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Direct MessagesDate/Time: Sat, 27 Apr 2024 23:15:25 +0000
Flex Renko broken in recent builds
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| [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 ! |
| [2017-11-06 07:56:34] |
| user8888 - Posts: 159 |
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oh, yes, of course, my mistake. Thanks much for sharing your experience and all your detailed work @gomifromparis, @DabbaDo for that source code, and @sierra for making the best platform for daytrading!
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| [2017-11-06 08:39:27] |
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Version 1637 is now released. See the attachment for the new setting. Hopefully, it is self-explanatory but detailed documentation will come. When creating a new bar when the current Renko bar open is crossed, that is when it it is a complete Renko bar only. Otherwise, a new bar would not be started. 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 08:40:13
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 2017-11-06_003609.png / V - Attached On 2017-11-06 08:38:17 UTC - Size: 22.34 KB - 353 views |
| [2017-11-06 08:58:34] |
| gomifromparis - Posts: 244 |
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Can't seem to install Installer version: 7 | 2017-11-06 09:57:02 Not using HTTP proxy server settings. | 2017-11-06 09:57:05 HTTP Request: https://www.sierrachart.com/API.php?Service=GetCurrentVersionNumber | 2017-11-06 09:57:05 HTTPS connection to www.sierrachart.com:443 (1) | Creating socket. Using TLS 1.2. | 2017-11-06 09:57:05 HTTPS connection to www.sierrachart.com:443 (1) | Connecting to IP: 204.15.192.108. | 2017-11-06 09:57:05 HTTP Request: https://www.sierrachart.com/downloads/1637/FilesToDownload.txt | 2017-11-06 09:57:06 Not overwriting file since it exists: 2TargetsWithBEStop.twconfig | 2017-11-06 09:57:06 Not overwriting file since it exists: 2TargetsWithCommonStop.twconfig | 2017-11-06 09:57:06 Not overwriting file since it exists: ChartbookExample.cht | 2017-11-06 09:57:06 Not overwriting file since it exists: Clean Chart.stdycollct | 2017-11-06 09:57:06 Not overwriting file since it exists: EURUSD.dly | 2017-11-06 09:57:06 Not overwriting file since it exists: SimpleBracket.twconfig | 2017-11-06 09:57:06 HTTP Request: https://www.sierrachart.com/downloads/Common1637/FilesToDownload.txt | 2017-11-06 09:57:06 Incorrect URL when getting common files list to download. | 2017-11-06 09:57:07 HTTPS connection to www.sierrachart.com:443 (1) | Socket gracefully closed by remote side. | 2017-11-06 09:57:12 HTTPS connection to www.sierrachart.com:443 (1) | Initiating close of socket by core. | 2017-11-06 09:57:12 HTTPS connection to www.sierrachart.com:443 (1) | Received socket Close event | 2017-11-06 09:57:12 HTTPS connection to www.sierrachart.com:443 (1) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2017-11-06 09:57:12 HTTPS connection to www.sierrachart.com:443 (1) | Closed. | 2017-11-06 09:57:12 HTTP Request: https://www.sierrachart.com/downloads/Common1637/FilesToDownload.txt | 2017-11-06 09:57:12 HTTPS connection to www.sierrachart.com:443 (2) | Creating socket. Using TLS 1.2. | 2017-11-06 09:57:12 HTTPS connection to www.sierrachart.com:443 (2) | Connecting to IP: 204.15.192.108. | 2017-11-06 09:57:12 Incorrect URL when getting common files list to download. | 2017-11-06 09:57:13 HTTPS connection to www.sierrachart.com:443 (2) | Socket gracefully closed by remote side. | 2017-11-06 09:57:18 HTTPS connection to www.sierrachart.com:443 (2) | Received socket Close event | 2017-11-06 09:57:18 HTTPS connection to www.sierrachart.com:443 (2) | Initiating close of socket by core. | 2017-11-06 09:57:18 HTTPS connection to www.sierrachart.com:443 (2) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2017-11-06 09:57:18 HTTPS connection to www.sierrachart.com:443 (2) | Closed. | 2017-11-06 09:57:18 HTTP Request: https://www.sierrachart.com/downloads/Common1637/FilesToDownload.txt | 2017-11-06 09:57:18 HTTPS connection to www.sierrachart.com:443 (3) | Creating socket. Using TLS 1.2. | 2017-11-06 09:57:18 HTTPS connection to www.sierrachart.com:443 (3) | Connecting to IP: 204.15.192.108. | 2017-11-06 09:57:18 Incorrect URL when getting common files list to download. | 2017-11-06 09:57:19 Maximum number of retries encountered. Refer to log. Download canceled. | 2017-11-06 09:57:19 HTTPS connection to www.sierrachart.com:443 (3) | Socket gracefully closed by remote side. | 2017-11-06 09:57:24 HTTPS connection to www.sierrachart.com:443 (3) | Initiating close of socket by core. | 2017-11-06 09:57:24 HTTPS connection to www.sierrachart.com:443 (3) | Received socket Close event | 2017-11-06 09:57:24 HTTPS connection to www.sierrachart.com:443 (3) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2017-11-06 09:57:24 HTTPS connection to www.sierrachart.com:443 (3) | Closed. | 2017-11-06 09:57:24 |
| [2017-11-06 09:00:34] |
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We apologize for that. This is now resolved. Try again.
