I have made daily renko bars. The BaseBarsPeriodType is Day bars so historical values are gathered from Day bar values. I actually just use Open and close values since I cannot ascertain if the high or low occurred first. ( Any proxy ideas for using Day HL would be welcome )
However I also wish to access OHLC values of these day bars historically.
I cannot use bars.GetDayBar(n) since the BaseBarsPeriodType is not intraday.
I can access day OHLC 'realtime' every OnDataPoint() through the vars open, high , low and close however how do I access these values historically?
I thought about using List and storing values via List.Add.
This would work fine with EOD data. However in case a real-time connection is available the current bar values would continuously add to the list every price change. How would I circumvent this? Using a 'barTime' condition?
Obviously a simple, more efficient route would be better.
Thank you.
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