My strategy uses Calculate on each tick.i obtain an average data of price of the last 500 ticks and store on a Tseries.
My problem is due thar primary data series is a 20 tick renko bars. I Need to load at least 501 ticks. If i use bars required to trade=501 bars(20 renko) i need a large historical data.
It is possible to avoid this issue?
regards
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