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Flex Renko Inverse bars export

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[2022-08-30 05:04:42] #1 [Go To First Post]
Fanch - Posts: 19
Hi, Bug or feature? When I export bars and studies from a chart that has Flex Renko Inverse type, the Low and High in the CSV file are actually the Renko Open and Renko Close values instead of being the true low and high. I managed to circumvent this issue by adding 2 studies to export the correct High and Low. F

[2022-08-30 17:14:42] #2 [Go To First Post]
John - SC Support - Posts: 36238
Please take a look at the information in the following section: Renko Bar Charts: Renko Open, High, Low, Close Values It sounds like what you are seeing may not match what is written above, but we want to make sure first. Let us know if you are seeing a difference from what is written above. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-08-30 20:24:21] #3 [Go To First Post]
Fanch - Posts: 19
Yes, I can confirm this understanding regarding how those bars work and what values are displayed in the Chart Values for Tools window. My guess is the export uses IDO.SG22 instead of IDO.SG2 for the "High" column in the CSV, and IDO.SG23 instead of IDO.SG3 in the "Low" column of the exported data. At least based on a cross-check of values side by side for multiple entries. And to be noted, the CSV export does not contain a "Renko Open", or a "Renko Close" column. Date Time Of Last Edit: 2022-08-30 20:26:03

[2022-08-30 21:24:43] #4 [Go To First Post]
John - SC Support - Posts: 36238
We just did an export of a chart set to Flex Renko Inverse Set with settings of 10-5-5 using Edit >> Export Bar Data to Text File. The data in the file matches the Open/Close/High/Low as displayed in the Tools Value Window. The Renko Open and Close are not displayed in the file. From this, it looks like everything is correct. If this is not what you are seeing, then we need to know the symbol of the chart, the bar period settings and how you performed the export of the data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-08-30 22:19:07] #5 [Go To First Post]
Fanch - Posts: 19
I used Flex Renko Inverse Set with settings of 10-4-20 using Edit >> Export Bar Data and Studies to Text File. In export file: Datetime 2022-08-29 15:38:11.717 Open 12562.5 High 12563.25 (= Renko Close) Low 12560.75 (= Renko Open) Last 12563.25 In Chart Values for tools window (see attached screenshot): Datetime 2022-08-29 15:38:11.717 Open 12562.5 High 12563.25 Low 12557.50 Last 12563.25 On that specific bar, the Renko Close is equal to the High, so you can't tell it's pulling the wrong value. It manifests itself on other bars though.


Screenshot 2022-08-30 181056.jpg / V - Attached On 2022-08-30 22:14:05 UTC - Size: 62.51 KB - 148 views

[2022-08-31 20:24:28] #6 [Go To First Post]
John - SC Support - Posts: 36238
Is it a problem on all bars, or just some? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-08-31 22:15:40] #7 [Go To First Post]
Fanch - Posts: 19
Yes, On all bars. If Green candle (RenkoOpen < RenkoClose), then the High exported column contains the Renko close, and the Low column contains the Renko open. Vice versa, if Red bar (RenkoOpen > RenkoClose), then the exported High column contains the Renko Open, and the Low column the Renko Close. Date Time Of Last Edit: 2022-08-31 22:24:44

[2022-08-31 23:35:49] #8 [Go To First Post]
John - SC Support - Posts: 36238
We see what you are seeing and we checked the code and this is on purpose. We can not speak to why it was decided to do it this way, but it is specifically setup to do exactly what you are seeing, and it is true for any Renko type chart. This is not something we would change, as there was a reason for it to be setup this way. Therefore, your workaround is the best way to handle this. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-12-25 19:26:05] #9 [Go To First Post]
massieveslang - Posts: 3
Hey Fanch, May I ask what studies you've used? I'm experiencing the same issue.

[2024-04-13 13:36:53] #10 [Go To First Post]
Fanch - Posts: 19
@massievelang I am using a Study Subgraph Reference, one for the High, one for the Low.

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