Documentation for creating new bar types

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hughesfleming
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Documentation for creating new bar types

Postby hughesfleming » 27 Sep 2018

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
Last edited by hughesfleming on 27 Sep 2018, edited 1 time in total.

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Henry MultiСharts
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Re: Documentation for creating new bar types

Postby Henry MultiСharts » 27 Sep 2018

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

hughesfleming
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Re: Documentation for creating new bar types

Postby hughesfleming » 27 Sep 2018

Thanks Henry,

I will take a look.

Alex

Fabio933
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Re: Documentation for creating new bar types

Postby Fabio933 » 20 Jul 2022

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


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