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Direct MessagesDate/Time: Sat, 27 Apr 2024 21:45:16 +0000
Flex Renko broken in recent builds
View Count: 6576
| [2017-11-03 19:45:14] |
| gomifromparis - Posts: 244 |
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The title pretty much sums it up, here's LMAX GDAXI 1605 vs 1635
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| [2017-11-03 20:46:14] |
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There are no problems with Flex Renko bars on the current version. Instead refer to: Renko Bar Charts: Filling of Price Gaps with Renko Bars If you are not happy with what we are currently offering, then stay on the previous version. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-11-03 21:34:00
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| [2017-11-03 20:58:08] |
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We tested the configuration you are using, and even with filling gaps, we do see a small problem where the High-Low of the bar does not match up with the brick/body in a very small number of cases. This detail is going to be resolved in a few days.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-11-03 21:34:48
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| [2017-11-03 21:11:03] |
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OK, with filling of gaps as documented in the section we linked to in the prior post, and a small correction related to bar splitting that we just made now but not released, this is what we currently see: http://www.sierrachart.com/image.php?Image=1509743402731.png So everything should be 100% good in the next release. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-11-03 21:32:49
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| [2017-11-03 21:35:16] |
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We corrected the link in post #2. It was not correct. This is what we meant to link to: Renko Bar Charts: Filling of Price Gaps with Renko Bars (Filling Price Gaps) Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-11-03 22:45:01] |
| gomifromparis - Posts: 244 |
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This chart is nowhere near of what I have had for years (please see pic). I checked, my first Flex Renko chart was from april 2015, so these Flex Renko charts have worked for me exactly the same for 2.5 years, now for whatever reason you made a modification on the bar type and the charts look like crap, and if I want to keep the working bars I need to "stay on the previous version" ? So it's 1605 version for me, like... forever ? |
 sierrarenko2.png / V - Attached On 2017-11-03 22:38:34 UTC - Size: 153.98 KB - 448 views |
| [2017-11-03 22:49:13] |
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? So it's 1605 version for me, like... forever ? We will look this over, and if our conclusion is that the bars are being built properly according to the data and specifications, then the answer is definitively yes.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-11-03 22:49:48
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| [2017-11-03 22:57:25] |
| gomifromparis - Posts: 244 |
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OK I'll be waiting.. Please compare any chart with build num <= 1605 and a recent build chart, they are not the same.
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| [2017-11-04 02:24:12] |
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There is no chance we are going to do any comparisons with an older version. We have no confidence in the prior code. As we said all that matters, is well-defined Flex Renko specifications and the data. This is all. You can count on us, to build the bars according to properly defined specifications and the underlying tick data. There are still a couple fine details we are working on and we do acknowledge there still could be some possibility of a little problem which is unknown to us at this time. Although nothing you have shown us, has provided any indication of that so far. For us to analyze this properly we need to know the Tick Size you are using. Let us know. You are using Flex Renko settings of 25-20-5. Assuming a tick size of .1, this means a box will be 2.5. A price move in the same direction as the prior/current Renko bar of .5 will cause a new completed box. And a reversal of 2.0 will cause a new reversal bar or reversal in place if the current forming bar is not a complete Renko bar. In one place you label "Down and False Signal". Here is the underlying data for that: http://www.sierrachart.com/image.php?Image=15097616782.png We cannot identify any obvious problem at that point. At this point you do not have to say anything more than just tell us the tick size because we want to get a couple more details completed. If you do want to say something more, only focus on one single place and no other. Since if you realize there is not a problem at one location or if there is a problem and we correct it, that should take care of all the others. If not, then we will look at another point. So you can see, you talk about "crap" and "broken", and we see there is simply no evidence of this whatsoever. So you can understand, why our position is firm and we get annoyed by these claims. There must be a proper basis of explanation which we have not seen. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-11-05 15:24:38
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| [2017-11-04 02:40:48] |
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And in the end, if you are not happy with what we offer after we are done with some final Renko work, you can always build your own version of the Flex Renko bars. We are finishing tonight, the ability for ACSIL to create custom bars very efficiently. We can give you the two core functions that build them, for reference. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-11-04 04:03:51] |
| ganz - Posts: 1048 |
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SC Support pls keep in mind that ... any type of charts and other visual tools are just an irrational try to get some comfort in terms of a human. and it will be too personal a-priori with a time goes through So the coolest person (as Gomi is) might be catched by that trap. :) imo the ability for ACSIL to create custom bars very efficiently.
