Hi,
I am trying to produce a renko result like this, from Oanda / TradingView:
https://i.imgur.com/rH14Xcq.pngHowever, when using the renko consolidator with the same brick size, I get this. It is still very noisy.
https://i.imgur.com/xiqXVBU.pngThe Oanda/TradingView model uses a 2x reversal to draw an opposing brick, while Quantconnect uses overlapping reversals (which is useful in some cases). I would like to emulate the Oanda behaviour.
Is there any way to customize this? I need to feed this into indicators as well.
Thanks for any help.
Derek Melchin
Hi LE,
We have an open GitHub Issue to address this. We recommend subscribing to the issue here to be notified of our progress.
Best,
Derek Melchin
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LE
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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