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Hi All,
Say, is there any existing code for generating range bars? My initial search came up short. thx!
Bginvestor
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Brian Green
C or Python!
Gurumeher Sawhney
While Quantconnect does not have existing source code for creating Range bars, custom consolidators can be created if need be. Here is a link to the Renko consolidator's implementation which can be used as a template to help create the range bar consolidator.
Brian Green
Thank you Gurumeher. I'll look into it. If anyone else, has any resources, please let me know. Thx.
Brian Green
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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