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NinjaTrader
Strategy problem with renko bars
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This vwap strategy works very well in ut minute, hours or volume...
But the vwap strategy doesn't work very well with renko bars,
- with renko, this Is a never ending strategy... It is still running after targets without new trade's signal.
- the strategy takes more entry than i program...
It will be great if the strategy :
- could take profit or take loss. With no more entry than i expect.
- then stop until new trade's signal
I think the problem is here :
Code:if( (vwap.vwapSeriesBullish[0] == true && vwap.vwapSeriesBullish[1] == false) || (vwap.vwapSeriesBearish[0] == true && vwap.vwapSeriesBearish[1] == false) ) { bSuspendTrading = false; }
I can take a long trade without problem.
Thank for your help !Last edited by ghost121; 10-08-2015, 09:39 AM.
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I use this strategy (vwap)
and this indicator .
I know the issue with renko bars, its not a problem with my strategy, because I use another indicator and time filter to take the trade.
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Originally posted by ghost121 View PostI use this strategy (vwap)
and this indicator .
I know the issue with renko bars, its not a problem with my strategy, because I use another indicator and time filter to take the trade.
However, your main problem is related to the use of Renko bars, because you are trying to do what cannot be done. The open price of a Renko candle, which is used in backtest has nothing to do with the real market price when a Renko bar is plotted. Therefore mechanically you will get false results when running a backtest.
You try to do something that cannot be done. There are numerous threads explaining why you CANNOT BACKTEST RENKO BARS. Simply read them. I am not going to explain it again.
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