// Modified Renko Chart with custom date axis
// and high/low winks
// Loosely based on Renko chart formula by G. Kavanagh
// from AmBroker 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 );
reverse = 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] + Reverse 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] - Reverse 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;