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I'm trying to program a strategy in NT7 using unirenko bars. Basically it looks for a setup using minute bars then uses a unirenko reversal bar as the trigger to place the trade. I'm having an issue getting the strategy to recognize the open/close prices of the unirenko bars. I have read a lot of forum posts here about getting it to work but it doesn't seem to be working for me.
I'm using unirenko v4 from the downloads at NexusFi. If I use the minute dataseries and add the unirenko in the strategy with Add(PeriodType.Custom5, 002004004), in the output window I only get one data point for the unirenko open and close. That data does not update even though the unirenko chart does.
If I use unirenko as the primary dataseries I only get a value of zero for the open and closes of the unirenko bars.
I've read that that unirenko does not backtest well but I am testing it using the market replay connection. I assume NT handles market replay data the same as a live connection.
Does anyone have any ideas?
Can you help answer these questions from other members on NexusFi?
Having the same issue. In real time and replay it's good, but when I reload it looks the Holy Grail of Trading
What can I add to strategy that so that it reads that accurately historically.
I've seen the hybrid renko. Is it a matter of changing the actual bars or can code be added to address. Thanks
I may be off base on this, but as I understand your problem since you are looking for a unirenko reversal, you already know how far price needs to move off the setup for a qualifying price move, so can you just place a trailing stop order?
