Custom Bar Type

April 12th, 2015, 07:26 AM

hello,

i am trying to create a new custom renko bar type and need some help.
i know that there are a few available renko bar types but i would like to create a new one to learn how those bar types are created.

to start with the new bar type i extracted the existing ninjatrader renko bar type from @BarsTypes.cs, gave it the PeriodType.Custom9 and made a few smal changes to the code for better readability.

could somebody please explain to me how the AddBar() method works?

the first task would be to add wicks to the renko bars, showing the real high and low. does anybody know how to accomplish this? I tried to replace this:

Code

o = renkoHigh - conOffset;
h = Math.Max(renkoHigh - conOffset, renkoHigh);
l = Math.Min(renkoHigh - conOffset, renkoHigh);
c = renkoHigh;
t = time;
v = bar.Volume + volume;

AddBar(bars, o, h, l, c, t, v, isRealtime);

with this:

Code

o = renkoHigh - conOffset;
h = high; //Math.Max(renkoHigh - conOffset, renkoHigh);
l = low; //Math.Min(renkoHigh - conOffset, renkoHigh);
c = renkoHigh;
t = time;
v = bar.Volume + volume;

AddBar(bars, o, h, l, c, t, v, isRealtime);

but this changed nothing.

cheers,
mike

April 12th, 2015, 08:02 AM

Check this:

Wicked Renko custom bar type for NT7

Ok, I have given the correct renko implementation to Ninja several times, but for some reason they refuse to fix it after they broke it in B7. I have resisted giving them any more help since they do not really appreciate it.

However, I have gotten so …

April 12th, 2015, 08:03 AM

Why don't you look into other renko implementations already available - you can easily find code for UniRenko, BetterRenko, SveRenko and possibly few more that have already implemented wicks. Do a bit of reverse engineering - this will be more efficient than trial and error.

Custom Bar Type

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Custom Bar Type