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Renko #99

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balupton opened this issue Jul 26, 2017 · 6 comments
Open

Renko #99

balupton opened this issue Jul 26, 2017 · 6 comments

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@balupton
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Any plans for Renko support?

@iblislin
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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.

@femtotrader
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@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/

@iblislin
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ha, I see! Thanks for point that out!

@femtotrader
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femtotrader commented Aug 7, 2017

Same feature request with Indicators.jl (based on Temporal.jl) dysonance/Indicators.jl#4

@balupton
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balupton commented Aug 8, 2017

@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.

@femtotrader
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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

...

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