Create request to Renko history type.
SYNTAX
public static HistoricalDataRequest GetRenkoRequest (Instrument instrument,int period,DataType dataType,int brickSize,BarsAggregations style)
PARAMETERS
instrument — Instrument
Instrument for request.
period — int
Period of one base historical element.
dataType — DataType
Type of data source.
brickSize — int
Size of one Renko break.
style — BarsAggregations
Additional parameter define calculation method.
RETURN
HistoricalDataRequest Returns a HistoricalDataRequest value representing the Renko history with selected parameters.
EXAMPLE
using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using PTLRuntime.NETScript;
namespace GetRenkoRequestExamples
{
public class GetRenkoRequestExamples : NETStrategy
{
public override void OnQuote()
{
Instrument inst = Instruments.Current;
HistoricalData Hist = GetHistoricalData(HistoricalDataRequest.GetRenkoRequest(inst, 10, DataType.Ask, 2, BarsAggregations.ByHighLow));
}
}
}