[Suggestion] Tick bars, dollar bars, volume bars, and imbalance bars

_"Traditional time-based candlesticks are an inefficient method to aggregate price data, especially under two situations: (a) highly volatile markets such as cryptocurrencies and (b) when using algorithmic or automatic trading."_

This might be interesting features to test, as alternative to classical OHLCV data.

[http://www.sefidian.com/2021/06/12/introduction-to-advanced-candlesticks-in-finance-tick-bars-dollar-bars-volume-bars-and-imbalance-bars/](http://www.sefidian.com/2021/06/12/introduction-to-advanced-candlesticks-in-finance-tick-bars-dollar-bars-volume-bars-and-imbalance-bars/)

[https://davidzhao12.medium.com/advances-in-financial-machine-learning-for-dummies-part-1-7913aa7226f5](https://davidzhao12.medium.com/advances-in-financial-machine-learning-for-dummies-part-1-7913aa7226f5)