Support Board
Date/Time: Mon, 21 Apr 2025 04:55:48 +0000
Exporting Renko Bar data
View Count: 245
| [2025-02-12 02:13:32] |
| User98657 - Posts: 354 |
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Hello, Let me begin by saying this question is not related to "how Renko bars are formed". I've been using Renko for a very long time, and I understand how they're formed, and I'm comfortable with your methods. I wanted to research a theory. I created a Renko chart limited to the RTH (09:30:00 to 15:59:59) of the NQ for the past 200 days. The chart is a Continuous Futures Contract - Date Rule Rollover. I'm using Renko Bar (in ticks) with a Bar Period Value of 8, and a Renko Bar New Bar Mode (List) set to New Trend Bar When Range Exceeded | New Reversal Bar When Reversal Amount Met Plus 1 Tick and References Prior Close. FWIW I have also added the Renko Visual Open/Close Values study. Although I don't need those values for what I'm working on, I wanted you to know that I've read various help questions and topics, and I saw that you might want those included in the export. For what I'm trying to research, I need to find certain peaks and reversals. To do this I planned to export the bar and study data to CSV, then us Power Query and Excel to run some studies. The Problem: The exported Renko bar data doesn't seem to match what I'm seeing in the chart for some reason. Again, I understand the true Open and Close price variances, those aren't the issue. But the highs and lows, which, if I'm reading the documentation correctly, should be accurately represented in the data. By that I mean, when I use Tools Value Window to examine a Renko bar and I see a High and Low on a bar with a wick, those values should be what is exported to my CSV. Namely the wick highs and lows. As an Example, I'm checking bar #3 on 2024-07-29. This is a wicked bar, in an upward trend, with a tail on the bottom. Visually, the Open is 19812.25, the High is 19814.25, the Low is 19808.25, and the close is 19814.25. When you use the Tools Value Window you find the Open is 19812.50, the High is 19814.25, the Low is 19808.25, and the close is 19814.25. A variance in the Open price - not a concern, and understandable. You can see the Low price is the same for the Visual Chart and the Tools Value Window. However, when you export the data, the low for that bar is shown as 19812.25, vs 19808.25 seen in the chart and Tools Value Window. I'm hoping you can help me understand the differential, and what I need to do in order to export the data in a manner that matches what I'm seeing in the charts. Thanks for taking a look. Date Time Of Last Edit: 2025-02-12 02:21:05
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| [2025-02-12 16:26:44] |
| John - SC Support - Posts: 39362 |
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We are not able to reproduce what you stating. When we export the data for the Renko setup you have, the exported Open/High/Low/Close match exactly to the Tool Values Window Open/High/Low/Close. How are you exporting the data? Can you get us two images, one of the chart with the Tool Values Window showing the values for a bar and one of the text file that shows that bar's values? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-12 17:56:55] |
| User98657 - Posts: 354 |
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To export the data I'm using Edit>Export Bar and Study Data to Text File. https://www.sierrachart.com/image.php?Image=1739382952384.png |
| [2025-02-12 18:09:38] |
| John - SC Support - Posts: 39362 |
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Can we see an image of the text file that has the bar for which the Tool Values Window is showing the values, or the text file itself? We need to know the date and time of the bar being referenced.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-12 19:03:21] |
| User98657 - Posts: 354 |
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I uploaded the file image of the text file. If there's another way you'd like me to get that to you please let me know. |
 2025-02-12_14-01-58.jpg / V - Attached On 2025-02-12 19:02:42 UTC - Size: 1016.94 KB - 40 views |
| [2025-02-12 19:30:28] |
| Sierra_Chart Engineering - Posts: 19285 |
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We need to know exactly, how you did this "export". The exact method. There may be a difference with timestamps.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-12 20:19:53] |
| User98657 - Posts: 354 |
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Sure. I just saved one now and I see the same results so I'll walk you through what I did, though I feel like I'm missing something in the question. It just seems to straight-forward a process to me, and if you're asking, I must be missing something. I had saved that previous chart as its own Chart Book. That's the only chart in it. I opened it, went to the menu, selected Edit>Export Bar and Study Data to Text File. The Notepad++ file opened on my screen and I checked that particular row of data on the text file and it's the same as what you already have. I did double-check the Chart Settings for the timing to make sure nothing was inadvertently changed, but the session start time is 09:30:00. Then I thought "I wonder if I have these guys chasing one anomaly for one bar on one day", so I checked the next day, and Bar 3 of the next day also seems to disagree in the same manner. Like I said, if I'm missing something in your ask for how I did the export, please just let me know. |
| [2025-02-12 21:39:08] |
| John - SC Support - Posts: 39362 |
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Please get us that chartbook by following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-14 13:56:08] |
| User98657 - Posts: 354 |
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Sorry for the delay. I got caught up yday. The file has been uploaded.
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 2xReCrossData.Cht - Attached On 2025-02-14 13:55:40 UTC - Size: 5.69 KB - 62 views |
| [2025-02-18 06:01:52] |
| Sierra_Chart Engineering - Posts: 19285 |
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We understand the reason for the problem. The high and low are changed to the Renko open and close values to represent Renko bar data without the true high and low. We will make a change make this optional. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-24 17:49:50] |
| User98657 - Posts: 354 |
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Hello, I wanted to ask if you were still working on this, or do I see a new Bar Mode choice in the list at the bottom? I wasn't sure if that was something you added in a recent update to work around this issue. Thanks. |
| [2025-02-24 23:20:03] |
| Sierra_Chart Engineering - Posts: 19285 |
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This is not yet released. There is nothing special to do. By default it will work the way you want.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-02-24 23:36:02] |
| User98657 - Posts: 354 |
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Very well, thanks. When you said you'd make it optional I assumed there'd be something I'd need to pay attention to.
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| [2025-03-11 13:16:11] |
| User98657 - Posts: 354 |
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Hello, Just checking to see if this was corrected with the most recent release. If not, do you know when it might be? I'm not pushing, just gauging my own scheduling. |
| [2025-03-11 22:52:41] |
| Sierra_Chart Engineering - Posts: 19285 |
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Yes. Update to the latest release. Refer to: Software Download: Fast Update 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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