AFL for Renko Chart with ATR

#1
I am trying to code for a RENKO chart with ATR(5). Getting a screen with no chart plotted in that.But not able to do the same.
My code is given below ( TJs code on Renko).. Can anyone help on proper coding?

Getting a screen with no chart plotted in that.

function FillRun( dir, num, changedir )
{
global i, j, modified, dt, 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 );
RKD[ j ] = dt[ i ];
RKH[ j ] = High[ i - 1 ];
RKL[ j ] = Low[ i - 1 ];
}
}
SetBarsRequired( sbrAll, sbrAll );
Brick = ATR(5);
//Brick = Param( "Brick Size", 1, 0.0001, 100, 0.001 );
rev = 2;
intra = ParamToggle( "Intraday", "No|Yes", 0 );
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;
dt = IIf( intra, floor( TimeNum() / 100 ), DateNum() );
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 <= RKC[j] - 1 AND dir < 0 ) // Continue down
{
num = RKC[j] - CF;
FillRun( dir, num, False );
}
else
if ( CR >= RKC[j] + rev AND dir < 0 ) // Change down to up
{
num = CR - RKC[j];
dir = 1;
FillRun( dir, num, True );
}
else
if ( CR >= RKC[j] + 1 AND dir > 0 ) // Continue Up
{
num = CR - RKC[j];
FillRun( dir, num, False );
}
else
if ( CF <= RKC[j] - rev AND dir > 0 ) // Change up to down
{
num = RKC[j] - CF;
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 );
m1 = MA( (C+H+L)/3, 8 );
m2 = MA( C, 8 );
Plot( m1, "SMA Typ", colorBlue );
Plot( m2, "SMA Renko", colorOrange );
Cover = Cross( m2, m1 );
Sell = Cross( m1, m2 );
Short = Sell AND C < O;
Buy = Cover AND C > O;
PlotShapes( shapeUpArrow * Buy, colorGreen, 0, m1);
PlotShapes( shapeDownArrow * Sell, colorRed, 0, m1 );
PlotShapes( shapeHollowUpArrow * Cover, colorGreen, 0, m1, -25);
PlotShapes( shapeHollowDownArrow * Short, colorRed, 0, m1, -25 );
color = IIf( Flip( Buy, Sell ), ColorRGB( 220, 255, 220 ),
IIf( Flip( Short, Cover ), ColorRGB( 255, 220, 220 ), colorWhite ) );

Plot( 1, "", color, styleArea | styleOwnScale, 0, 1, 0, -1 );
xnum = floor( RKD / 1000 );
XChange = IIf( xnum != Ref( xnum, -1 ), 1, Null );
Plot( XChange, "", colorGrey50, styleHistogram | styleOwnScale, 0, 1 );
// Draw renko-date axis
MonthNames = "Jan,Feb,Mar,Apr,May,Jun,Jul,Aug,Sep,Oct,Nov,Dec";
fvb = FirstVisibleValue( BarIndex() );
lvb = LastVisibleValue( BarIndex() );
for ( i = fvb; i < lvb; i++ )
{
if ( XChange[ i ] )
{
if ( intra )
datetext = StrFormat( "%02gh", floor ( RKD[ i ] / 100 ) );
else
if ( ( xnum[ i ] % 100 ) == 1 )
datetext = StrFormat( "%04.0f", 1900 + ( xnum[ i ] / 100 ) );
else
datetext = StrExtract( MonthNames, ( xnum[ i ] % 100 ) - 1 );
PlotText( datetext , i, LowestVisibleValue( Low ), colorGrey50, colorWhite, -20 );
}
}
Title = Name() + StrFormat( " - 20%06.0f", RKD % 1000000 ) + " - Renko Chart : Last Value = " + RKC * Brick + " H: " + RKH + " L: " + RKL + ", Brick Size = " + Brick;
GraphXSpace = 5;
 

doss186

Well-Known Member
#2
I am trying to code for a RENKO chart with ATR(5). Getting a screen with no chart plotted in that.But not able to do the same.
My code is given below ( TJs code on Renko).. Can anyone help on proper coding?

Getting a screen with no chart plotted in that.

function FillRun( dir, num, changedir )
{
global i, j, modified, dt, 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 );
RKD[ j ] = dt[ i ];
RKH[ j ] = High[ i - 1 ];
RKL[ j ] = Low[ i - 1 ];
}
}
SetBarsRequired( sbrAll, sbrAll );
Brick = ATR(5);
//Brick = Param( "Brick Size", 1, 0.0001, 100, 0.001 );
rev = 2;
intra = ParamToggle( "Intraday", "No|Yes", 0 );
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;
dt = IIf( intra, floor( TimeNum() / 100 ), DateNum() );
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 <= RKC[j] - 1 AND dir < 0 ) // Continue down
{
num = RKC[j] - CF;
FillRun( dir, num, False );
}
else
if ( CR >= RKC[j] + rev AND dir < 0 ) // Change down to up
{
num = CR - RKC[j];
dir = 1;
FillRun( dir, num, True );
}
else
if ( CR >= RKC[j] + 1 AND dir > 0 ) // Continue Up
{
num = CR - RKC[j];
FillRun( dir, num, False );
}
else
if ( CF <= RKC[j] - rev AND dir > 0 ) // Change up to down
{
num = RKC[j] - CF;
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 );
m1 = MA( (C+H+L)/3, 8 );
m2 = MA( C, 8 );
Plot( m1, "SMA Typ", colorBlue );
Plot( m2, "SMA Renko", colorOrange );
Cover = Cross( m2, m1 );
Sell = Cross( m1, m2 );
Short = Sell AND C < O;
Buy = Cover AND C > O;
PlotShapes( shapeUpArrow * Buy, colorGreen, 0, m1);
PlotShapes( shapeDownArrow * Sell, colorRed, 0, m1 );
PlotShapes( shapeHollowUpArrow * Cover, colorGreen, 0, m1, -25);
PlotShapes( shapeHollowDownArrow * Short, colorRed, 0, m1, -25 );
color = IIf( Flip( Buy, Sell ), ColorRGB( 220, 255, 220 ),
IIf( Flip( Short, Cover ), ColorRGB( 255, 220, 220 ), colorWhite ) );

