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)); } } }