JuliaQuant / MarketTechnicals.jl

Technical analysis of financial time series in Julia
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Renko #99

Open balupton opened 7 years ago

balupton commented 7 years ago

Any plans for Renko support?

iblislin commented 7 years ago

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 commented 7 years ago

@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 commented 7 years ago

ha, I see! Thanks for point that out!

femtotrader commented 7 years ago

Same feature request with Indicators.jl (based on Temporal.jl) https://github.com/dysonance/Indicators.jl/issues/4

balupton commented 7 years ago

@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 commented 7 years ago

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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