Plot( 1, "", color, styleArea | styleOwnScale, 0, 1, 0, -1 );
xnum = floor( RKD / 1000 );
XChange = IIf( xnum != Ref( xnum, -1 ), 1, Null );
Plot( XChange, "", colorGrey50, styleHistogram | styleOwnScale, 0, 1 );
// Draw renko-date axis
MonthNames = "Jan,Feb,Mar,Apr,May,Jun,Jul,Aug,Sep,Oct,Nov,Dec";
fvb = FirstVisibleValue( BarIndex() );
lvb = LastVisibleValue( BarIndex() );
for ( i = fvb; i < lvb; i++ )
{
if ( XChange[ i ] )
{
if ( intra )
datetext = StrFormat( "%02gh", floor ( RKD[ i ] / 100 ) );
else
if ( ( xnum[ i ] % 100 ) == 1 )
datetext = StrFormat( "%04.0f", 1900 + ( xnum[ i ] / 100 ) );
else
datetext = StrExtract( MonthNames, ( xnum[ i ] % 100 ) - 1 );
PlotText( datetext , i, LowestVisibleValue( Low ), colorGrey50, colorWhite, -20 );
}
}
Title = Name() + StrFormat( " - 20%06.0f", RKD % 1000000 ) + " - Renko Chart : Last Value = " + RKC * Brick + " H: " + RKH + " L: " + RKL + ", Brick Size = " + Brick;
GraphXSpace = 5;

Use this code based on Average Daily movement. You can change the value that suits you.
_SECTION_BEGIN ( "True Range");

NDays=Param("Number of Days",14,1,50,1);
DayC=TimeFrameGetPrice("C",inDaily,-1);
NDaysDHLAvg=0;
for(i=1;i<=NDays;i++)
{
DayH=TimeFrameGetPrice("H",inDaily,-i);
DayL=TimeFrameGetPrice("L",inDaily,-i);
NDaysDHLAvg=NDaysDHLAvg+(DayH-DayL);
}
NDaysDHLAvg=NDaysDHLAvg/NDays;

ADM= NDaysDHLAvg; // Average Day Moment
_SECTION_END();


_SECTION_BEGIN("MODIFIED RENKO");
// Modified Renko Chart with custom date axis
// and high/low winks
// Loosely based on Renko chart formula by G. Kavanagh
// from AmiBroker on-line formula library (id=521)
// Modifications & fixes TJ 2014

function FillRun( dir, num, changedir )
{
global i, j, modified, dt, 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 );
RKD[ j ] = dt[ i ];
RKH[ j ] = High[ i - 1 ];
RKL[ j ] = Low[ i - 1 ];
}
}

SetBarsRequired( sbrAll, sbrAll );
Brick = LastValue(ADM/14);
reverse1 = 2;
intra = ParamToggle( "Intraday", "No|Yes", 0 );
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;
dt = IIf( intra, floor( TimeNum() / 100 ), DateNum() );

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 <= RKC[j] - 1 AND dir < 0 ) // Continue down
{
num = RKC[j] - CF;

FillRun( dir, num, False );
}
else
if ( CR >= RKC[j] + reverse1 AND dir < 0 ) // Change down to up
{
num = CR - RKC[j];
dir = 1;

FillRun( dir, num, True );
}
else
if ( CR >= RKC[j] + 1 AND dir > 0 ) // Continue Up
{
num = CR - RKC[j];
FillRun( dir, num, False );
}
else
if ( CF <= RKC[j] - reverse1 AND dir > 0 ) // Change up to down
{
num = RKC[j] - CF;
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 );

m1 = MA( (C+H+L)/3, 8 );
m2 = MA( C, 8 );



Cover = Cross( m2, m1 );
Sell = Cross( m1, m2 );

Buy = C>Ref(C,-1);
Sell = C<Ref(C,-1);

Short = Sell;
Cover = Buy ;
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short = ExRem(Short,Cover);
Cover = ExRem(Cover,Short);

PlotShapes( shapeUpArrow * Buy, colorGreen, 0, m1);
PlotShapes( shapeDownArrow * Sell, colorRed, 0, m1 );
PlotShapes( shapeHollowUpArrow * Cover, colorGreen, 0, m1, -25);
PlotShapes( shapeHollowDownArrow * Short, colorRed, 0, m1, -25 );

color = IIf( Flip( Buy, Sell ), ColorRGB( 220, 255, 220 ),
IIf( Flip( Short, Cover ), ColorRGB( 255, 220, 220 ), colorWhite ) );

//Plot( 1, "", color, styleArea | styleOwnScale, 0, 1, 0, -1 );

GraphXSpace = 5;
_SECTION_END();
 

Similar threads

Broker Special Offers

Zerodha – Open Paperless Account

Open online account with Zerodha. Free delivery trading and Max Rs 20 for Intraday, F&O, Currency and Commodity Trading. Intraday High leverage with MIS, CO and BO.

Name:Phone:
Email:City:
State:
Are you a day trader?