+1
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| [2017-11-04 11:37:09] |
| gomifromparis - Posts: 244 |
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Nah I'm not cool, I'm old...and french... so it makes me very change-reluctant:-) And I know a lot of people on this very board who hate change as well 'MS changed the look of Visual Studio. We hate it, we preferred the previous one' 'MS changed the look of the start menu. We hate it, we preferred the previous one' 'MS changed the look of Office and added a ribbon. We hate it, and preferred the previous menus' 'MS changed the look of the server on Win 2012. We hate it, and preferred the 2008 one'... Trading is really not easy, and yes you develop some kind of use to a chart and the look of the bars, so if something changes, well... yes, you don't see the same patterns any more... More seriously I think my issue is because the new Flex Renko don't implement the "New Bar When Exceeded", which I was using on the charts, which avoided some false reversals. Any way to have it back ? Or maybe I need to use Universal Renko which seems to implement it? Anyway thanks for giving the possibility to create our own bars, guess I'll have to end up doing that if I want the old look I was used to back. Date Time Of Last Edit: 2017-11-04 15:41:27
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| [2017-11-04 15:30:43] |
| gomifromparis - Posts: 244 |
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I made a new chart outlining differences between 1621/1635 versions, using DAX futures chart (GDAXI has half tick prices because its (bid+ask)/2 so it can have its own issues). So let's focus on the basic futures chart, tick size 0.5 It seems the new Flex Renko is almost like the old Flex Renko with "New Bar When Exceeded" disabled. I didn't see any way to reenable it. However, even when comparing to the old version with "New Bar When Exceeded" disabled, there are still 2 modifications : * Wicks on the wrong side of the candle (white rectangles). I think you corrected that in the last build (your chart on post #4)? * Reversal wicks are not the same (see orange vs purple rectangles) |
| sierraflexrenko.png / V - Attached On 2017-11-04 15:29:38 UTC - Size: 103.99 KB - 504 views |
| [2017-11-04 16:56:18] |
| gomifromparis - Posts: 244 |
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Here's a try with Universal Renko 1st chart : 1621 version with the reference 5-1-9-x Flex Renko chart (my actual reference chart is Ninjatrader Unirenko T1R9O4) * All reversal look the same (reversal bar has a wick) * All wicks are on the same sides of the trend 2nd chart : 1621 version with 5-1-9 Universal renko * All reversal bars look the same (orange squares) * There are some wicks on the "wrong" side of the trend (white squares) 3rd chart : 1635 version with 5-1-10 Universal Renko (5-1-9 looks different) * Reversals bars are all different : some have wicks, in different positions, some don't. * Like in 1621, wicks on the "wrong" side of the trend. So with the current 1635 , there is no way I can have a chart with * Candle up/down structure the same as 1621 Flex Renko 5-1-9-x/ Universal Renko 5-1-9 * No wicks on the "wrong" side of the trend * All reversal candles with the same look (full reversal candle with a big wick) Date Time Of Last Edit: 2017-11-04 17:02:46
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| sierrauniversalrenko.png / V - Attached On 2017-11-04 16:56:01 UTC - Size: 112.01 KB - 477 views |
| [2017-11-04 20:04:53] |
| gomifromparis - Posts: 244 |
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I see a number of Ninjatrader charts on threads of people having issues with the new Renko bars. There are also NinjaTrader charts on Renko threads , from people trying to emulate the NinjaTrader UniRenko bars in Sierra. The UniRenko bars available on NT are quite famous, are mentioned in a lot of trading blogs, are used in multiple thousand-post long threads on trading forums. I think you guys need some UniRenko equivalent bars, people need it, they see them everywhere on trading forums. Before your big Renko update, the UniRenko bars could be 99.9% emulated using the Flex Renko and the "New Bar When Exceeded". You needed to fiddle a little with the settings, but you could find a setting giving a 99.9% good emulation. With your new "correct" implementation, this emulation is no longer available. The bars are not the same any more. So yes, maybe now they are built to be conformant to how a SC bar 'should' be built, but I'm disappointed my long-working Sierra UniRenko is broken. So we all have a different meaning of correct. For me, and probably other Sierra users, "correct" Flex/Univeral Renko bars are those that were available up to 1621. Those that could mimic NT's UniRenko. For you, correct means "conformant to the documentation that we write". Is this really what traders want ? Hope you guys will let us have our UniRenko bars back.. For what's worth here is the Ninja Code for the bars : |
| unirenko.png / V - Attached On 2017-11-04 20:00:16 UTC - Size: 46.77 KB - 383 views |
| [2017-11-04 20:22:05] |
| ganz - Posts: 1048 |
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but I'm disappointed my long-working Sierra UniRenko is broken.
