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Improvement to user-defined bars #486300
07/20/22 03:35
07/20/22 03:35
Joined: Jul 2022
Posts: 5
Perth, Western Australia
F
faustotex Offline OP
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faustotex  Offline OP
Newbie
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Joined: Jul 2022
Posts: 5
Perth, Western Australia
I am working on alternatives to process price gaps when creating user-defined bars. The objective is to fill the gaps with artificial bars so as not to have discontinuity in the output series.

To this end it would be beneficial to define a new return code to bar() to achieve "close the bar now and, if there is no new price tick, call the bar function again immediately."

This would allow processing a gapped bar to continue while waiting for new ticks.

Re: Improvement to user-defined bars [Re: faustotex] #486301
07/20/22 13:36
07/20/22 13:36
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,977
Frankfurt
That makes sense. Added to the todo list.


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