I want to know if there is a way to save and load custom indicator's series data.
I developed a cusotm indicator that calculates a derivative value based on tick data, using OnMarketData(MarketDataEventArgs e). It's got a Series that is drawn continuously upon incoming tick data, based on the moment-to-moment bid/ask values. Upon refresh and reloading, this historical series data that was calculated is gone, since tick data isn't saved.
I want to save the this calculated historical data series, eg. to a flat file or db, and load it (eg. in OnBarUpdate() method) when chart is reloaded with historical data.
How could this be done? Is there a code example you can share for reference?
Just to clarify I want to save the calculated Series in the form of completed bars (OHLC), not moment to moment marketEvent.
Thanks.
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