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Flexible Renko based on both brick and ATR is available for Ninjatrader too?
Updated April 27, 2015
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Flexible Renko based on both brick and ATR is available for Ninjatrader too?
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#1 (permalink
Miila, Italy
Experience: Advanced
Platform: NT
Trading: eurusd
Posts: 9 since Jul 2012
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Do you know if Flexible Renko based on both brick or ATR is available for Ninjatrader too?
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#2 (permalink
New York
Experience: Intermediate
Platform: thinkorswim
Trading: options
Posts: 28 since Feb 2014
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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
Miila, Italy
Experience: Advanced
Platform: NT
Trading: eurusd
Posts: 9 since Jul 2012
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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
San Francisco CA
Experience: Intermediate
Platform: Ninja
Broker: CQG
Trading: ES
Posts: 139 since Jun 2014
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LucaSatgnitta
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#5 (permalink
aosta, ITaly
Experience: Beginner
Platform: Ninjatrader
Trading: ES,VIX,IT stocks
Posts: 23 since Sep 2012
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Zxeses
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...
Last Updated on April 27, 2015
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