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 |
| [2017-11-06 16:24:56] |
| gomifromparis - Posts: 244 |
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ok here are a couple tests Reference chart is SC 1621 5-4-1-x chart, along with NinjaTrader chart (they match perfectly) These charts are the 2 on the top. 1. FlexRenko 5-4-1 (Fill Off) *In exceeded mode, consecutive bars are separated by 2 ticks instead of 1 *In the other mode, separation is OK but I get a reversal (green rectangle) instead of reference wick (pink rectangle) 2. Universal Renko 5-1-10 (Fill Off) * In exceeded mode, same as flex renko : bars separated by 2 ticks * In the other mode, the chart is nearly ok, but the wicks are all 1 tick longer than the reference chart, and exhibit some new 1 tick wicks(pink rectangles) 3. Universal Renko 5-1-10 (Fill On) * Exceeded mode now repaired. Setting 1 could be the one if the reversal wicks were on the other side (green vs pink rectangles) So it seems we are making progress, not there yet, but close ! |
| newflexrenkowithsettings.png / V - Attached On 2017-11-06 16:22:38 UTC - Size: 109.14 KB - 883 views newunirenkowithsettings.png / V - Attached On 2017-11-06 16:22:58 UTC - Size: 105.91 KB - 338 views newunirenkowithsettingswithfillgap.png / V - Attached On 2017-11-06 16:23:09 UTC - Size: 122.83 KB - 366 views |
| [2017-11-06 17:48:03] |
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For FlexRenko 5-4-1 the equivalent Universal Renko settings are: 5-1-8. This is not what you are using. Our objective is to not necessarily make a match to prior version, or to NT. We will simply not spend any time on that whatsoever. If that is what you are looking for, you can expect no help from us on that. Our objective is only that the bars are built properly according to specifications, the settings, and the data. Tell us the particular Symbol, Date-Time, and time zone of only one particular bar where you think there may be a problem. And the settings and we will have a look at the tick data for it. If it is determined to be correct by us, then we are done here. And then you can build your own bars if you want using the new upcoming interface. The way you have presented this in post #30 is not anything that we would look at. This is simply not a productive use of our time. We have to move on to other things. 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 20:03:28
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| [2017-11-06 18:42:07] |
| gomifromparis - Posts: 244 |
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Guys, we're not going to exchange chart pics for days. What I want is Flex Renko with "New Bar When Exceeded" back. That exact same bar type, tick for tick, bar for bar, wick for wick. That's it, it's a one line spec. If you want it to be built from 'proper' specification, deduce the spec from the old code. It was functionnaly perfect, even if it seems to you it had technical issues. It looks like you won't let us have it back ; we can have new flex renko, new universal renko, with all kind of different settings that I doubt people will use/understand, but for whatever reason the 3 years-old Flex Renko, the one that is able to mimic the Ninja UniRenko tick for tick, that one is off limits, that one we well never see again. So be it, I'll be awaiting for the custom bar sdk, and everyone will be able to move on. PS : I use 5-1-10 because it's what gives the closest look to 1621 5-4-1-x. PS2 : I feel that what is missing to get back the old functionality is "New Reversal Bar When Reversal Amount Exceeded" PS3 : Is it normal that when using "new trend bar when range exceeded" on a 5-4-1 Flex renko chart, consecutive bars are separated by 2 ticks instead of 1 ? |
| [2017-11-06 20:19:52] |
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OK, we do have to move on. However, let us take one particular point here and tell us technically what is incorrect about the Sierra Chart implementation. Refer to: http://www.sierrachart.com/image.php?Image=1510006332122.png We have highlighted an area on the left where there is a reversal bar and then we have highlighted the area on the right showing the tick by tick data. The tick by tick data has a range of 9 ticks. With your settings, a reversal should occur when there is a 9 tick movement in the opposite direction. This is exactly what we see. So is that what you are looking for is that a reversal should not occur until there is a 10 tick movement? Is that the problem here? This apparently is a detail we are not understanding because this is not how we understand how normal Renko bars should be built. The options relating to starting a new bar when the range has been exceeded, do not currently apply to when determining a reversal. 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 22:16:49
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| [2017-11-06 22:17:25] |
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We have unhidden post #33 above after we did some additional updates to it. Please review and just give us a simple answer. Not a lot of detail. 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 22:17:40
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| [2017-11-06 22:49:15] |
