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Wicked Renko custom bar type for NT7
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Wicked Renko custom bar type for NT7

  #11 (permalink)
Elite Member
Seattle, WA
 
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Wicked Renko breaks Market Replay

I have tried to run Market Replay using WRB but MR "runs out of memory" and NT crashes. I have tried it with a range chart and all is well, but when I change the Data Series to WRB, the chart sits there "loading data" until NT poops out.

Any thoughts?
Snap

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  #12 (permalink)
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Snaphook,
That's exactly what is happening to me. I can't get any service with Ninja and this was after I did a Market Replay. I don't know what is going on. And I was using the Wicked Renko.

Thanks
Hector


Last edited by hector24; July 2nd, 2011 at 02:48 PM. Reason: added comment
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  #13 (permalink)
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hector24 View Post
Snaphook,
That's exactly what is happening to me. I can't get any service with Ninja and this was after I did a Market Replay. I don't know what is going on. And I was using the Wicked Renko.

Thanks
Hector

Hi,

I have chased similar problems. I general, it was because of ZERO volume for some of the bars. You might need to make sure the session you are using has volume that will one create bar with zero volume. NT will not support 0 volume, I have asked, there RENKO buffers the bars that are 0 with a false 1. If this happens with customer Strategies, you may be able to do a small bit of code such as:

if (Volume[0]<1)
return;

as the start of the OnBarUpdate() function.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
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  #14 (permalink)
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NJASC. thanks for your information.

Thanks
Hector

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  #15 (permalink)
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Knox
 
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Is there some way to get Renko or WickedRenko or SideBySide Renko, that plots as an OHLC bar?
Thanks

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  #16 (permalink)
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NJAMC,

Will those 0 vol bars also cause NT to pause until the close of a bar with vol? I have had this happen several times w/CL. I know it is not with IB because Bracket Trader continues to update and the DOM also updates, although the last price is stuck at the close just preceding the gap.

I was thinking of modding SbS Renko, and others, to add a vol of 1 if 0 vol like:

AddBar(bars, bar.Open, mymax + rangeValue, bar.Low, mymax + rangeValue, time, (bar.Volume == 0 ? 1 : bar.Volume), isRealtime);

does this sound, well, sound?

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  #17 (permalink)
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snaphook View Post
NJAMC,

Will those 0 vol bars also cause NT to pause until the close of a bar with vol? I have had this happen several times w/CL. I know it is not with IB because Bracket Trader continues to update and the DOM also updates, although the last price is stuck at the close just preceding the gap.

I was thinking of modding SbS Renko, and others, to add a vol of 1 if 0 vol like:

AddBar(bars, bar.Open, mymax + rangeValue, bar.Low, mymax + rangeValue, time, (bar.Volume == 0 ? 1 : bar.Volume), isRealtime);

does this sound, well, sound?

Not really sure what happens internally. I have seen it eventually Crash NT7. I know that Tech Support stated they FIXED THE PROBLEM with the built in Renko by padding all 0's as a volumn of 1. It is worth a shot to try the same with the other styles that produce a 0 vol.

I argued with tech support that it should be fixed within NT7 as it is more accurate. They say that can't happen, must be a major oversite within the processig engine they can't fix. Hopefully NT8 takes care of that issue and many others.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
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  #18 (permalink)
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Nope. CL just gapped about 60 ticks and NT went to sleep. The last bar where the next trade was shows volume of 1 but ther are 4 zero volume bars before getting there.

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  #19 (permalink)
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I think once NT goes into a coma, it doesn't awaken until a new bar is printed.

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  #20 (permalink)
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big mike, to be fair, you ought to forewarn readers....



Big Mike View Post
BTW, @aslan wrote BetterRenko which replaces WickedRenko to my understanding. You can find more on BetterRenko here:

https://futures.io/elite-circle/4978-better-renko.html

Mike

mighty big mike:

you ought to forewarn readers that to access the site a membership fee is required.... LOL

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