Very quick and easy job, shouldn't take long. My strategy uses data from the ClusterDelta footprint indicator. It uses range bars, NOT timeframe bars. I need:
1) a function that checks whether a new range bar has been formed on the ClusterDelta footprint, and if so, runs a section of code that I will write
2) all key values from the footprint are retrieved/stored in buffers that my EA will access (e.g. volume, delta, cumulative delta, OHLC of bars, min/max delta etc.)
3) bid/ask volume, delta at price (e.g. once a new bar is complete, I should be able to easily get the delta or the bid volume at a certain price in the prior bar)
You don't need to write all the code, you just need to set up the function so that it works with the ClusterDelta footprint and put in a couple of examples so that I can easily code in my strategy. Ideally, if you can add a couple of comments showing me where in the footprint code your code is referring to, it will help me in case I need to add in anything else from there.
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