I currently have an Add-On where I load many BarsRequests through a file (more than one hundred requests). The Add-On is subscribed to the OnBarUpdate, OnMarketData and OnMarketDepth events and performs calculations with that Level1 and Level2 data for each Request.BarsRequest. For now, everything works fine.
However, now I need to include some calculations based on an indicator. One solution would be to copy/paste the indicator code in the Add-On. But I'd prefer to make the call. The main problem I see is that the BarsRequest.Bars property is not supported by the indicators as a data source, so I do not see how to provide the ISerie to the indicator.
Another solution would be to invoke an event to the receiver (strategy) which would perform the calculations.
But as I say, I would prefer that the Add-On performs the calculations internally by calling the indicator, if is possible.
Thanks
Comment