Aligning Renko-type bars with price level?

General Discussions
1

I like to use Renko bars and Ninzarenko bars. For example, I might use a 20-tick (5-point) bar on a NQ chart. I would like the bars to align on the 10 and 5 point levels (5, 10, 15, 20, etc). Is there a way to make the first bar of a session align on the nearest 10 or 5 point level?

2

I figured it out. Just a one line change in a customization copy of RenkoBarType…

In OnDataPoint() method…

// Adjust close of first session bar to align with multiple of 5. 
close = close - (close % 5);	// <------		

renkoHigh	= close + offset;
renkoLow	= close - offset;
3

Would need extra code to check the instrument (e.g. CL vs NQ) to use the correct mod value so to avoid distorting the actual opening of the session too much.