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Date/Time: Fri, 26 Apr 2024 19:48:17 +0000



Post From: Flex Renko High and Low

[2013-06-14 12:53:49]
Al SC Developer - Posts: 434
This is all available now, but you have to understand how Renko bars are built, stored, and displayed.

The bar arrays (OHLC), contain the real values for the underlying bar. So, if you are just using sc.High[sc.Index] or sc.Low[sc.Index] to get highs and lows, then you are getting the actual high and low ticks for the underlying Renko bar.

The Renko bar is built using the Renko algorithm, and this produces the Renko Open and Renko Close values, which are used to draw the Renko box. The wicks, if drawn, on a Renko bar use the actual High/Low values.

You have access to the Renko Open/Close via the SC_RENKO_OPEN and SC_RENKO_CLOSE arrays. For example, use sc.BaseDataIn[SC_RENKO_OPEN][sc.Index]. See http://www.sierrachart.com/index.php?l=doc/doc_ACSIL_Members.html#scBaseDataIn.

To get the prior high/low, you just need to determine if the bar was an up/down bar by comparing the Renko Open/Close, and then select the proper value. Note, the wicks are always on the opposite side (i.e. an up bar has a potential wick at lower end of bar), so you may need to look at multiple values depending what you are trying to do.