Is there any documentation available which outlines this? I am trying to create "Dollar Bars" as described by Macro Lopez de Prado in his book "Advances in Financial Machine Learning. The idea is quite simple as it is similar to a volume bar. The only difference is that instead of creating a new bar when volume reaches a predetermined size, a new bar is created when P x V > predetermined dollar amount.
In the absence of documentation, a simple example would be very handy. Something like an OHLC bar example would make things a lot easier.
regards,
Alex
Documentation for creating new bar types
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Documentation for creating new bar types
Last edited by hughesfleming on 27 Sep 2018, edited 1 time in total.
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Re: Documentation for creating new bar types
Hello Alex,
The source code of the prebuilt plugins comes with the platform as templates that can be used for reference. You can learn more in the Wiki section:
https://www.multicharts.com/trading-sof ... esolutions
The source code of the prebuilt plugins comes with the platform as templates that can be used for reference. You can learn more in the Wiki section:
https://www.multicharts.com/trading-sof ... esolutions
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- Posts: 275
- Joined: 22 Apr 2014
- Has thanked: 70 times
- Been thanked: 72 times
Re: Documentation for creating new bar types
Hello everyone,
I would like to know if meanwhile the plugin has been created (maybe from Multicharts) and could be shared.
Just to don't have to reinvent the wheel.
Thanks
Fabio
I would like to know if meanwhile the plugin has been created (maybe from Multicharts) and could be shared.
Just to don't have to reinvent the wheel.
Thanks
Fabio