# Access to advanced aggregations

## Theory <a href="#theory" id="theory"></a>

As we know, chart aggregation is a type of displaying aggregated values. These values are price, volume and time. The main idea of each aggregation is to help traders analyze the state of the market in history and in real time.

At this moment, Quantower API supports **9** **aggregation types**. All of them you can use in your scripts easily. But before we continue, please read the article [how to download history](https://help.ampfutures.com/trading-platforms/quantower/quantower-algo/downloading-history) by using Quantower API.

To download aggregated history we need use [**GetHistory**](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html#TradingPlatform_BusinessLayer_Symbol_GetHistory_TradingPlatform_BusinessLayer_HistoryRequestParameters_) method which takes instanse of [HistoryRequestParameters](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryRequestParameters.html) class as input parameter. This class contains the necessary properties such as FromTime, ToTime, HistoryType, etc. with which we can flexibly customize our request. But today we are interested in the [**Aggregation**](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryRequestParameters.html#TradingPlatform_BusinessLayer_HistoryRequestParameters_Aggregation) property. This property contains instance of [HistoryAggregation](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregation.html) class which is base class for all available aggregation types. All we need to get the aggregated history is to set to this property instance of required aggregation type.

Listed below are all available aggregation classes with examples of history requests.

## Available aggregation classes <a href="#available-aggregation-classes" id="available-aggregation-classes"></a>

### Tick aggregation <a href="#tick-aggregation" id="tick-aggregation"></a>

The [**HistoryAggregationTick**](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationTick.html) class is used to buid simple Tick chart.

```
new HistoryAggregationTick(int ticksCount);
```

* **ticksCount** - the number of ticks for aggregation.

```
var tickhistoricalData = this.Symbol.GetHistory(new HistoryRequestParameters(){    Symbol = this.Symbol,    FromTime = DateTime.Now.AddHours(-3),    ToTime = DateTime.Now,    HistoryType = this.Symbol.VolumeType == SymbolVolumeType.Volume ? HistoryType.Last : HistoryType.BidAsk,    Period = Period.TICK1,    Aggregation = new HistoryAggregationTick(1),});
```

### Time aggregation <a href="#time-aggregation" id="time-aggregation"></a>

The [**HistoryAggregationTime**](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationTime.html) class is used to build the [Time](https://help.ampfutures.com/trading-platforms/quantower/analytics-panels/chart/chart-types/time-aggregation) chart.

```
new HistoryAggregationTime(Period period);
```

* **period** - period of time (8s, 30min, 4h etc). Instance of [Period](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Period.html) structure.

```
var timeBarHistoricalData = this.Symbol.GetHistory(new HistoryRequestParameters(){    Symbol = this.Symbol,    FromTime = DateTime.Now.AddDays(-3),    ToTime = DateTime.Now,    HistoryType = this.Symbol.HistoryType,    Period = Period.MIN15,    Aggregation = new HistoryAggregationTime(Period.MIN15),});
```

### Heiken-Ashi aggregation <a href="#heiken-ashi-aggregation" id="heiken-ashi-aggregation"></a>

The [**HistoryAggregationHeikenAshi**](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationHeikenAshi.html) class is used to build the [Heiken-Ashi ](https://help.ampfutures.com/trading-platforms/quantower/analytics-panels/chart/chart-types/heiken-ashi)chart.

```
new HistoryAggregationHeikenAshi(HeikenAshiSource source, int value);
```

* **source** - enum, base period of time (Tick, Seconds. Minutes etc).
* **value** - the amount of 'source' time.

```
var heikenAshiHistoricalData = this.Symbol.GetHistory(new HistoryRequestParameters(){    Symbol = this.Symbol,    FromTime = DateTime.Now.AddDays(-3),    ToTime = DateTime.Now,    HistoryType = this.Symbol.HistoryType,    Aggregation = new HistoryAggregationHeikenAshi(HeikenAshiSource.Minute, 1),});
```

