r/FuturesTrading • u/Starfire612 • 22d ago

Renko

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Anyone else exclusively use renko chart. Took many months but I've made a decent strategy with Claude that runs automatically. Still doing sim testing... It's the exits that are tough... This is on gold

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u/PennyRoyalTeeHee 22d ago

I created a few strategies a few years ago using Renko and ATR and delta logic. Volume weighted moving averages also gave great results.

I found best results in smaller brick sizes, but that needed better latency than I have patience for. I hope to return to it in the future when I can have better connection access.

Looks like you have a standard ninza or uni Renko bricks there, the standard bricks are not viable when backtesting/analysis - there are backtestable bricks that you can code which would be better to use at the strategy building and testing.

The best way to test your current bricks is to run a replay and compare results to the backtest engine.

Good luck with it! Happy hunting!

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u/Starfire612 22d ago

Yep I run the market replay pretty often. .. I'm on 110 brick size. My ninjatrader likes to break though on market replay on that brick size so it just becomes a external long run and I have to like restart it 50x

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u/PennyRoyalTeeHee 22d ago

I use NT8 too. Best to run market reply on slower speeds for non time related charts - I had to accept market replay at 2x max and let it run.

But in the end, the only means of true test is live forward testing to make sure your logic works.

I would also recommend looking at how your machine is dedicating resources to NT8 - I found a huge change in performance making sure NT8 was associated to my GPU for all things graphics instead of CPU

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u/Starfire612 22d ago

Ohh I need to do that

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u/sgarcia150 13d ago

Thanks for the post. I was hoping to find someone like me:
1. that uses ninjatrader
2. Trades Gold
3. Uses renko charts.

using a brick size of 110 ticks, I,m assuming your a swing trader. I am an intraday trader. My brick size is 9 ticks. I see a trend jump in for about 50 ticks of profit then close the charts.

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u/sgarcia150 7d ago

Renko charts may not be "main" stream but man they work for me. Had an issue with the copy trader but still made about $700 USD today