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Published 20 hours ago • verified publisher icon JuliaQuant

Renko

Open balupton opened this issue 7 years ago • 6 comments

Any plans for Renko support?

  • https://www.tradingview.com/wiki/Renko_Charts
  • http://stockcharts.com/school/doku.php?id=chart_school:chart_analysis:renko
  • http://www.investopedia.com/terms/r/renkochart.asp

balupton avatar Jul 26 '17 16:07 balupton

I will look into it. I think we can implement a convertion function make candistick map to Renko first. Then add the plot recipe later.

iblislin avatar Jul 26 '17 17:07 iblislin

@iblis17 I think you are wrong you can't make "candlestick map to Renko" You need ticks data to draw Renko.

Some free ticks data are available at https://www.dukascopy.com/swiss/english/marketwatch/historical/ https://github.com/femtotrader/DukascopyTicksReader.jl may help

TrueFX also provides free ticks data http://www.truefx.com/

femtotrader avatar Jul 26 '17 17:07 femtotrader

ha, I see! Thanks for point that out!

iblislin avatar Jul 26 '17 17:07 iblislin

Same feature request with Indicators.jl (based on Temporal.jl) https://github.com/dysonance/Indicators.jl/issues/4

femtotrader avatar Aug 07 '17 19:08 femtotrader

@femtotrader yep, here's a typescript implementation:

https://github.com/anandanand84/technicalindicators/blob/master/src/chart_types/Renko.ts

And a JavaScript one: https://github.com/rrag/react-stockcharts/blob/b9518ad87bb29b39d79b5b80ab9c8dc406294c15/src/lib/calculator/renko.js

Haven't seen a Julia one yet, hence the issues.

balupton avatar Aug 08 '17 02:08 balupton

There is several kind of Renko charts https://www.youtube.com/results?search_query=renko+chart

Some are using fixed height for brick.

Some are using ATR. https://www.youtube.com/watch?v=KZaslVjZ2h8

Some have bricks looking hammers https://www.youtube.com/watch?v=reV3vc7I9OA

...

femtotrader avatar Aug 09 '17 18:08 femtotrader