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They're called Swing and they mark the most recent swing high or low. I don't use them as such but they may tell me a point where something might be happening.
They are a default NT indicator.
Can you help answer these questions from other members on NexusFi?
Ahh ok. Thanks. I see you know your coding. I was a .net developer for a few years mainly using c# so it's convenient that ninjatrader uses it. I'm going to take dig around next week and see if I can figure out an audio notification for when a reversal occurs near my levels on unirenko. I've had a look around for one and asked on ninjatrader forum but have found nothing yet.
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How accurate are fills from Unirenko from either FIO or NT forums in backtesting in your experience? Disregarding real time spreads. Its not like basic Renko?
i am getting unirenkobartype.cs in NinjaTrader 7\bin\Custom\Type ..... but i am not getting it in indicator list .... how to apply it in the chart. when i copy it to indicators and then compile it ... it gives me error in namespace ninjatrader.data.
... big fan of renko bars but not able to apply it on chart window.. any help
Once you have installed the bar type Unirenko, you have to shutdown NinjaTrader and restart for Unirenko to appear in your DataSeries bar types window. If it does not appear in the list of bar types (Minute, Range, Volume, Tick, etc.) you may have a custom bar type installed that is the same type as Unirenko, thus preventing it from showing up in your DataSeries window.
After all, it's what you learn AFTER you know it all, that counts!
OK I NEED CLARIFICATION ABOUT UNIRENKO CONSTRUCTION:
Conventional renko uses a high or low of bar as reference point to start new bar e.g., if you have a 50 pt renko, and market moves up 50 pts over prior bars high then you have a new bar, or if market has an up renko bar, but then trades down 50 pts lower than prior bars renko low, then you a new down renko bar.
but in unirenko, you are using the close instead of h or low right...? in tradestation we have the median as reference pt for renko as well, in custom renko.
I was playing around with this bar type and i noticed that when I put a strategy on a chart and look at the historical performance, the orders are not filled at the same prices as when running realtime (or market replay). In my strategy I have calculate on bar close true. In realtime, the market order is sent on the bar close price. In historical, it's sent on the bar open price. If the open setting is, for example, 3, then it can send the market order at a price that is 3 ticks better. This gives a 3 tick edge in the strategy performance but realtime it's 0.
I didn't see this mentioned in the thread, so I'm curious if others have seen this, and if there is a way to work around this? Like using a secondary bar period of 1 tick or something?
