- Data series intensive, and therefore memory and performance intensive
- Limits the programmatic use of indicators to 1 second timeframes
Ideally, what I want is:
- All 28 pairs (Ask and Bid) tradeable with a granularity of no more than 1 second
- Ability to programmatically use indicators at any timeframe, not just those timeframes available in added Data Series. For example, with the Data Series defined as mentioned above, I want to be able to obtain ATR, EMA, RSI etc for 5 minute timeframes without adding additional Data Series (another 56 of them!) at 5 minute intervals.
What would be the most effective and efficient recommended approach in NT8?
Of course, if my approach in NT7 can also be improved, please do not hesitate to advise.
Thanks.
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