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Custom Bar Type
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Created: by mk77ch Attachments:1

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Custom Bar Type

  #1 (permalink)
Elite Member
Switzerland
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Dorman
Favorite Futures: Currency Futures, ES
 
mk77ch's Avatar
 
Posts: 76 since Oct 2010
Thanks: 12 given, 64 received

Custom Bar Type

hello,

i am trying to create a new custom renko bar type and need some help.
i know that there are a few available renko bar types but i would like to create a new one to learn how those bar types are created.

to start with the new bar type i extracted the existing ninjatrader renko bar type from @BarsTypes.cs, gave it the PeriodType.Custom9 and made a few smal changes to the code for better readability.

could somebody please explain to me how the AddBar() method works?

the first task would be to add wicks to the renko bars, showing the real high and low. does anybody know how to accomplish this? I tried to replace this:

 
Code
o = renkoHigh - conOffset;
h = Math.Max(renkoHigh - conOffset, renkoHigh);
l = Math.Min(renkoHigh - conOffset, renkoHigh);
c = renkoHigh;
t = time;
v = bar.Volume + volume;

AddBar(bars, o, h, l, c, t, v, isRealtime);
with this:

 
Code
o = renkoHigh - conOffset;
h = high; //Math.Max(renkoHigh - conOffset, renkoHigh);
l = low; //Math.Min(renkoHigh - conOffset, renkoHigh);
c = renkoHigh;
t = time;
v = bar.Volume + volume;

AddBar(bars, o, h, l, c, t, v, isRealtime);
but this changed nothing.

cheers,
mike

Attached Files
Register to download File Type: cs InfinityRenkoBarsType.cs (10.3 KB, 14 views)
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  #2 (permalink)
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  #3 (permalink)
Market Wizard
New Orleans, La (Mardi Gras City)
 
Futures Experience: Advanced
Platform: NinjaTrader
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DavidHP's Avatar
 
Posts: 1,002 since Aug 2009
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Wicked Renko


Check this:

https://futures.io/ninjatrader-programming/3834-wicked-renko-custom-bar-type-ninjatrader-7-a.html

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Knowing it's not about Clouds or Wind. . .
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  #4 (permalink)
Elite Member
Wrocław, Poland
 
Futures Experience: Intermediate
Platform: NinjaTrader, Racket
Favorite Futures: Ockham's razor
 
gregid's Avatar
 
Posts: 651 since Aug 2009
Thanks: 321 given, 605 received

Why don't you look into other renko implementations already available - you can easily find code for UniRenko, BetterRenko, SveRenko and possibly few more that have already implemented wicks. Do a bit of reverse engineering - this will be more efficient than trial and error.

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