so am I
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| [2017-11-05 10:40:54] |
| gomifromparis - Posts: 244 |
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I tried to reproduce the chart you posted on the documention using a N - N-1 - 1 ( 10-9-1) Flex Renko chart. The current implementation does not show the same bars as the documentation. The posted pic on the doc site has *full candle reversal wicks (yellow rectangles) *no wick on the wrong side of trend. The actual charts on NQ and DAX have *no full candle reversal wicks (yellow rectangles) *wicks on wrong side of the trend (white rectangles) By the way, because of the name, shouldn't we be expecting to be able to build Ninja-like "UniRenko" bars with something you called "Universal Renko". If not, that name is quite misleading... There were plenty other names available. |
Attachment Deleted. docchart.png / V - Attached On 2017-11-05 10:39:05 UTC - Size: 77.29 KB - 462 views |
| [2017-11-05 14:05:36] |
| DabbaDo - Posts: 146 |
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This thread is increasingly like a user discussion. For what it's worth, I've written a uniRenko custom chart that is close, I think, to the Ninja Trader one. It's a kludge of two studies in combination, but it does what I need it to do, for now. One difference is that is that it creates no fake bars (yet), so it is backtestable. Another difference is that it doesn't (yet) used "exceeded" to create new bars, which will affect your input parameters. http://www.sierrachart.com/image.php?Image=1509890474785.png The code is in a public GitHub repository at https://github.com/dalebrubaker/BruSierraChart There is a sample chartbook in the repository that shows how these studies work together. The visual study one points at the custom chart study. No promises. Good luck. |
| [2017-11-05 15:14:09] |
| gomifromparis - Posts: 244 |
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Thanks, nice effort ! However if Sierra stays deaf to our numerous "bring us back our previous renko bars" calls and we have to resolve to coding them ourselves, it would be wiser to wait for the custom bar sdk they mentioned in post #10 instead of trying to make it work using studies. My 2 cents :-) |
| [2017-11-05 17:07:12] |
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The reason that we said this is because we do not want anything more, because you are evaluating against what currently has been released and not including any of the changes that have been done: At this point you do not have to say anything more than just tell us the tick size because we want to get a couple more details completed.
