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BetterRenko problem with CL


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BetterRenko problem with CL

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  #1 (permalink)
Winnipeg, MB, Canada
 
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I'm using BetterRenko bars (v2 from download section) and experiencing problems with CL. Attached screenshot contains one chart with bars as they formed real-time (left), and another chart - opened after the close (right). Screen time is Pacific and CL session template is 'Nymex Energy RTH' - the default one. BetterRenko doesn't seem to have these problems with FDAX, GC, etc.

I did delete all downloaded market data and cache and downloaded everything fresh twice last week, and got the same results with CL. No other problems with NT.

Could it be CL's large volume? Meaning, updates are coming so often that the code executes out of order messing up renko levels?

Anybody else experiencing this?

My setup:
Windows 7 Home Premium 64bit
NT7 32bit (latest)
Mirus / Zen-Fire
Pacific Time

Thanks in advance.


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  #2 (permalink)
the coin hunter
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dobuye View Post
I'm using BetterRenko bars (v2 from download section) and experiencing problems with CL. Attached screenshot contains one chart with bars as they formed real-time (left), and another chart - opened after the close (right). Screen time is Pacific and CL session template is 'Nymex Energy RTH' - the default one. BetterRenko doesn't seem to have these problems with FDAX, GC, etc.

I did delete all downloaded market data and cache and downloaded everything fresh twice last week, and got the same results with CL. No other problems with NT.

Could it be CL's large volume? Meaning, updates are coming so often that the code executes out of order messing up renko levels?

Anybody else experiencing this?

My setup:
Windows 7 Home Premium 64bit
NT7 32bit (latest)
Mirus / Zen-Fire
Pacific Time

Thanks in advance.

no, no problem here but my session template is <use instrument setting> any other template seems mess up.

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  #3 (permalink)
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That's very odd, which provider are you using to build in real time? If you open a T&S next to the chart does it look like you are missing ticks or anything of that nature?

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the coin hunter
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dmh24 View Post
That's very odd, which provider are you using to build in real time? If you open a T&S next to the chart does it look like you are missing ticks or anything of that nature?

I use AMP/CQG I didn't see any hold in DOM I don't use T&S

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dmh24 View Post
That's very odd, which provider are you using to build in real time? If you open a T&S next to the chart does it look like you are missing ticks or anything of that nature?

I'm using Zen-Fire with Mirus. Have not checked T&S but 1-minute real-time chart looks just fine. I may try ES tomorrow for that's another large volume instrument.

P.S. I have fast internet (25 down / 10 up), so there are no delays there.

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dobuye View Post
I'm using Zen-Fire with Mirus. Have not checked T&S but 1-minute real-time chart looks just fine. I may try ES tomorrow for that's another large volume instrument.

P.S. I have fast internet (25 down / 10 up), so there are no delays there.

Ah ok, guess it was in tags too but I didnt notice 'em, thanks for the info. I'm curious if you will get the same issue w/ something like the ES. I use BetterRenko on Zenfire as well, I'll watch CL today to see if it works.

Well, ping time and bandwidth are two seperate issues unless you really swamp out your connection of course but I doubt thats a factor here.

Also, is there some reason you're using 12-11 over 11-11 expiry? Big volume difference between the two

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the coin hunter
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dmh24 View Post
Ah ok, guess it was in tags too but I didnt notice 'em, thanks for the info. I'm curious if you will get the same issue w/ something like the ES. I use BetterRenko on Zenfire as well, I'll watch CL today to see if it works.

Well, ping time and bandwidth are two seperate issues unless you really swamp out your connection of course but I doubt thats a factor here.

Also, is there some reason you're using 12-11 over 11-11 expiry? Big volume difference between the two

I didn't know he used 12-11 then of course it is full of holes.

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cory View Post
I didn't know he used 12-11 then of course it is full of holes.

yeah just noticed that it wasnt front month in screenshot.. Wonder if he has merge back-adjusted on so it'd merge after he pulled historical

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dmh24 View Post
yeah just noticed that it wasn't front month in screenshot.. Wonder if he has merge back-adjusted on so it'd merge after he pulled historical

That was it - I changed the front month and it looks fine now. Thanks guys for pointing it out - I guess I spent too much time with FDAX, 6E, GC, etc and got complacent with CL.

Thanks again.

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  #11 (permalink)
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Similar problem here. On the first screenshot left, everything is normal. However on the second screenshot right, there are huge gaps on the chart. I know that there are gaps under fast market condition , the chart act as "tick chart" but its not the case here.
The feed is from Interactive Brokers.
Any Idea?

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the coin hunter
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can you see a plain 1m chart without holes?

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  #13 (permalink)
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cory View Post
can you see a plain 1m chart without holes?

Yes I can. Today AUDUSD betterrenko chart looks normal.

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BankRobberNT View Post
Yes I can. Today AUDUSD betterrenko chart looks normal.

And Later same day, after a good start, wrong again... same instrument.

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BankRobberNT View Post
And Later same day, after a good start, wrong again... same instrument.

Then after some nice market activity, the charts looks good again.

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