Hey guys just wondering if anyone else has noticed this, for BetterRenko bars with tick data (Ninjatrader), sometimes for even liquid instruments, the bars are made up of ticks of say 400 shares traded total for a 4 brick, at other times during the day, the Renko bars are made up of 1 million shares. Obviously that doesn't make sense for validating some of the prints. Usually this occurs say at 9:30, 9:31, 9:33, etc.
Just wondering if anyone has a strategy for dealing with low volume Renko bars?
Just wondering if anyone has a strategy for dealing with low volume Renko bars?
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