Renko Trend Strategy Research

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progster
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Renko on SPG for 2007 (Full Year)

Postby progster » Mon Jan 28, 2008 2:17 pm

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Renko.SPG.5m.2007.DemoEq

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progster
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Renko on DE for 2007 (Full Year)

Postby progster » Mon Jan 28, 2008 2:18 pm

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progster
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Renko on JEC for 2007 (Full Year)

Postby progster » Wed Jan 30, 2008 2:09 pm

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progster
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Renko on MLM for 2007 (Full Year)

Postby progster » Wed Jan 30, 2008 2:11 pm

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Renko.MLM.5m.2007.DemoEq.png
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progster
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Renko on ESI for 2007 (Full Year)

Postby progster » Wed Jan 30, 2008 2:12 pm

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Renko.ESI.5m.2007.DemoEq.png
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progster
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Re: Renko Research

Postby progster » Mon Feb 11, 2008 5:14 pm

Summarizing what's presented above, there are:

  • Two 3-month studies (AAPL and ER2)
  • Thirteen 1-year studies ( GS, FLR, MON, BSC, CME, ICE, PCP, FGX, SPG, DE, JEC, MLM, ESI )
(As a benefit and "Thank you!" to my Renko Trend A customers, all of the above and more is available as all-iterations, all-parameters, formatted, downloadable spreadsheets in the CFT Renko Trend A customer collaboration area.)

Anyone else who has Renko-based research they would like to share (from any platform, on any symbols(s) or timeframe(s)) is invited to add on to this topic. Certainly there are many different ways to trade using Renko analysis. Cheers!

apfx
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Re: Renko Research

Postby apfx » Thu Jun 05, 2008 9:05 pm

progster wrote:Summarizing what's presented above, there are:
Anyone else who has Renko-based research they would like to share (from any platform, on any symbols(s) or timeframe(s)) is invited to add on to this topic. Certainly there are many different ways to trade using Renko analysis. Cheers!


Hello Progster,
I'm a Point and Figure fan and AB user. Can you share the entry and exit rules you use I would like to run the same back tests using P&F.
IMO. P&F depict the same way as Renko the price action yet are more versatile for pattern recognition coding.

My compliments for this Board.
Aron

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progster
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Re: Renko Trend Strategy Research

Postby progster » Thu Jun 05, 2008 11:38 pm

Aron,

Thanks for your kind words about the board. :)

In this topic, the research I've posted above uses basic rules to go long when the Renko bricks turn from red to green, and go short when the Renko bricks turn from green to red. IOW, get onboard in the direction of the newly established trend.

Optimization is then done across the range of brick sizes.

There are pictures and some explanation on the Renko Trend Strategy A product page .

I think your idea of taking a similar approach using P&F is very interesting. It will be great if you are able to do that and post some results here.

Also, I agree that P&F can be traded based on patterns, and generally speaking, the same pattern ideas could be applied using Renko bricks as the base. Renko reduces the definition of patterns to a sequence of numbers, and then let's you optimize across brick size to find out the scale at which the market honors a pattern (if it does).

Thanks for writing!

P.S. I'm out of town starting tomorrow for a week, so please excuse any delay in responses in the immediate future.


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