apply an indicator or strategy that reloads the data on a timer (possibly the same indicator or strategy that writes the data).
Will this work?
Are there better ways of doing it?
Any suggestions gratefully received.
Regards
Tony
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