Учебник    
Взято из журнала "Stock & Commodities" Октябрь 2014 года.

In “Exploring Charting Techniques”

Creating A Trading Strategy, Part 3,” which appeared in the September 2014 issue of STOCKS & COMMODITIES, author Sylvain Vervoort continued his article series presenting a trading system based on modified renko charts and moving averages.
We are providing a ready-to-use formula for AmiBroker. It is based on the formula that Vervoort presented in his September 2014 article with the addition of trading rules, a colorized background, and moving averages for display in AmiBroker.

pic 

// Modified Renko Chart with custom date axis 
// and high/low winks 
// Loosely based on Renko chart formula by G. Kavanagh 
// from AmiBroker on-line formula library (id=521) 
// Modifications & fixes TJ 2014 

function FillRun( dir, num, changedir ) 
{ 
       global i, j, modified, dt, RKC, RKO, RKD, RKH, RKL; 

       for ( x = 1; x <= num AND j < BarCount - 1; x++ ) 
       { 
           j++; 

           extra = ( changedir AND x == 1 ) * dir; 

           RKC[ j ] = RKC[ j - 1 ] + dir + extra; 
           RKO[ j ] = RKC[ j - 1 ] + IIf( modified, 0, extra ); 
           RKD[ j ] = dt[ i ]; 
           RKH[ j ] = High[ i - 1 ]; 
           RKL[ j ] = Low[ i - 1 ]; 
       } 
} 

SetBarsRequired( sbrAll, sbrAll ); 
Brick = Param( "Brick Size", 0.001, 0.0001, 1.00, 0.001 ); 
reverse1 = 2; 
intra = ParamToggle( "Intraday", "No|Yes", 0 ); 
modified = ParamToggle( "Modified", "No|Yes", 0 ); 

// Convert the closing price to rising and falling rounded bricks 
CF = ceil( C / Brick ); 
CR = floor( C / Brick ); 

// initialize first element 
j = 0; 
RKC[j] = CF[0]; 
RKO[j] = CF[0] + 1; 
RKD = 0; 
RKH = 0; 
RKL = 0; 
dt = IIf( intra, floor( TimeNum() / 100 ), DateNum() ); 

dir = -1; // 1 is up, -1 is down 

// Loop to produce the Renko values in number of bricks 

for ( i = 1; i < BarCount - 1; i++ ) 
{ 
   if ( j >= BarCount ) 
       break; // no more room -> finish 

   if ( CF[i] <= RKC[j] - 1 AND dir < 0 ) // Continue down 
   { 
       num = RKC[j] - CF[i]; 

       FillRun( dir, num, False ); 
   } 
   else 
   if ( CR[i] >= RKC[j] + Reverse1 AND dir < 0 ) // Change down to up 
   { 
       num = CR[i] - RKC[j]; 
       dir = 1; 

       FillRun( dir, num, True ); 
   } 
   else 
   if ( CR[i] >= RKC[j] + 1 AND dir > 0 ) // Continue Up 
   { 
       num = CR[i] - RKC[j]; 
       FillRun( dir, num, False ); 
   } 
   else 
   if ( CF[i] <= RKC[j] - Reverse1 AND dir > 0 ) // Change up to down 
   { 
       num = RKC[j] - CF[i]; 
       dir = -1; 

       FillRun( dir, num, True ); 
   } 
} 

// move the chart to right end of chart space, ie last brick on last bar position 
delta =  BarCount - 1 - j; 

RKC = Ref( RKC, -delta ); 
RKO = Ref( RKO, -delta ); 
RKD = Ref( RKD, -delta ); 
RKH = Ref( RKH, -delta ); 
RKL = Ref( RKL, -delta ); 

C = RKC * Brick; 
O = RKO * Brick; 
H = IIf( modified, RKH, Max( C, O ) ); 
L = IIf( modified, RKL, Min( C, O ) ); 

Plot( C, "", IIf( C > O, colorGreen, colorRed ), styleCandle ); 

m1 = MA( (C+H+L)/3, 8 ); 
m2 = MA( C, 8 ); 

Plot( m1, "SMA Typ", colorBlue ); 
Plot( m2, "SMA Renko", colorOrange ); 

Cover = Cross( m2, m1 ); 
Sell = Cross( m1, m2 ); 

Short = Sell AND C < O; 
Buy = Cover AND C > O; 

PlotShapes( shapeUpArrow * Buy, colorGreen, 0, m1); 
PlotShapes( shapeDownArrow * Sell, colorRed, 0, m1 );   
PlotShapes( shapeHollowUpArrow * Cover, colorGreen, 0, m1, -25); 
PlotShapes( shapeHollowDownArrow * Short, colorRed, 0, m1, -25 );   

color = IIf( Flip( Buy, Sell ), ColorRGB( 220, 255, 220 ), 
         IIf( Flip( Short, Cover ), ColorRGB( 255, 220, 220 ), colorWhite ) ); 
             
Plot( 1, "", color, styleArea | styleOwnScale, 0, 1, 0, -1 ); 

xnum = floor( RKD / 1000 ); 
XChange = IIf( xnum != Ref( xnum, -1 ), 1, Null ); 

Plot( XChange, "", colorGrey50, styleHistogram | styleOwnScale, 0, 1 ); 

// Draw renko-date axis 
MonthNames = "Jan,Feb,Mar,Apr,May,Jun,Jul,Aug,Sep,Oct,Nov,Dec"; 
fvb = FirstVisibleValue( BarIndex() ); 
lvb = LastVisibleValue( BarIndex() ); 

for ( i = fvb; i < lvb; i++ ) 
{ 
 if ( XChange[ i ] ) 
 { 
   if ( intra ) 
      datetext = StrFormat( "%02gh", floor ( RKD[ i ] / 100 ) ); 
   else 
   if ( ( xnum[ i ] % 100 ) == 1 ) 
      datetext = StrFormat( "%04.0f", 1900 + ( xnum[ i ] / 100 ) ); 
   else 
      datetext = StrExtract( MonthNames, ( xnum[ i ] % 100 ) - 1 ); 

   PlotText( datetext  , i, LowestVisibleValue( Low ), colorGrey50, colorWhite, -20 ); 
 } 
} 

Title = Name() + StrFormat( " - 20%06.0f", RKD % 1000000 ) + " - Renko Chart : Last Value = " + RKC * Brick + " H: " + RKH + " L: " + RKL + ", Brick Size = " + Brick; 

GraphXSpace = 5;
—Tomasz Janeczko, AmiBroker.com
www.amibroker.com

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