tactevo wrote:
To be more clear, I want to create my own custom bar aggregator function that accepts tick data and generates bars.
In your strategy you can aggregate the ticks however you want, see, for example:
https://www.dukascopy.com/wiki/#Custom_renko_aggregationAnother option is to make an indicator like, for instance, Heikin ashi, which creates its own candles.
tactevo wrote:
would you consider this as a feature in the future?
Please make your feature requests in
Automated Trading -> Feature Requests. In this forum section we only advise on the current JForex-API functionality.