I know this post is a couple years old but I'm trying to create my own Renko charts (in .NET) and I find one of the challenges is not knowing which came first the high before the low or vice versa. This would make your charts look vary as you could have green, red, green where low happens before the high or green, green, red if vice versa where high happens before the low. How did you account for this?
while calculating Brick size you have used n=50. While plotting RENKO you have to use ATR=50 only no? why you have used ATR=14?
Do you have any article where you are using this renko bricks to trade in Live market? Plotting a graph with old data is meaningless unless you are using it for visual backtest. It will be more interesting to know how renko can be used for real trading say using a websocket data and avoiding repainting of bricks. Renko is highly susceptible to repainting.
Siva
Can you give code on how to plot fixed price bricks.