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Custom Bars Question: adding other data series in construction

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    Custom Bars Question: adding other data series in construction

    I'm wondering if it is possible to use more than one data series in the construction of a custom bar type.

    For instance, using ES ticks data in order to construct a NQ bar type. (For example, every 100 ticks in ES, completes a bar in NQ). So the two data series in combination define the custom bar type.

    Is this possible? Like in indicators and strategies where AddDataSeries can be used?

    If this is possible, could you please describe how it could be called? Thanks.

    #2
    Hello mohawkTrader,

    That would not be possible, a BarsType relates to a singular data source. For what you are asking you would need to create an Indicator which can add multiple series using AddDataSeries. You could then plot the results however the plot will relate to the primary series bars.

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