Problem with Renko bars

[NinjaTrader_JC]

Hello RushToHP,

Welcome to the NinjaTrader Support Forums!

So that I may further assist you could you answer the following questions.

Who are you connected to? This is displayed by green on lower left corner of the Control Center window.

What instrument do you have selected? (Example: ES 12-12, CL 12-12)

Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

[Sylvestro]

RusToHP,
Do you have a real time data connection?
Renko and Range charts need tick data.
Best, Sylvestro

[Sylvestro]

JC,
You will have to find a better explanation...
A session break is visible in a Renko chart with a bar with the open and close at the same level. This is not the case here. And it is normal because I am using a session template of a whole week.
Please believe me, set it up and let it run for some time I am sure you will note the same problem...

[NinjaTrader_JC]

Hello Sylvestro,

If you right click inside the chart and select Reload All Historical Data does it chart look normal?

I had a Renko chart opened up all day today and have not ran into that issue, but I could not do it on an ES chart as the US Equities Market was closed for today. Is there a reproducible scenario that you could provide me? Including what data provider that you are using, and what settings the Data Series is set to (include how you setup your custom session template).

[Sylvestro]

If I reload or change settings it is gone. Last time it took 2 days before it appeared. I had the problem both with eSignal and Kinetick as data providers. The data series is set to Renko, box size 8 and I had the problem both with the ES mini and with the forex EUR.USD. I also have it with different PCs and different NinjaTrader installations. I do not know anything that would provoke it....
The only thing is that if I uses a fixed custom range of data, I never had it. Only if I use a number of bars or a number of days...
Sylvestro

[NinjaTrader_JC]

Hello Sylvestro,

I have not been able to reproduce it thus far, but I will keep trying over the next few day. Let me know if you are able to find a reproducible scenario when this happens.

[Sylvestro]

Modified Renko for session breaks

In a normal chart using a fixed time reference (minutes, hours, days) there is no problem with session breaks, because they do not display an extra bar on the chart. This is however different with all non fixed time reference charts like Renko and Range bars. Here session breaks show an additional bar in the chart. For me there are a number of reasons why these extra bars should not be shown, the chart should be drawn as if there were no sessions breaks. I have modified the original @BarssTypes.cs to adapt the Renko chart. The modification in the public class RenkoBarsType is shown below. This seems to work fine now without bars in the session break. I try to do the same thing for Range bars. However I do not manage to do the same thing for Range bars. Any help will be much appreciated...
Sylvestro

public class RenkoBarsType : BarsType
{
.........................................
public override void Add(Bars bars, double open, double high, double low, double close, DateTime time,
long volume, bool isRealtime)
{
offset = bars.Period.Value * bars.Instrument.MasterInstrument.TickSize;
if (bars.Count < tmpCount && bars.Count > 0) // reset cache when bars are trimmed
{
renkoHigh = bars.GetClose(bars.Count - 1) + offset;
renkoLow = bars.GetClose(bars.Count - 1) - offset;
}
// MODIFICATION
if ((bars.Count == 0)) // || (bars.IsNewSession(time, isRealtime)))
{
// MODIFICATION
/*if (bars.Count != 0)
{
// close out last bar in session and set open == close
Bar lastBar = (Bar)bars.Get(bars.Count - 1);
bars.RemoveLastBar(isRealtime); // Note: bar is now just a local var and not in series!
AddBar(bars, lastBar.Close, lastBar.Close, lastBar.Close, lastBar.Close, lastBar.Time,
lastBar.Volume, isRealtime);
}*/
renkoHigh = close + offset;
renkoLow = close - offset;
AddBar(bars, close, close, close, close, time, volume, isRealtime);
bars.LastPrice = close;
return;
}