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The current gold/final release is 5.5. The current beta is 6.0 beta 2, which I think everyone is pretty widely using as it has no "major" bugs. It's been out since January, the final MC 6 should be very very soon.
Version 7 is where they've stated discretionary trading (DOM, etc) will be added. Based on their prior release schedule and what I've been told/read, I would put a beta of 7 at the end of Q2 this year (June).
Well, in this thread look at post 116, 118, 119, 129, and 130. I think they all relate to this but haven't had time to study Ranger's workaround.
I can't find the post where I confirmed MC has the same Renko problem, sorry. But, I have confirmed it. The replay shot I posted looks like it works, but in real life it does not.
I think Ranger has the right idea, you can easily do global variables in EL so your Renko strategy can just fire a signal to your tick-based strategy, and that tick based strategy is what actually enters/exits the market, so you can still backtest using renko charts and also have confidence in their result. The same could be done in NT naturally using a MTF strategy.
Richard from MoveTheMarkets did a nice video today using MultiCharts. I think it may come as a surprise to many NT users just how quick and responsive MC is compared to NT...
Followed your traffic and I wanted to provide you with the 3LBC ADE functions and debugging indicators(saver/loaders) & the signal; You can apply same to your RENKO charts for test.
For the entry signal, it's currently configured to take the trade in the opposite direction. I wanted to see the difference taking the reverse route, so you readily change the buy/sellshort direction in the signal.
A couple of notes: MC engineer ALEX modified the ADE function ADE.TypeZeroBarID_s because I was getting false permissives in the debugging indicators. After additional review, I added a couple of more zeros to the delimiter and got it to clear all the false permissives(see the notes in function comments).
When I exported this function in the attached file; it collected a bunch of related ADE functions. If you import this file; it may OVERWRITE your existing functions, so if that's an issue for you, then beware(I don't see an issue myself) - for the strategy to fire properly the modified ADE.TypeZeroBarID_s function is necessary.
As a debugging feature, I added the "once print" command so you can readily check in the output screen that your symbol; interval etc are properly sequenced.
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I'm working on a really hot strategy using the 5pt chart but I can't get ADE to function properly during debugging. Still learning this stuff too ....
{ BM - for clarification; the backtesting(performance results) are based on the Tick chart(Destination). Signal permissives GoLong/GoShort are generated by the !_Saver which is applied to the Renko. The !_Loader(Signal and debug indicator) logs the permissive state and is applied Tick chart. When permissive is met and the other conditions of your entry signal the order is made via Tick Chart}
It seems to me that it's easier to put a renko chart as Data2, and have the strategy key off Data2?
It appears you can make the trade points more and more exact by using faster bars for Data1 (up to 1tick bars I guess would be ideal). Though maybe you can get the same effect through IntrabarOrderGeneration, also.
Agreed - for that particular strategy using multidata is easier.
I'm converting common indicators into global variables and taking only their outputs to be used in signals. Doing this, I can keep the code simple in my entry signals and for debugging.
For example; TTM Scalper has about 100 lines of code but all I need from it is the condition of the TTM Scalper bar.
