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Custom Renko (WickedRenko) implementation

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    Custom Renko (WickedRenko) implementation

    Hi,

    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..
    Attached Files

    #2
    Can you post an example?? These bars you posted look ok to me.
    RJay
    NinjaTrader Ecosystem Vendor - Innovative Trading Solutions

    Comment


      #3
      yeah visually they ok, but behind the scenes they aren't. They have no volume, no time, no wick, this is all of because they borned from some outside data tick.

      For example the market is trading in 18.62 -18.63 the time and sales like this

      18.62 500
      18.62 100
      18.63 20000
      18.62 500
      19.25 200000 -->this is a delayed data, sometimes happens in the market
      18.63 200 -->back to normal

      in this example many renko will born when 19.25 comes in, many renko up, than many renko down, they do not hold any information about the price movement, so i want to correct this data, to not born renkos, and dont mess up the chart.

      Comment


        #4
        Mzsolt, unfortunately custom bar implementations are unsupported. Hopefully some community members will be able to help you out.
        AustinNinjaTrader Customer Service

        Comment

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