Hi,
this is a question in a context of backtesting.
Is it possible with MC.NET, to look for order flow patterns inside a renko bar with wicks? Like for example, calculate how many vertical price levels there are, and look for some bid / ask orders pattern at a particular level? For example I might want to detect when a bar has under 8 orders on the bid, on second level of price from the bottom.
Is this possible?