I'm wondering if anyone knows whether 1. it can be done, 2. how to do it.
I'd like to create my own bar type very similar to Volumetric Bars (where you can see the bid and ask trades in number format).
My own custom bar type will have n number of columns and the rows will be same as vol bar type (as price).
Is this possible?
I've added a very bad sketch of what I mean and compared it to Volumetric Bars.
So basically a custom Volumetric Bar Type.
Thanks,
Tarik
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