I would like to request an option be added to Range bars. I would like to have a new bar created when a chosen range has been reached, "not" when it has been exceeded. This is how Range bars were originally implemented by their creator Vincente Nicolellis.
It may seem a trivial difference, but it actually has a big effect on how alerts, and stops/entries, etc. are triggered. Also, it actually makes for much cleaner signals, at least in my trading systems.
It would seem to be a very simple addition, and I think many would find it useful.
Thanks,
Steve
It may seem a trivial difference, but it actually has a big effect on how alerts, and stops/entries, etc. are triggered. Also, it actually makes for much cleaner signals, at least in my trading systems.
It would seem to be a very simple addition, and I think many would find it useful.
Thanks,
Steve
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