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Bad data in Renko feed
 Post subject: Re: Bad data in Renko feed Post rating: 0   New post Posted: Fri 19 Dec, 2014, 17:53 
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There are also problems with order representations on renko charts. I have an open order on GBPUSD and i can see it (entry, sl level, tp level) on regular candlestic chart (1m, 5m, 30 min etc.) but when I switch to any kind of renko chart, there is no information about the order as it wouldn't exist. Tried restart, didn't help. I opened another test trade and I can see it in renko chart, but when i change sl or tp level, the line stays at the same place and I can get it move to the new level only by changing the chart type (to bigger or smaller bricks or to candlestick etc.), the change in sl or tp gets displayed in Position tab immediately, so it has to do something with the renko chart configuration.
Also I have had problems with displaying 5 pip renko charts - i would get only a blank graph, sometimes with one big candlestick, in the same time I tried 1,2,3,4,6,7,8 pip renko charts and they worked fine, there is something specific with the 5 pip chart, but this problem occurs randomly. There are some problems in backtests as well with 5 pip chart visualization, sometimes it goes well and then one moment it stops drawing bricks, but the ask,bid line keeps moving and going forward, it would paint a blank graph. When changed to candlestick chart, everything goes normal.
And finally I am having problems with the USDRUB instrument on regular basis, especially with renko charts, it has freezed my platform multiple times.


 
 Post subject: Re: Bad data in Renko feed Post rating: 0   New post Posted: Sat 20 Dec, 2014, 00:12 

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Yes - I replicate both the vanishing order lines and the random oddities with 5 pip charts.

The drawing of orders on the Renko charts has been unreliable through multiple releases. The 5 pip issue is new.


 
 Post subject: Re: Bad data in Renko feed Post rating: 0   New post Posted: Fri 02 Jan, 2015, 17:34 

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When they will be available for live JForex the new features ?


 
 Post subject: Re: Bad data in Renko feed Post rating: 0   New post Posted: Mon 05 Jan, 2015, 11:51 
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Does the new year agenda include fixing the renko chart issues? :)


 
 Post subject: Re: Bad data in Renko feed Post rating: 0   New post Posted: Mon 19 Jan, 2015, 17:28 
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This will be fixed in JFOREX-4905 soon.

We plan to go LIVE with version 2.43 this week.


 
 Post subject: Re: Bad data in Renko feed Post rating: 0   New post Posted: Tue 20 Jan, 2015, 10:20 
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We did not find any problems with 5 points Renko calculation. Everything seems to be fine on EUR/USD. Please elaborate on the problem and provide more details.

Situation with USD/RUB is difficult nowadays as it has abnormal amount of ticks (price fluctuations). As you know, finding a good liquidity provider for this instrument is a challenge these days, so we add every one we can find. Unfortunately there is one LP, which quotes and cancels the same quotes immediately after, hence the often price changes. However, if the price is hit, he will execute the order well, so we have decided to keep him enabled.

As the calculation of Renko is set from all ticks and they are very many, the platform goes out of memory (java.lang.OutOfMemoryError: Java heap space). In order to avoid it, you need to increase the default max heap size or avoid calculating price based periods of small size bricks. The bid/ask spread of USD/RUB is over 500 points usually nowadays, so frankly, I do not see any point of calculating Renko with bricks of size less than that. Even Renko chart of 1000 points, which is the max brick size available in Jforex at the moment, is unusable.
500 point bricks are calculated easily with the same default max heap size of 512 MB.

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 Post subject: Re: Bad data in Renko feed Post rating: 0   New post Posted: Fri 30 Jan, 2015, 13:52 
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Available on LIVE since today.


 

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