### Range Bars aggregation <a href="#range-bars-aggregation" id="range-bars-aggregation"></a>

The [**HistoryAggregationRangeBars**](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationRangeBars.html) class is used to build the [Range Bars](https://help.ampfutures.com/trading-platforms/quantower/analytics-panels/chart/chart-types/range-bars) chart.

```
new HistoryAggregationRangeBars(int rangeBars);
```

* **rangeBars** - the height (in ticks) of each bar.

```
var rangeBarHistoricalData = this.Symbol.GetHistory(new HistoryRequestParameters(){    Symbol = this.Symbol,    FromTime = DateTime.Now.AddHours(-3),    ToTime = DateTime.Now,    HistoryType = this.Symbol.HistoryType,    Aggregation = new HistoryAggregationRangeBars(10),});
```

### Renko aggregation <a href="#renko-aggregation" id="renko-aggregation"></a>

The [**HistoryAggregationRenko**](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationRenko.html) class is used to build the [Renko](https://help.ampfutures.com/trading-platforms/quantower/analytics-panels/chart/chart-types/renko) chart.

```
new HistoryAggregationRenko(Period period, int brickSize, RenkoStyle renkoStyle, int extension = 100, int inversion = 100, bool showWicks = false, bool buildCurrentBar = true)
```

* **period** - base period of time. Instance of [Period](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Period.html) structure.
* **brickSize** - required size of renko brick
* **renkoStyle** - enum, calculation methods (Classic, HighLow, AdvancedClassic, AdvancedHighLow)

```
var renkoHistoricalData = this.Symbol.GetHistory(new HistoryRequestParameters(){    Symbol = this.Symbol,    FromTime = DateTime.Now.AddDays(-1),    ToTime = DateTime.Now,    HistoryType = this.Symbol.HistoryType,    Aggregation = new HistoryAggregationRenko(Period.MIN1, 10, RenkoStyle.AdvancedClassic, 100, 100, true, true),});
```

### Line break aggregation <a href="#line-break-aggregation" id="line-break-aggregation"></a>

The [**HistoryAggregationLineBreak**](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationLineBreak.html) class is used to build the [Line break](https://help.ampfutures.com/trading-platforms/quantower/analytics-panels/chart/chart-types/line-break) chart.

```
new HistoryAggregationLineBreak(Period period, int lineBreak); 
```

* **period** - base period of time. Instance of [Period](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Period.html) structure.
* **lineBreak** - line break value.

```
var lineBreakHistoricalData = this.Symbol.GetHistory(new HistoryRequestParameters(){    Symbol = this.Symbol,    FromTime = DateTime.Now.AddDays(-1),    ToTime = DateTime.Now,    HistoryType = this.Symbol.HistoryType,    Aggregation = new HistoryAggregationLineBreak(Period.MIN15, 3),});
```

### Kagi aggregation <a href="#kagi-aggregation" id="kagi-aggregation"></a>

The [**HistoryAggregationKagi**](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationKagi.html) class is used to build the [Kagi](https://help.ampfutures.com/trading-platforms/quantower/analytics-panels/chart/chart-types/kagi) chart.

```
new HistoryAggregationKagi(Period period, int reversal);
```

* **period** - base period of time. Instance of [Period](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Period.html) structure.
* **reversal** - the amount of price movement that required for the Kagi line to reverse direction.

```
var kagiHistoricalData = this.Symbol.GetHistory(new HistoryRequestParameters(){    Symbol = this.Symbol,    FromTime = DateTime.Now.AddDays(-1),    ToTime = DateTime.Now,    HistoryType = this.Symbol.HistoryType,    Aggregation = new HistoryAggregationKagi(Period.MIN15, 10),});
```

