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Posts Made By:
aslan
Forum:
NinjaTrader
August 9th, 2010, 01:13 PM
Replies:
10
Custom Renko (WickedRenko) implementation
Views:
5,476
Posted By
aslan
I agree there could be data that should be...
I agree there could be data that should be filtered, but doing so during bar building is probably not the right place to do it. In NT, there is an option under Tools->Options->Data that allows you to...
Forum:
NinjaTrader
August 8th, 2010, 06:24 PM
Replies:
10
Custom Renko (WickedRenko) implementation
Views:
5,476
Posted By
aslan
Take a look at the new BetterRenko thread...
Take a look at the new BetterRenko thread (https://futures.io/platforms-indicators/4978-better-renko.html). It will not filter data, but it does remove all of the waterfalling for gaps.
Forum:
NinjaTrader
August 8th, 2010, 08:32 AM
Replies:
10
Custom Renko (WickedRenko) implementation
Views:
5,476
Posted By
aslan
Sure about that? Why doesn't NT filter it out if...
Sure about that? Why doesn't NT filter it out if it is not a real trade? How do you tell a real trade from bad data? If just using price to filter, you will miss real data also? For example, around...
Forum:
NinjaTrader
August 7th, 2010, 08:56 AM
Replies:
10
Custom Renko (WickedRenko) implementation
Views:
5,476
Posted By
aslan
Not much to address. If your data is jumping...
Not much to address. If your data is jumping around then you need to use a bigger brick size. For example, if your data can gap back and forth by 10 ticks, then using a 4 tick brick size is not going...
Showing results 1 to 4 of 4
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