As i myself asked for renko afl few hours before now see i'm sharing 
.......Don't know how it works in live
.......Don't know how it works in live
Code:
function FillRun( dir, num, changedir )
{
global i, j, modified, RKC, RKO, RKD, RKH, RKL;
for ( x = 1; x <= num AND j < BarCount - 1; x++ )
{
j++;
extra = ( changedir AND x == 1 ) * dir;
RKC[ j ] = RKC[ j - 1 ] + dir + extra;
RKO[ j ] = RKC[ j - 1 ] + IIf( modified, 0, extra );
RKH[ j ] = High[ i - 1 ];
RKL[ j ] = Low[ i - 1 ];
}
}
SetBarsRequired( sbrAll, sbrAll );
Brick = Param( "Brick Size",5, 1, 20, 1 );
reverser = Param( "Reverser Size",5, 1, 20, 1 );
modified = ParamToggle( "Modified", "No|Yes", 0 );
// Convert the closing price to rising and falling rounded bricks
CF = ceil( C / Brick );
CR = floor( C / Brick );
// initialize first element
j = 0;
RKC[j] = CF[0];
RKO[j] = CF[0] + 1;
RKD = 0;
RKH = 0;
RKL = 0;
RestorePriceArrays();
dir = -1; // 1 is up, -1 is down
// Loop to produce the Renko values in number of bricks
for ( i = 1; i < BarCount - 1; i++ )
{
if ( j >= BarCount ) break; // no more room -> finish
if ( CF[i] <= RKC[j] - 1 AND dir < 0 ) // Continue down
{
num = RKC[j] - CF[i];
FillRun( dir, num, False );
}
else
if ( CR[i] >= RKC[j] + reverser AND dir < 0 ) // Change down to up
{
num = CR[i] - RKC[j];
dir = 1;
FillRun( dir, num, True );
}
else
if ( CR[i] >= RKC[j] + 1 AND dir > 0 ) // Continue Up
{
num = CR[i] - RKC[j];
FillRun( dir, num, False );
}
else
if ( CF[i] <= RKC[j] - reverser AND dir > 0 ) // Change up to down
{
num = RKC[j] - CF[i];
dir = -1;
FillRun( dir, num, True );
}
}
// move the chart to right end of chart space, ie last brick on last bar position
delta = BarCount - 1 - j;
RKC = Ref( RKC, -delta );
RKO = Ref( RKO, -delta );
RKD = Ref( RKD, -delta );
RKH = Ref( RKH, -delta );
RKL = Ref( RKL, -delta );
C = RKC * Brick;
O = RKO * Brick;
H = IIf( modified, RKH, Max( C, O ) );
L = IIf( modified, RKL, Min( C, O ) );
Plot( C, "", IIf( C > O, colorGreen, colorRed ), styleCandle );
xnum = floor( RKD / 100 );
XChange = IIf( xnum != Ref( xnum, -1 ), 1, Null );
Plot( XChange, "", colorGrey50, styleHistogram | styleOwnScale, 0, 1 );
Title = Name() + " - Renko Chart : Last Value = " + RKC * Brick + " H: " + RKH + " L: " + RKL + ", Brick Size = " + Brick;
GraphXSpace = 5;
_SECTION_BEGIN("MA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
Plot( MA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
_SECTION_BEGIN("MA1");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
Plot( MA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
_SECTION_BEGIN("EMA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 300, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