| gomifromparis - Posts: 244 |
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In the 1621 5-4-1-x (new bar when exceeded), the green candle can not be created, because it doesn't exceed the reversal amount. So you get a down wick. I'm attaching a small chart. No detail. |
| oldrenko.png / V - Attached On 2017-11-06 22:47:29 UTC - Size: 26.52 KB - 316 views |
| [2017-11-06 23:06:15] |
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So why not just use 5-4-0? Do you agree, that with standard Renko bars, that once price reverses by twice the the box/bar size, that a reversal occurs? Therefore, just applying proper reasoning and consistency to this, it seems as though the original Flex Renko and NT Universal Renko have an inconsistency compared to standard Renko bars. Perhaps it is by design, or perhaps it is just simply a programming error that has perpetuated itself. 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 23:06:59
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| [2017-11-06 23:06:24] |
| gomifromparis - Posts: 244 |
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Sorry I read fast : The options relating to starting a new bar when the range has been exceeded, do not currently apply to when determining a reversal.
Yes this is what I was mentioning in my PS2. So is that what you are looking for is that a reversal should not occur until there is a 10 tick movement? Is that the problem here? This apparently is a detail we are not understanding because this is not how we understand how normal Renko bars should be built.
On the 1621 5-4-1-x, the reversal candle will be completed only after 11 ticks. If we have a low at 444, the reversal bar will be plotted when market reaches 449.5. At that very moment, you will have your completed reversal candle,which will be showing a top at 449 (so 10 ticks) and you will be on the next candle, that started at 449.5 Date Time Of Last Edit: 2017-11-06 23:11:09
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| [2017-11-06 23:08:52] |
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On the 1621 5-4-1-x, the reversal candle will be completed only after 11 ticks. Really? We have no idea how this kind of math is being done. The last digit 1, signifies one less than twice the box size which gives 9. Even if you add an additional tick to that you get 10.So you can see from our perspective, none of this is making any logical sense at all. We certainly are capable of doing nonsensical things, so if that is what users want, so be it but none of this is making any technical sense to us. 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 23:09:35
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| [2017-11-06 23:10:32] |
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On the 1621 5-4-1-x, the reversal candle will be completed only after 11 ticks. OK, we think we understand what you are trying to say now. Disregard post #38.There will be a reversal bar after 10 ticks and with another 1 tick movement in that same direction, a new bar will be started. 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 23:11:22
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| [2017-11-06 23:13:09] |
| gomifromparis - Posts: 244 |
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Y I edited my post to say that after 11 ticks you will have a completed reversal bar, which is 10 ticks high.
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| [2017-11-06 23:17:18] |
| gomifromparis - Posts: 244 |
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Yes the reversal is 10 high, but it appears only if we have 11 ticks in the reversal direction. If you don't we will have a 5 tick wick instead. You know I'm describing to you how your own code works, right ? Date Time Of Last Edit: 2017-11-06 23:17:44
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| [2017-11-07 11:36:56] |
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In this chart image you have an NT chart at the top right: https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=14236 At 11-3 20:00(CET time), there is clearly a correct reversal that we show here using the 5-4-1 Flex Renko settings: http://www.sierrachart.com/image.php?Image=1510054388296.png The underlying tick data is displayed to the right At the corresponding location in the NT chart, why is there not a reversal? If that is supposed to be an equivalent chart, either not Universal Renko bars are not functioning right, or there is missing data. At the very least, using that as a valid basis in comparison other charts is just simply not valid. Overall at this point in time, our impression is, is that what we are currently offering gives users a lot of flexibility with the creation of Renko bars. And we question whether NT is doing the bars correctly. It does not look like it. 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: 2017-11-07 11:46:49
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| [2017-11-07 11:43:58] |
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PS3 : Is it normal that when using "new trend bar when range exceeded" on a 5-4-1 Flex renko chart, consecutive bars are separated by 2 ticks instead of 1 ?
