I understand the irony of adding time to non-time based charts, but one of my strategies (the success of which is yet to be determined) involves me create this.
To create this new BarType, I'm looking at the existing code for RenkoBarType and SecondBarsType. The base will be from RenkoBarType, but how do I add the timed bar data to it?
The logic I would be looking for is to use the last tick value after x seconds to be used for constructing the Renko bar.
Should I add data series for Time based Bars into my Renko code? And how do I use it after that?
Any suggestions would be greatly appreciated.
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