You are pointing out little issues that have already been resolved. You are unnecessarily burdening us, and effectively hurting everyone because this takes our time away from other development. And what is the purpose of pointing out the same issue over and over again. Think twice before you do that. We have now put out a new prerelease. Here is an example: http://www.sierrachart.com/image.php?Image=1509898360903.png More seriously I think my issue is because the new Flex Renko don't implement the "New Bar When Exceeded" With all Renko bars in the current and prerelease version of Sierra Chart, they do not initiate a new bar until the current completed Renko bar is exceeded. We have done some documentation updates. Some of the existing documentation is older and not totally clear. The objectives the changes are as follows: -To resolve a problem with Renko bars when using Numbers Bars that was pointed out by numerous users several months ago. -To resolve a problem with Universal Renko bars, that was pointed out to us recently. -To have a single common code base for all Renko bar types that conforms to how Sierra Chart builds bars. -To maintain high technical excellence and precision and complete consistency with the documentation. The prior Universal Renko bars was technically not the best implementation and was done with a minimum amount of time. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-11-05 17:28:37
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| [2017-11-05 18:00:25] |
| gomifromparis - Posts: 244 |
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I have no issues with code refactoring and performance optimization and maintainig code best practices... The fact is that you did a massive functional change here with no warning, modifying the looks of bars people have been using for years, a lot of charts are off, and it doesn't seem to be possible to get the old look back by fiddling settings. I had a look at your chart. It still doesn't look like what you have on your documentation web site. On the documentation chart, all reversal bars look exactly the same. (orange rectangles : 1 full wick reversal bar). Nice chart. On your new chart, the reversal are sometimes like the previous ones (orange rectangles), sometimes not (blue rectangles). Why this change ? Moreover, it seems that most consective bars are 1 tick apart, but some are 2 or 3 ticks apart(pink rectangle), and some 0.5 tick apart(yellow rectangle) If we are to focus on the 10-9-1 settings, I'm attaching the 1621 10-9-1-x chart. This is what I would expect to be able to reproduce in the recent "new renko" builds. |
| flexrenkonew.png / V - Attached On 2017-11-05 17:57:39 UTC - Size: 76.85 KB - 642 views flexrenkoold.png / V - Attached On 2017-11-05 17:58:50 UTC - Size: 36.1 KB - 469 views |
| [2017-11-05 21:04:28] |
| gomifromparis - Posts: 244 |
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Just for the record here is the SC 10-9-1-x chart vs the NT UniRenko T1R19O9 See how they match perfectly to the tick This is what was awesome with the old Flex Renko with 'New bar when exceeded' |
| scvsntrenko.png / V - Attached On 2017-11-05 21:03:45 UTC - Size: 44.89 KB - 414 views |
| [2017-11-06 03:56:01] |
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We will write up documentation responses as well but here are the responses. First we should have no trouble to get what you ultimately want through options which will make the new Renko bars provide the greatest flexibility. On your new chart, the reversal are sometimes like the previous ones (orange rectangles), sometimes not (blue rectangles). Why this change ? However, in the case of a completed Renko bar, when it is an Up Renko bar, once the price moves below the lower Open price, a new bar begins because a reversal potentially can occur. But this new bar has no known direction until it is established. In the case of a Down Renko bar, once the price moves above the higher Open price, a new bar begins. The reason for this behavior is to support the use of the Numbers Bars study on Renko bars so that the chart bar where the reversal occurs, contains the volume at price data for all of the levels of the reversal bar. Otherwise, this would not happen.
Taking that functionality out, this is what we see: http://www.sierrachart.com/image.php?Image=1509939583695.png We will add an option to for that. We also need to add an option, which will start a new Renko bar when the new bar range has been met and not exceeded. We have added this to the code now and this is what we see: http://www.sierrachart.com/image.php?Image=1509940478496.png The images you are looking at in the documentation are still old. And not updated. Moreover, it seems that most consective bars are 1 tick apart, but some are 2 or 3 ticks apart(pink rectangle), and some 0.5 tick apart(yellow rectangle) This is handled just by filling the gaps using one of the options here:Renko Bar Charts: Filling of Price Gaps with Renko Bars The chart images provided in this post, do use Fill All Bar Gaps. At this point just wait for the new options. So as you can see, with the addition of just simply single-line if statements, we can modify the behavior easily. The new code is very well structured. The fact is that you did a massive functional change here with no warning, Finally this really is not a fair statement. To say there is a massive functional change, is completely inconsistent with actual fact. Some change yes, and we can see now that some of the change, were subtle details that we were not aware of. The Renko related development has already been announced on the What is New webpage: https://www.sierrachart.com/index.php?page=doc/Whats_New.php Also when you see the interface for how to build chart bars, which is still not done, we need about another two days on this, you will see just how easy it is. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-11-06 04:06:33
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| [2017-11-06 06:49:33] |
| user8888 - Posts: 159 |
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Why could it be that my chart looks quite different than the one in post #22? the wicks in the turns aren't there. different data feed? Thank you! |
| flexrenko1636.PNG / V - Attached On 2017-11-06 06:47:52 UTC - Size: 44.44 KB - 374 views |
| [2017-11-06 07:42:32] |
| gomifromparis - Posts: 244 |
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@sctr4d3rIt's because you are using post 1621 sierra where the Renko bar handling has been rewritten and modified. @sierra : nice, it looks like we'll be able to get the previous functionality back. Can't wait for the new version ! |
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