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Flexible Renko based on both brick and ATR is available for Ninjatrader too?
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Created: by LucaSatgnitta Attachments:0

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Flexible Renko based on both brick and ATR is available for Ninjatrader too?

  #1 (permalink)
Elite Member
Miila, Italy
 
Futures Experience: Advanced
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Posts: 9 since Jul 2012
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Flexible Renko based on both brick and ATR is available for Ninjatrader too?

Do you know if Flexible Renko based on both brick or ATR is available for Ninjatrader too?

Here what I am looking for:

http://www2.wealth-lab.com/WL5Wiki/CCFlexRenko.ashx

Many thks for your feedback
Regards
LUCA

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  #2 (permalink)
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Hmm Ive personally never seen renko based on ATR for ninja.. I think many would wonder what its benefits would be.

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  #3 (permalink)
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Basically, the advantage is to have a dynamic brick, in other words in presence of higher vol market the brick size changes accordingly. this is not negligible if you use time series after denoising and preprocessing.

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  #4 (permalink)
3rd times a charm!
San Francisco CA
 
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Zxeses's Avatar
 
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LucaSatgnitta View Post
Do you know if Flexible Renko based on both brick or ATR is available for Ninjatrader too?

Here what I am looking for:

Flexible Renko - Wealth-Lab Wiki

Many thks for your feedback
Regards
LUCA

What about any bar type... Where when the ATR is below a user set level, the bars are painted black?

I think i could whip that up pretty fast...

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  #5 (permalink)
Elite Member
aosta, ITaly
 
Futures Experience: Beginner
Platform: Ninjatrader
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Zxeses View Post
What about any bar type... Where when the ATR is below a user set level, the bars are painted black?

I think i could whip that up pretty fast...

Hi, I'm interested in the same thing , could you help to code that?.
Many thanks!

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