I am attempting to reproduce the renko the chart from tick data for ZN 09-17. Now I did my best to look around here before posting so you will need to forgive me as this might have already come up elsewhere I am sure. Both charts are based on 4-tick bricks. In my external code, I employed the simple algorithm of forming new bars whenever the price went 4 ticks above the previous brick's top edge, or when the price went 4 ticks below the previous brick's bottom edge. My results are not caputuring as much as price activity as the results given in NT. I am aware I am not really asking a specific question but I would certainly appreciate some suggestions or to be pointed to material within the forum that already dealt with issues regarding reproducing renko bars from data. Thank you.
Pedro
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