Support Board
Date/Time: Mon, 21 Apr 2025 05:24:10 +0000
Post From: Exporting Renko Bar data
| [2025-02-12 02:13:32] |
| User98657 - Posts: 354 |
|
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
|