### Points & Figures aggregation <a href="#points-and-figures-aggregation" id="points-and-figures-aggregation"></a>

The [**HistoryAggregationPointsAndFigures**](https://help.quantower.com/analytics-panels/chart/chart-types/points-and-figures) class is used to build the [Points & Figures](https://help.ampfutures.com/trading-platforms/quantower/analytics-panels/chart/chart-types/points-and-figures) chart.

```
new HistoryAggregationPointsAndFigures(Period period, int boxSize, int reversal, PointsAndFiguresStyle style);
```

* **period** - base period of time. Instance of [Period](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Period.html) structure.
* **boxSize** - price range (the number of ticks) for X-Columns or O-Columns
* **reversal** - a parameter that indicates the number of Box Sizes that the price should go in the opposite direction to begin a new column.
* **style** - enum, calculation methods (Classic, HighLow)

```
var pointFiguresHistoricalData = this.Symbol.GetHistory(new HistoryRequestParameters(){    Symbol = this.Symbol,    FromTime = DateTime.Now.AddDays(-1),    ToTime = DateTime.Now,    HistoryType = this.Symbol.HistoryType,    Aggregation = new HistoryAggregationPointsAndFigures(Period.TICK1, 100, 50, PointsAndFiguresStyle.HighLow),});
```

### Volume Bars aggregation  <a href="#volume-bars-aggregation" id="volume-bars-aggregation"></a>

The **HistoryAggregationVolume** class is used to build the [Volume bars](https://help.ampfutures.com/trading-platforms/quantower/analytics-panels/chart/chart-types/volume-bars) chart.

```
new HistoryAggregationVolume(int volumeValue);
```

* **volumeValue** - base volume value of bar

```
var volumeBarsHistoricalData = this.Symbol.GetHistory(new HistoryRequestParameters(){    Symbol = this.Symbol,    FromTime = DateTime.Now.AddHours(-4),    ToTime = DateTime.Now,    Period = Period.TICK1,    HistoryType = this.Symbol.HistoryType,    Aggregation = new HistoryAggregationVolume(1000),});
```

## Practice <a href="#practice" id="practice"></a>

In this part of the article, we will create a simple strategy script in which we will try to apply the knowledge. Let's describe our actions step by step:

1. Create **HistoricalData** instance by loading 6 hours of **Renko** history.
2. Create **Fast SMA** and **Slow SMA** indicators and then attach them to our HistoricalData.
3. Display **metrics**:
   1. Fast SMA value
   2. Slow SMA value
   3. Current brick high price
   4. Current brick low price
4. Log **high** and **low** prices of each new brick.

![](https://gblobscdn.gitbook.com/assets%2F-LD6FsRvQ3jgwJIg6O7r%2F-MXqvp7UPlWYFDh_n7oN%2F-MXrXT00aPmx6d01WrSo%2FrenkoStrategy.png?alt=media\&token=18834b72-c0c5-4aca-86c6-1fe66b7c2dd3)

### Input parameters <a href="#input-parameters" id="input-parameters"></a>

First, let’s define input parameters. In this section, we want to be able to change the aggregation parameters and indicator base settings.

```
[InputParameter("Symbol", 10)]public Symbol Symbol;​[InputParameter("Renko period", 20)]public Period RenkoPeriod = Period.MIN1;​[InputParameter("Brick size", 30)]public int BrickSize = 10;​[InputParameter("Renko style", 40, variants: new object[]{    "Classic", RenkoStyle.Classic,    "High/Low", RenkoStyle.HighLow,    "Adv. Classic", RenkoStyle.AdvancedClassic,    "Adv. High/Low", RenkoStyle.AdvancedHighLow,})]public RenkoStyle RenkoStyle = RenkoStyle.Classic;​[InputParameter("Fast SMA period", 50, 1, 9999, 1, 0)]public int FastSmaPeriod = 10;​[InputParameter("Slow SMA period", 50, 1, 9999, 1, 0)]public int SlowSmaPeriod = 30;​private HistoricalData renkoHistoricalData;private Indicator fastSmaIndicator;private Indicator slowSmaIndicator;
```

### OnRun method <a href="#onrun-method" id="onrun-method"></a>

In this section, we will carry out the first, second and fourth points.

