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UniRenko, Universal Renko Bar Type


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UniRenko, Universal Renko Bar Type

  #211 (permalink)
 
profits's Avatar
 profits 
Toronto
 
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This is for everyone who wishes to use the UniRenko bar type as a non-primary input series in a strategy. Learn from my mistake. The correct statement is:

Add(PeriodType.Custom5, 004008002); //TickTrend=4 , TickReversal=8, OpenOffset=2

Please note that the statement is CASE SPECIFIC!!

NinjaTrader tech support does not support these custom type bars and therefore they may or may not help you depending on the guy/gal you get. I initially got a compile error with the above statement because I spelled "custom" with all lower case letters as specified in an earlier post in this thread. When I asked tech support to help me, this is the answer I received:

Unfortunately it is not currently possible to add a custom bar type to a strategy. You would only be able to run a custom bar type as the primary input series.

The moral of the story is.... watch your case-specific spelling and be aware that Ninja tech support will not support custom indicators.

Good trading!

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~ Johann Wolfgang von Goethe
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  #212 (permalink)
 ckkoh 
Singapore
 
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I've tried Add(PeriodType.Custom5, 004008002) in my custom indicator and it does not seem to work. I do not get any data coming in through the corresponding BarsInProgress in OnBarUpdate(). However, if I use small Period value like 200 (eg Add(PeriodType.Custom5, 200), I can see data coming in through the corresponding BarsInProgress.

Wonder if anyone successfully called such Add() in their code. If so, is there any other considerations that need to be implemented?

Meantime, I've just feedback to Ninjatrader and waiting for their response.

Have a good trading day.:-)

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  #213 (permalink)
 
gregid's Avatar
 gregid 
Wrocław, Poland
 
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ckkoh View Post
I've tried Add(PeriodType.Custom5, 004008002) in my custom indicator and it does not seem to work. I do not get any data coming in through the corresponding BarsInProgress in OnBarUpdate(). However, if I use small Period value like 200 (eg Add(PeriodType.Custom5, 200), I can see data coming in through the corresponding BarsInProgress.

Wonder if anyone successfully called such Add() in their code. If so, is there any other considerations that need to be implemented?

Meantime, I've just feedback to Ninjatrader and waiting for their response.

Have a good trading day.:-)

It's unlikely you will get help from NT regarding this bar type since this is a custom bar type therefore by definition: not supported

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  #214 (permalink)
 
profits's Avatar
 profits 
Toronto
 
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ckkoh View Post
I've tried Add(PeriodType.Custom5, 004008002) in my custom indicator and it does not seem to work. I do not get any data coming in through the corresponding BarsInProgress in OnBarUpdate(). However, if I use small Period value like 200 (eg Add(PeriodType.Custom5, 200), I can see data coming in through the corresponding BarsInProgress.

Wonder if anyone successfully called such Add() in their code. If so, is there any other considerations that need to be implemented?

Meantime, I've just feedback to Ninjatrader and waiting for their response.

Have a good trading day.:-)

ckkoh, while I obviously do not know the details of your source code, be sure to try this. Forward test it, or live test it on demo account. Do not backtest it. This is because static data does not seem to be processed the same way as streaming data (live or historical). This is ESPECIALLY CRITICAL when you have set CalculateOnBarClose = false; I have now successfully added the UniRenko (version 3) to my code and it works! I was also previously experiencing problems with the earlier version so I can empathize.

This community will likely help you a lot more than Ninja tech support, especially with the custom source code.

One other thing about tech support. These people are knowledgeable about what they need to support. Some know a little bit more than others and are willing to go the "extra mile" to help you. If you get the standard canned response, "we do not support this", then try submitting the same request again later. You may get someone different to answer. In my limited experience, Bertrand seems to be the most experienced.

I hope this helps.

Good trading!

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  #215 (permalink)
 
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 aligator 
Las Vegas, NV
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dstrader View Post
ok... I followed Big Mike's suggestion and created a new entry (and called this v3):


I believe just Elite members can access, but I'm not sure.

@dstrader,

Thanks for fixing the bug.

Since your posting of the V3 on July 10, 2013, @monpere also posted in downloads a newer version on July 11, 2013.

This leads me to believe that @Monepere may have already included your bug fix in his newer version. He mentions your V3 but does not comment on whether his new version includes your bug fix.

