I am using WickedRenko on NT7 but i noticed a problem when there are data outside the current market range much more than 1 tick, it is common, just 1 or 2 time and sales data, but because renkos forming this time, it can be a great mess..
I tried to filter data in the cs file like this:
if(
(Math.Abs(close-close[1])) > (1*tickSize)
){
close = close[1]+1*tickSize;
}
Lets suspect we trading is liquid market, so if the next tick is outside the current trading area more than 1 tick, than it is impossible, so correct this value back to normal.
But this code doesnt changed anything
Any idea how can it be solved?
WickedRenkoBarsType_NT7.zip
All of this bars are created in 1-2sec..
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