Forum: NinjaTrader
July 19th, 2010, 12:38 PM
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Replies: 14
Views: 6,103
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Forum: NinjaTrader
July 19th, 2010, 12:07 PM
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Replies: 14
Views: 6,103
Even live, it is likely you would be filled at...
Even live, it is likely you would be filled at the open minus a tick. If you are getting an uptick forcing the bar to close, that is likely someone buying the ask, and the bid is likely a tick lower,...
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Forum: NinjaTrader
July 19th, 2010, 11:35 AM
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Replies: 14
Views: 6,103
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Forum: NinjaTrader
July 15th, 2010, 12:43 PM
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Replies: 14
Views: 6,103
Renkos have a fundamental problem in that the...
Renkos have a fundamental problem in that the "open" of the next bar is not known until the next bar closes.
The algorithm for building a renko bar typically starts accumulating ticks for a new...
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