UniRenko Accuracy Chelsea_B

sdauteuil

Senior Member

Join Date: Apr 2015

Posts: 254
#1

UniRenko Accuracy Chelsea_B

10-28-2020, 11:30 AM

I have downloaded UniRenko candles from NT ecosystem created by Chelsea_B

UniRenko Universal Renko BarType 8 - NinjaTrader Ecosystem

https://ninjatraderecosystem.com/user-app-share-download/unirenko-universal-renko-bartype-8

(Update March 11th, 2020 – Fix for TickReplay, calculates values if bar object is mid-session and have not been calculated as least once) This is a conversion of the UniRenko ‐ Universal Renko BarType developed and originally coded for the NinjaTrader 7 platform by monpere. Please contact the original author for any questions or comments. […]

How accurate are these historically? I know there can discrepancies from live streaming data and reloading the historical data when using Renko candles.

I would like to manually back test a strategy.

thank you
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NinjaTrader_ChrisL

NinjaTrader Customer Service

Join Date: Apr 2017

Posts: 7353
#2

10-28-2020, 11:54 AM

Hello sdauteuil, thanks for writing in.

We do not recommend using Renko bars in a historical backtest. Renko bars on real-time data re-draw the open based on the direction of the bar and this is something that can not be simulated historically. The best way of backtesting a Renko bar strategy would be to use the Playback connection:

NinjaTrader 8

https://ninjatrader.com/support/helpGuides/nt8/?playback_connection.htm

Please let me know if I can assist any further.

Chris L.NinjaTrader Customer Service
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UniRenko Accuracy Chelsea_B

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