Hello all,
I'm playing around with an algorithm I found on the forums here, and it was designed for forex data when it was returned as tradebars. Now that Forex data is represented by Quotebars, how do I go about converting the methods that handle tradebar data into methods that handle quotebar data? Should I try to convert the quotebars into tradebar data for compatability (that sounds like a dumb solution)? Sorry if this question is overly broad, I'm hoping for something that will push me in the right direction or some insight.
The algorithm I'm looking at is this one.
Thanks,
Joe
Joseph
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