Strange renko problems

[xTrader1]

Hello ,
I am trying to use a huge Renko bar - the brick is 2000 pippetes, ask price..
The attached screenshots show following problems:

1) There are orders , despite , no strategy is attached . Positions log shows no positions.
2) The Renko chart is "jumping" . Please pay attention that at 5/4/2014 19:50:18 several (exactly 12 down renko bars ) are formed at the same date/time. There are several other dates exposing the same problem.

I am attaching also output print showing time differences between two adjacet Renko bars. See 0 time difference on 5/4/2014 and at another times.

I posted similar threads a few years ago , there was no solution from Ninja.

Tick data is 10 years data from Dukascopy , imported using Tickstory lite. I can export the data and send it to Ninja to help to debug the problem.

It must be noticed that I have similar problems , but on another times with Wicked Renko and Better Renko bar types.

Meantime I'm trying to experiment with bid ticks and not round brick size.

Thanks.

[xTrader1]

NB Break on EOD is not used.My installed version is 8.0.22.2 64 bit .

[ramgmadasu]

hi. try using lizard renko bars trial version to check if you are facing the same issue. I tested and found that it it the most accurate renko with accurate OHL underlying values while looking like any type of renko u want with different renko chart styles

[xTrader1]

I have the same problem with Range 2000 pippetes. Encl. screenshort.

Time Diff indicator printout:
time,tmDif,Close,PrevClose: 7/2/2019 3:43:16 PM,0,1.1086,1.12122
time,tmDif,Close,PrevClose: 7/2/2019 3:43:16 PM,0,1.12271,1.1086
time,tmDif,Close,PrevClose: 7/2/2019 3:43:16 PM,0,1.10498,1.12271
time,tmDif,Close,PrevClose: 7/2/2019 3:43:16 PM,0,1.09097,1.10498

[NinjaTrader_Jason]

Hello xTrader1,

Charts can display historical executions even when there is no strategy applied. Please follow the instructions below to disable the plotting of trade executions:

• Right click in your chart and select the menu "Data Series..."
• Find the "Plot executions" parameter for each data series and change the value to "Do Not Plot"
• Press the "OK" button

Could it be there is a price gap in the tick data you imported that causes the "jumping"? If there is a price gap, it will create Renko bars at the same time to fill the gap.

Do you see the 12 Renko bars if 'Break at EOD' is enabled in the Data Series menu of the chart?

[xTrader1]

"Do not Plot" helps , I don't see these executions anymore , even if I don't understand where they came from and how can I get rid of them.

Enabling EOD for so huge brick does not make sense , there will be only a few days with intraday range high enough that a brick will be filled. In any case it is strange that the algorithm will wait several months , and the will fill the (artifical) gap of 2400 pips. MinuteRenko.cs

Meantime I experimented a little and ported Ninja renko bar type in such manner that its bar source is not a tick, but a minute. Of course it makes sense for such a huge brick. The problem described above disappeared. See attached code.

When trying to create renko/range from 10 years data ticks , NT8 takes approx. 5GB in memory (and takes a few minutes on my not so strong CPU). When minute bars are used , it takes ~700mb after the chart is loaded , where ~400mb is used when loaded without any charts. I have enough memory (8GB+4GB virtual memory) to load tick based Renko/Range successfully , but I suspect the problems begin when NT8 is pushed to its limits.

I don't see any illogical gaps anymore.

Thank you,

[NinjaTrader_Jason]

Orders must have been executed at these prices in the past for these executions to show up. Could it be they were orders submitted to the Sim101 account? I suggest to generate a trade report in the Trade Performance window that includes the days when these executions happened and enable only the EURUSD under the filter options.

You can't remove individual executions in NinjaTrader 8. You could reset the database, but this will clear all trade history. You can reset the database at Control Center-->Tools-->Database Management-->Reset DB.

Good to hear you don't see the gaps anymore.

[xTrader1]

To emphasize: I see gaps on Renko based on tick bars , don't see on Renko based on minute bars. So the workaround works , the problem exists.

[NinjaTrader_Jason]

If there is a price gap in the historical tick data, it will create these renko bars to fill the gap. Unfortunately I'm not aware of a workaround so that it won't create these renko bars when there is a price gap in the historical tick data.

[xTrader1]

I double checked , there are no historical data gaps, so it seems, the gaps in current implementation are buggy artifacts. Currently I'm developing Renko that will avoid it. Once debugged , I'll post a code. Thanks.