Lean  $LEAN_TAG$
QuantConnect.Data.Consolidators.RenkoConsolidator Class Reference

This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with Renko type RenkoType.Wicked. More...

Inheritance diagram for QuantConnect.Data.Consolidators.RenkoConsolidator:
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Detailed Description

This consolidator can transform a stream of BaseData instances into a stream of RenkoBar with Renko type RenkoType.Wicked.

This implementation replaced the original implementation that was shown to have inaccuracies in its representation of Renko charts. The original implementation has been moved to ClassicRenkoConsolidator.

Definition at line 27 of file RenkoConsolidator.cs.

The documentation for this class was generated from the following file: