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Denver, CO United States
Experience: Intermediate
Platform: Multicharts
Trading: ES
Posts: 78 since May 2015
Thanks Given: 3
Thanks Received: 25
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Hi all, I am working with renko bars in multicharts. I am smoothing the charts by using a 15min resolution which means that several renko boxes may print during each 15min period. The problem is there is no way that I can see to tell historically how the chart would have printed. ie how many boxes printed per 15min period. Often multiple boxes will have the same time stamp which indicates that they printed at the same time. However, this is not always the case. Sometimes, if there is a period of at least 15 min where no new boxes print ( sideways price action or no movement) the time stamps will move on confusing how they would have printed in real time.
I have tried doing market replay but instead of printing it as it would have been it just replays one box printing at each step. Maybe there is a better way to use market replay I am unfamiliar with.
Does this make sense to anyone?
I currently use a renko chart smoothed by a tick amount and it does not have the same issue but I would like to do some back testing with the 15 min chart. That currently seems impossible.
Thanks
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