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Renko based strategy

Hi,

I am wondering whether anyone has tried to build strategies based on Renko bars? Until today, Quantopian still doesn't support it unfortunately and I just want to see how it can be potentially done in here? Much thanks

1 response

I found Ranko in Quantconnect,
But I think there is a problem in the way they calculate it,
Take a look here:https://www.quantconnect.com/forum/discussion/3129/renko-consolidator-unpredictable-behavior/p1