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Renko Chart New Version!

PostPosted: Sun Jun 01, 2014 12:40 am
by moomoofx
Hi Everyone,

Since the new version of Trading Station came bundled with views such as Renko, there have been a number of requests for strategies on these views. However, the Renko view that came bundled with Trading Station is still suffering from some teething issues and does not support strategies well.

I have produced this new version that can be used to write strategies on top of it.
Renko_candles_New.lua
(16.34 KiB) Downloaded 4288 times


I have made the following changes:
-- Fixed bug handling no history for strategies that crashes backtester
-- History futher enhanced to autoload enough data.
-- Fixed bug to prevent crashing (remove subscription in release instance - thanks Valeria!)
-- Added bars limit for target number of bars initially required.
-- Added dateLimit to prevent loading too long.
-- Added detection of when the server limit of data has been reached, and aborts loading further (which probably makes dateLimit legacy)
-- Forces subscription to new prices (removed load_to date)
-- Default timeframe set to m1 as this is the closest to the real thing. Should be tick really.
-- Added Volume (or an attempt to calculate it. If someone can verify my logic I would appreciate it).
-- Removed localization as I cannot translate New into all the other languages.

I think this is a good start. Someone could now take this and enhance it to support ticks, and then I think we will be pretty close to having a good view.

To see a sample strategy that uses this, please see this one: viewtopic.php?f=31&t=60749

Some final comments
- This new view allows you to load a certain number of bars (or attempt to) which makes it a bit better than the one that comes with Trading Station.
- If you use a strategy with this view, you do not have to have the view open - the strategy will open it internally.
- There are certain tricks to writing a strategy that uses this view. Please see the strategy linked above for details.

Cheers,
MooMooFX

The strategy based on this view.
viewtopic.php?f=31&t=66876

Re: Renko Chart New Version!

PostPosted: Sun Jun 01, 2014 3:46 pm
by Ramos04
Surely, I think its better than the old one in terms of building from m1 look back period (history), is it possible to add a show shadow/wick yes/no option (I have no programing knowledge so dont know what it takes). Looking forward to trying it on live market

Re: Renko Chart New Version!

PostPosted: Mon Jun 02, 2014 3:01 am
by Apprentice
Regular Renko Chart dont have shadow / wick.

Re: Renko Chart New Version!

PostPosted: Thu Jun 05, 2014 9:47 am
by rose123
HI,
...eworks\FXTS2\Indicators\Custom\Renko_candles_New.lua:397: Command is not supported

THIS ERROR DEVOLOPED WHEN I RUN BACK TEST . WHAT I HAVE TO DO.

Re: Renko Chart New Version!

PostPosted: Fri Jun 06, 2014 9:17 am
by Miguelator
Congratulations
Everything works fine with this indicator.

Re: Renko Chart New Version!

PostPosted: Fri Jun 06, 2014 5:45 pm
by moomoofx
rose123 wrote:HI,
...eworks\FXTS2\Indicators\Custom\Renko_candles_New.lua:397: Command is not supported

THIS ERROR DEVOLOPED WHEN I RUN BACK TEST . WHAT I HAVE TO DO.


Hi Rose123,

The renko chart automatically attempts to load the history of prices (to build the historical renko bars) but loading history is not supported in the backtester or debugger, since the date range of data to be loaded is already preset by the user.

I actually already try to detect this situation and present the user with an error instead:
"Renko Bars Unable to load any history. Likely reason is running in Backtester or Debugger. Ensure sufficient data has been loaded manually."


Do you see this additional error message as well?
Does the backtest keep running anyway?
Could you let me know the strategy and input details?

Thanks,
MooMooFX

Re: Renko Chart New Version!

PostPosted: Sat Jun 07, 2014 7:30 am
by rose123
hi,

i actually get this error message when running the strategy based on renko bar and ichimoku which is posted on the following page.

viewtopic.php?f=31&t=60749

details of my back test:

parameters: default parameters
buy : when price ,upper cloud cross over
sell: wher price ,lower cloud cross under

thank you.

Re: Renko Chart New Version!

PostPosted: Sun Jun 08, 2014 8:59 am
by moomoofx
rose123 wrote:hi,

i actually get this error message when running the strategy based on renko bar and ichimoku which is posted on the following page.

http://www.fxcodebase.com/code/viewtopi ... 31&t=60749

details of my back test:

parameters: default parameters
buy : when price ,upper cloud cross over
sell: wher price ,lower cloud cross under

thank you.


Sorry I don't have this problem. I only see my error message. What instrument/symbol and date range are you trying to backtest for?

Thanks,
MooMooFX

Re: Renko Chart New Version!

PostPosted: Thu Jun 26, 2014 3:39 am
by rplust
Miguelator wrote:Congratulations
Everything works fine with this indicator.


What's the name of the Indicators you are using. From this site?

Re: Renko Chart New Version!

PostPosted: Sun Oct 18, 2015 8:46 pm
by tmdabc
:D what is this based on?can we choose high or low to draw renko?