Could you or @monpere please comment on: If I have the Monpere's 7/11 Version would I still need your 7/10 version? Which one is the latest version with the bug fix?

Thanks.

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  #216 (permalink)
 
Big Mike's Avatar
 Big Mike 
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aligator View Post
@dstrader,

Thanks for fixing the bug.

Since your posting of the V3 on July 10, 2013, @monpere also posted in downloads a newer version on July 11, 2013.

This leads me to believe that @Monepere may have already included your bug fix in his newer version. He mentions your V3 but does not comment on whether his new version includes your bug fix.

Could you or @monpere please comment on: If I have the Monpere's 7/11 Version would I still need your 7/10 version? Which one is the latest version with the bug fix?

Thanks.

That is incorrect.

I updated his entry is all, as per previous post on this thread. Monpere hasn't been active in a long time.

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  #217 (permalink)
 
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 Rad4633 
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Conversion formula from Renko Hybrid to Uni Renko?

I have hybrid but am testing a setup and need to convert to Uni for testing

thx in advance
R

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  #218 (permalink)
 mitchjc01 
Melbourne
 
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Just thought I would let everyone know that since uploading the new version I have not seen any issues at all. Longest I have had a workspace since using these bars, going on about 2 weeks now, usually I would get around 5 days and then I would have to recreate and delete everything and start again. That was the only fix that worked. So thanks again for the update and my 4.6ghz overclocked i7 3820 actually acts like one now!

Now all we need is NT8 to hurry up and get out so we can actually use the full power (mulit Core/Thread )of just about any modern computers for charting. NT7 is a crocodile now.

Thanks again and if you have not updated to this version you NEED to. Eventually you will run into the issues I and a large number of people have experienced.

Regards,
Mitch

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  #219 (permalink)
 dstrader 
Chicago, USA
 
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ok... as I said I've been using the UniRenko extensively on my trading systems... and as I result of that I found another issue that needed to be addressed: in few situations when running Market Replay prices travel to '0' (zero) and causes undesirable results. This is not related to any memory leak as this problem has been solved by my previous download.

I also found that many of the vendor provided hybrid bars have the same issue as I downloaded trial versions and tested them when I was trying to understand where the problem was (interesting, seems like some vendors copy the code and sell them without even properly testing... ??).

I realized that NT original Renko bars had the same issue and they solved it by dealing with the specifi situation in the code (I found funny their comment in the code "not sure why but it happens". Well, I found the same...). I had to write my own streamwriter function to debug this issue as it's impossible to debug bar types within Ninjatrader (a .pdb file is not created for BarsType.cs, and even NT support couldn't help me here).

I believe I have a solid UniRenko code now, but of course, if someone finds another issue please let me know. These bars invented by monpere, are the best thing for me since the invention of diet coke...

My question is how do I delete my previous version and upload this new one? Do I need to add another version? I couldn’t figure out how to delete my entry and add again with the new code or even change the attached zip file… I’m just trying to prevent people from downloading previous versions.

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  #220 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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dstrader View Post
ok... as I said I've been using the UniRenko extensively on my trading systems... and as I result of that I found another issue that needed to be addressed: in few situations when running Market Replay prices travel to '0' (zero) and causes undesirable results. This is not related to any memory leak as this problem has been solved by my previous download.

I also found that many of the vendor provided hybrid bars have the same issue as I downloaded trial versions and tested them when I was trying to understand where the problem was (interesting, seems like some vendors copy the code and sell them without even properly testing... ??).

I realized that NT original Renko bars had the same issue and they solved it by dealing with the specifi situation in the code (I found funny their comment in the code "not sure why but it happens". Well, I found the same...). I had to write my own streamwriter function to debug this issue as it's impossible to debug bar types within Ninjatrader (a .pdb file is not created for BarsType.cs, and even NT support couldn't help me here).

I believe I have a solid UniRenko code now, but of course, if someone finds another issue please let me know. These bars invented by monpere, are the best thing for me since the invention of diet coke...

My question is how do I delete my previous version and upload this new one? Do I need to add another version? I couldn’t figure out how to delete my entry and add again with the new code or even change the attached zip file… I’m just trying to prevent people from downloading previous versions.

Go to the Download link, and then edit and upload the new version, and edit description to add the new date and changelog item. Then make a post in this thread, and when I read it, I will send out the notifications of the new version to those who downloaded the old one.

Mike

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