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Renko historical chart - missing boxes


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I've noticed that on a Renko historical chart there are some missing boxes in MT when compared with an identical setup in QT. For example, setting a Renko historical chart with a .25 box size for symbol SPY is missing all the boxes for May 1,2, and 5. They show correctly in QT. Also similarly missing some boxes in April, and have noticed this on other symbols. Historical backfill seems to be working fine, as all days show up on a historical daily candle chart. And all the days and boxes seem to show up fine in MT with an intraday Renko chart.

 

TDA for feed and backfill. MT v.2354. Thanks.

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  • 2 weeks later...

Ok, I compared what QT and MT show for Renko with SharpChart's Renko:

 

1. QT apparently does Renko based on High/Low - if you compare QT's SPY Renko with box 0.25 to http://stockcharts.com/h-sc/ui?s=SPY&p=D&yr=0&mn=3&dy=0&id=p34684034574 - you will see that it matches.

 

2. MT does Renko based on Close - if you compare MT's SPY Renko with box 0.25 to http://stockcharts.com/h-sc/ui?s=SPY&p=D&yr=0&mn=3&dy=0&id=p29744363754 - you will see that it matches

 

I guess we should give the "Based On" option in MT. Will see.

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Thanks Mike. As Mr. Spock would say, "Fascinating" :-). It's great that you caught that.

 

Yes, the way it is currently set up in MT may work for some, but not for me. I need to see the Renko equivalent of what the daily candles are doing in their highs and lows during the days that are missing. This is very apparent in the SPY example when it made a swing high to just over 189 on 5/2, and that entire move is totally missing on the MT chart.

 

So if you could at least offer the option to choose High/Low that would be great.

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