I want to reproduce the following chart
Where the bars are volatility based range bars and the Bollinger Bands are calculated based on these range bars.
How can I do that with LEAN?
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Using range bars, implement Bollinger Bands in LEAN for a similar chart.
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Technical Indicators based on range bars
Filib Uster | April 2019
I want to reproduce the following chart
Where the bars are volatility based range bars and the Bollinger Bands are calculated based on these range bars.
How can I do that with LEAN?
Hi Filib.
It's not possible to reproduce this chart using LEAN yet. However, you can use the Research Environment to create a custom chart similar to the one you posted. Check out this documentation section on Overview of the Research Environment for more information. Good luck!
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