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BetterRenko problem with CL


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BetterRenko problem with CL

  #1 (permalink)
 
AdvancedIndicators's Avatar
 AdvancedIndicators 
Winnipeg, MB, Canada
 
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I'm using BetterRenko bars (v2 from download section) and experiencing problems with CL. Attached screenshot contains one chart with bars as they formed real-time (left), and another chart - opened after the close (right). Screen time is Pacific and CL session template is 'Nymex Energy RTH' - the default one. BetterRenko doesn't seem to have these problems with FDAX, GC, etc.

I did delete all downloaded market data and cache and downloaded everything fresh twice last week, and got the same results with CL. No other problems with NT.

Could it be CL's large volume? Meaning, updates are coming so often that the code executes out of order messing up renko levels?

Anybody else experiencing this?

My setup:
Windows 7 Home Premium 64bit
NT7 32bit (latest)
Mirus / Zen-Fire
Pacific Time

Thanks in advance.


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  #2 (permalink)
 
cory's Avatar
 cory 
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dobuye View Post
I'm using BetterRenko bars (v2 from download section) and experiencing problems with CL. Attached screenshot contains one chart with bars as they formed real-time (left), and another chart - opened after the close (right). Screen time is Pacific and CL session template is 'Nymex Energy RTH' - the default one. BetterRenko doesn't seem to have these problems with FDAX, GC, etc.

I did delete all downloaded market data and cache and downloaded everything fresh twice last week, and got the same results with CL. No other problems with NT.

Could it be CL's large volume? Meaning, updates are coming so often that the code executes out of order messing up renko levels?

Anybody else experiencing this?

My setup:
Windows 7 Home Premium 64bit
NT7 32bit (latest)
Mirus / Zen-Fire
Pacific Time

Thanks in advance.

no, no problem here but my session template is <use instrument setting> any other template seems mess up.

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  #3 (permalink)
 dmh24 
Denver, CO
 
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That's very odd, which provider are you using to build in real time? If you open a T&S next to the chart does it look like you are missing ticks or anything of that nature?

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  #4 (permalink)
 
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 cory 
virginia
 
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dmh24 View Post
That's very odd, which provider are you using to build in real time? If you open a T&S next to the chart does it look like you are missing ticks or anything of that nature?

I use AMP/CQG I didn't see any hold in DOM I don't use T&S

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  #5 (permalink)
 
AdvancedIndicators's Avatar
 AdvancedIndicators 
Winnipeg, MB, Canada
 
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dmh24 View Post
That's very odd, which provider are you using to build in real time? If you open a T&S next to the chart does it look like you are missing ticks or anything of that nature?

I'm using Zen-Fire with Mirus. Have not checked T&S but 1-minute real-time chart looks just fine. I may try ES tomorrow for that's another large volume instrument.

P.S. I have fast internet (25 down / 10 up), so there are no delays there.

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  #6 (permalink)
 dmh24 
Denver, CO
 
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dobuye View Post
I'm using Zen-Fire with Mirus. Have not checked T&S but 1-minute real-time chart looks just fine. I may try ES tomorrow for that's another large volume instrument.

P.S. I have fast internet (25 down / 10 up), so there are no delays there.

Ah ok, guess it was in tags too but I didnt notice 'em, thanks for the info. I'm curious if you will get the same issue w/ something like the ES. I use BetterRenko on Zenfire as well, I'll watch CL today to see if it works.

Well, ping time and bandwidth are two seperate issues unless you really swamp out your connection of course but I doubt thats a factor here.

Also, is there some reason you're using 12-11 over 11-11 expiry? Big volume difference between the two

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 cory 
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dmh24 View Post
Ah ok, guess it was in tags too but I didnt notice 'em, thanks for the info. I'm curious if you will get the same issue w/ something like the ES. I use BetterRenko on Zenfire as well, I'll watch CL today to see if it works.

Well, ping time and bandwidth are two seperate issues unless you really swamp out your connection of course but I doubt thats a factor here.

Also, is there some reason you're using 12-11 over 11-11 expiry? Big volume difference between the two

I didn't know he used 12-11 then of course it is full of holes.

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  #8 (permalink)
 dmh24 
Denver, CO
 
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cory View Post
I didn't know he used 12-11 then of course it is full of holes.

yeah just noticed that it wasnt front month in screenshot.. Wonder if he has merge back-adjusted on so it'd merge after he pulled historical

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  #9 (permalink)
 
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 AdvancedIndicators 
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dmh24 View Post
yeah just noticed that it wasn't front month in screenshot.. Wonder if he has merge back-adjusted on so it'd merge after he pulled historical

That was it - I changed the front month and it looks fine now. Thanks guys for pointing it out - I guess I spent too much time with FDAX, 6E, GC, etc and got complacent with CL.

Thanks again.

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  #10 (permalink)
 ness1g 
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IM sorry I haven't posted anything but im so overwhelmed with so much information, knowledge, subjects, indicators to cover and learn about , I bearley have time to post. With time I'll get more involved. You have no idea, Bigmiketraing is amazing

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Last Updated on December 20, 2011


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