{% hint style="info" %}
Pay attention to line **24**. Here we create instance of [**HistoryAggregationRenko**](https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationRenko.html) class and pass required parameters.

Pay attention to line **30**. Here we subscribe '**NewHistoryItem**' event. In other words, our 'RenkoHistoricalData\_NewHistoryItem' handler will trigger on each new brick item.
{% endhint %}

```
protected override void OnRun(){    if (Symbol == null)    {        Log("Symbol is null", StrategyLoggingLevel.Error);        Stop();        return;    }​    try    {        renkoHistoricalData = Symbol.GetHistory(new HistoryRequestParameters()        {            Symbol = Symbol,            HistoryType = Symbol.HistoryType,            FromTime = Core.Instance.TimeUtils.DateTimeUtcNow.AddHours(-6),            ToTime = default,            Aggregation = new HistoryAggregationRenko(RenkoPeriod, BrickSize, RenkoStyle)        });​        renkoHistoricalData.NewHistoryItem += RenkoHistoricalData_NewHistoryItem;​        fastSmaIndicator = Core.Instance.Indicators.BuiltIn.SMA(FastSmaPeriod, PriceType.Close);        slowSmaIndicator = Core.Instance.Indicators.BuiltIn.SMA(SlowSmaPeriod, PriceType.Close);​        renkoHistoricalData.AddIndicator(fastSmaIndicator);        renkoHistoricalData.AddIndicator(slowSmaIndicator);    }    catch (Exception ex)    {        Log(ex.Message, StrategyLoggingLevel.Error);        Stop();    }}​private void RenkoHistoricalData_NewHistoryItem(object sender, HistoryEventArgs e){    var highPrice = e.HistoryItem[PriceType.High];​    var lowPrice = e.HistoryItem[PriceType.Low];​    Log($"New brick  --  High: {highPrice} | Low: {lowPrice}", StrategyLoggingLevel.Info);}
```

### OnGetMetrics method <a href="#ongetmetrics-method" id="ongetmetrics-method"></a>

Here we create required metrics.

{% hint style="info" %}
Pay attention to line 10. Here we use '**FormatPrice**' method to format indicator value to symbol tick size.
{% endhint %}

```
protected override List<StrategyMetric> OnGetMetrics(){    var result = base.OnGetMetrics();​    if (fastSmaIndicator != null)    {        result.Add(new StrategyMetric()        {            Name = "Fast SMA value",            FormattedValue = Symbol.FormatPrice(fastSmaIndicator.GetValue())        });    }​    if (slowSmaIndicator != null)    {        result.Add(new StrategyMetric()        {            Name = "Slow SMA value",            FormattedValue = Symbol.FormatPrice(slowSmaIndicator.GetValue())        });    }​    if (renkoHistoricalData != null)    {        result.Add(new StrategyMetric()        {            Name = "Current brick high price",            FormattedValue = Symbol.FormatPrice(renkoHistoricalData[0][PriceType.High])        });        result.Add(new StrategyMetric()        {            Name = "Current brick low price",            FormattedValue = Symbol.FormatPrice(renkoHistoricalData[0][PriceType.Low])        });    }​    return result;}
```

### OnStop method  <a href="#onstop-method" id="onstop-method"></a>

Never forget to remove unused objects and unsubscribe form unused events.

```
protected override void OnStop(){    if (renkoHistoricalData != null)    {        if (fastSmaIndicator != null)            renkoHistoricalData.RemoveIndicator(fastSmaIndicator);​        if (slowSmaIndicator != null)            renkoHistoricalData.RemoveIndicator(slowSmaIndicator);        renkoHistoricalData.NewHistoryItem -= RenkoHistoricalData_NewHistoryItem;        renkoHistoricalData.Dispose();    }}
```