Custom Renko Bar details:
- The custom Renko bar uses two parameters, one for the bar size and another to indicate the where the next bar in drawn in relationship to the previous one.
- When using the playback connection, I know that I must download the Market Replay data using my normal connection. The behavior is as if the tick data for the day zero which would create one large negative bar taking the price from the normal last price (example ES last tick 3252.50) to zero. To recover, the bar type needs to draw thousands of Renko Bars to bring back the price to the price of the of the first tick of Market Replay.
- The issue only happens with Playback connection using Market Replay when the start date is either 1/5/20, 1/6/20. 1/7/20, 1/8/20 and the Renko settings are 3 for Brick Size and 1 for Trend Threshold. I have tested every other possible combination for the two Renko parameters, and everything works correctly setting the Market Replay Start date to any of the dates mentioned above.
- When testing my custom Renko Bars using historical data, I could go to Tools | Historical Data and drill down to see the tick details. Using this technique, I was able to confirm, the raw data (the tick) and make sure my custom Renko bar type was able to process it correctly. When it comes to using Playback with Market Replay, I just don't. know how to see the raw data to see where this zero tick is coming from.
- When using Playback with Market Replay, how do you control the number of days that it goes back to draw "historical bars"? Example: Say that I have 12/12/19 for my Market Replay Start date. Up to what date will it do back and load historical data?
- I have noticed that the Data Series parameters are ignored by the Playback with Market Replay
- Please assume that I have previously dowloaded several days worth of Market Replay information, example all of December
- I have noticed that the Data Series parameters are ignored by the Playback with Market Replay
- There are occasions where I select a Market Replay Start date and I know for a fact that I have the Market Replay data dowloaded for those dates. After selecting the the start date, I simply don't see anything. I don't think is my custom Renko, but what are the requirements are needed as far as Market Replay data so that the chart appears? I am thinking that you only need Market Replay data dowloaded.
- When using Playback with Market Replay, to display the "historical bars", is it using Historical data (Tools | Historical Data | Historical data) or strictly Market Replay data (Tools | Historical Data | Market Replay data)
I know that I have to send you my Renko custom code. How do I send it?
I have included to pictures which shows the issue at hand:
- The long candle which brings the price to 0
- Thousand of Renko to bring back the price
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