File lookup building block for external data and / or indicators

Hi Mark,

I would like to see you implement a custom building block that acts as a lookup to a set of values in a file. The file would contain a timeseries (a datetime column and one or more value columns as outputs).

This file could contain MT4 indicator values exported via the usual way, or other external data, such a VIX data, retail trader sentiment, whatever it doesn't matter.  The building block would need to know the filename and path, and the output types mapped to the columns (CSV would be the default format)

SQ4 would then loads all the data at start of a build or test process if this block is selected and hold it in memory, keyed against the timestamp column.  This is for performance reasons as reading a file to lookup values over and over is not practical.

Then, as a new bar open time appears from the price data, it would lookup the closest previous time (incase the actual timestamp doesn't exist in the lookup exactly) and return the values in the same way as a normal "calculated" building block for use in strategy rules.

This would give the ability to have SQ4 building blocks that cannot be calculated internally, but rely on external data.  In some ways similar to the SQ3 ability to import indicator data, but as a custom building block in SQ4.

Many thanks,

Mike