We do not see this unless you are referring to this occurring occasionally. Gaps will be represented, and can be filled in by using one of the Fill Gap options. All of this is managed by using unified code across all chart bar types. If using one of those fill gap options is causing some unexpected issue, we will look into it. 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: 2017-11-07 11:50:23
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| [2017-11-07 11:50:09] |
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The prior posting has been updated.
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 |
| [2017-11-07 13:01:00] |
| gomifromparis - Posts: 244 |
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At the corresponding location in the NT chart, why is there not a reversal? If that is supposed to be an equivalent chart, either not Universal Renko bars are not functioning right, or there is missing data. At the very least, using that as a valid basis in comparison other charts is just simply not valid.
Because like I said on my previous post, the market did not move more than 10 ticks. The Ninja chart and the old 5-4-1-x will plot a reversal bar only if the 10 ticks is *exceeded*. We do not see this unless you are referring to this occurring occasionally.
Strange, here's what I get (attached pic) On first chart gapfill=false, on second chart gapfill= true. Setting is "New trade bar when exceeded, new reversal bar when met" |
| [2017-11-07 18:07:31] |
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Because like I said on my previous post, the market did not move more than 10 ticks. The Ninja chart and the old 5-4-1-x will plot a reversal bar only if the 10 ticks is *exceeded*. We only convinced at this point, that there is no proper logic with Universal Renko bars in NT, and the previous Flex Renko bars. We implemented them according to the prior documentation: <p> <b>Reversal Offset </b>: A standard Renko has a <b>Reversal Offset</b> of zero, which means that when a new bar is formed that reverses the current trend direction, the Renko Open value of the new bar is equal to the Renko Open value of the prior bar. When you specify a non-zero value for the <b>Reversal Offset</b>, the Renko Open value is offset from the prior bar open by the specified number of ticks. This means that price no longer has to travel as far to form a new bar to reverse the trend direction. Note: <b> Reversal Offset</b> must be greater than or equal to zero and <em>less than</em> the <b>Bar Size</b>.
Therefore, we have been proven correct and that we do have a proper and logical implementation. At this point, go ahead and create your own bars. We are done here. We simply cannot implement something that follows no rational logic. 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: 2017-11-07 18:08:20
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| [2017-11-07 18:19:01] |
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In regards to seeing price differences of 2 ticks instead of 1 tick between the chart bars: Strange, here's what I get (attached pic) We need to look into this. This does not look right.
On first chart gapfill=false, on second chart gapfill= true. Setting is "New trade bar when exceeded, new reversal bar when met" 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: 2017-11-07 18:19:39
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| [2017-11-07 20:51:51] |
| gomifromparis - Posts: 244 |
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We only convinced at this point, that there is no proper logic with Universal Renko bars in NT, and the previous Flex Renko bars.
Of course there is a logic, you're just too obsessed by proving them wrong that you're not trying to understand it.Problem is that your specification is not clear at all. To form a reversal bar, price has to move two times the Bar Size. What does that mean ? To move starting from where?The Ninja indicator and the previous Flex Renko implementation use the virtual Renko open = previous bar close. So they measure everything starting from there. Once you get that, everything just makes sense. I attach a chart describing very clearly how it works. It is perfectly logic. At this point, go ahead and create your own bars.
I had a look, it doesn't seem we can manipulate open/close/high/low can we ? |
| oldrenkoexceeded.png / V - Attached On 2017-11-07 20:50:36 UTC - Size: 48.65 KB - 372 views |
| [2017-11-07 23:51:35] |
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PS3 : Is it normal that when using "new trend bar when range exceeded" on a 5-4-1 Flex renko chart, consecutive bars are separated by 2 ticks instead of 1 ? This has now been resolved. It was the result of using a 1 tick Trend Offset with Flexible Renko bars.
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: 2017-11-07 23:52:19
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| [2017-11-08 03:07:25] |
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Problem is that your specification is not clear at all.
What we say here is not always going to be very thorough and 100% clear. The documentation is the best point of reference:Renko Bar Charts I had a look, it doesn't seem we can manipulate open/close/high/low can we ? Need more time on post #48. Will follow-up in a day or so. 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: 2017-11-08 03:08:02
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