Renko Brick Calculator
Reconstruct a transparent close-based Renko brick sequence from chronological prices, one fixed brick size and a disclosed first-close grid anchor.
Enter chronological close values
Paste completed closes from one symbol and one consistent sampling interval, oldest first. The first close anchors the fixed price grid.
One positive raw-price amount in the same unit and precision as the entered closes.
One row per observation: Label, Close. Use commas, tabs or semicolons; omit a header row. Maximum 2,000 rows.
Entered-price Renko reconstruction
Entered Price Filter Charts 1.0.0.
| Brick | Source row | Direction | Open | Close | Reversal brick |
|---|
How this Renko brick calculator works
Continuation brick = last brick close ± fixed brick size
Up-to-down reversal threshold = last up-brick close − 2 × brick size
Down-to-up reversal threshold = last down-brick close + 2 × brick size
Version 1.0.0 starts at the first entered close and places no brick at the anchor. Before direction exists, an entered close must move at least one complete brick above or below that anchor. A price that crosses several levels can create several complete bricks from the same source row; the row label is retained beside every derived brick.
Once the sequence is rising, each additional fixed brick requires one full box above the latest brick close. A downward reversal requires two full boxes below the latest up-brick close. The first reversal brick opens one box below the prior close and closes two boxes below it, so its corner meets the lower corner of the previous up brick. The falling-to-rising rule is symmetrical.
All comparisons include equality: a close exactly on a continuation or reversal threshold forms the relevant brick. Remainders smaller than a full threshold do not create partial bricks. Because the calculation uses only sampled closes, it cannot know the intrabar path or reproduce a tick-built Renko chart.
A careful interpretation workflow
Start with the declared source, grid or pivot convention and the row-level audit trail. A cleaner chart is a lossy transformation of entered history—not new market evidence. Keep the original time-based data beside any filtered reconstruction.
- Confirm that every row is a close from the same symbol, quote precision, source and sampling interval.
- Read brick direction as reconstruction state, not as an instruction to buy or sell.
- Use the continuation and reversal thresholds to audit the next arithmetic branch, not to predict which level will be reached.
- Increase brick size to filter more entered movement; reduce it only after considering the 10,000-brick safety cap.
- Expect platform differences when the comparison uses OHLC, tick data, ATR bricks, percentage bricks, rounding or another reversal convention.
- Keep the original time-based bars if you need timestamps, gaps, spreads, slippage or realistic execution tests.
Worked example from the audited fixture
How to interpret the result
The visual proves only that the entered closes crossed the disclosed fixed levels. It does not show the path inside each source interval, a tradable timestamp, or an executable brick price. TradingView warns that Renko prices are synthetic and that accurate construction requires tick data; use this page for arithmetic reconstruction and parameter inspection, not order-fill backtesting.
Renko, Point & Figure and Zig Zag compared
All three reduce visible price movement, but they answer different reconstruction questions. Renko advances across a fixed brick grid, Point & Figure groups fixed boxes into alternating columns, and Zig Zag links confirmed extrema that survive a deviation threshold.
| Filter | Core input | State change | Time treatment | Excluded here |
|---|---|---|---|---|
| Renko | Fixed brick size | One-box continuation; disclosed two-box reversal | Rows can form zero or many bricks | Tick/OHLC and ATR/percentage variants |
| Point & Figure | Box size × reversal count | Same-column box or alternating X/O column | Rows can form zero or many boxes | High-low priority, patterns and objectives |
| Zig Zag | Pivot legs + deviation % | Confirmed opposite pivot or more-extreme replacement | Right-side rows create confirmation lag | Projected pivots and future reversal calls |
Use the ATR Calculator or Average Daily Range Calculator if you first need an observed volatility reference. This batch deliberately does not choose a box or brick size for you, because converting a historical range into a chart setting requires a separate declared rule and sensitivity review.
Assumptions and limits
- Two through 2,000 positive close observations are accepted; rows must be chronological and labels are descriptive only.
- The fixed brick size must be positive and use the same raw price unit as every entered close.
- The first entered close is the exact grid anchor; this can differ from a platform that rounds to an instrument-specific box grid.
- A two-box reversal is enforced; one-box and other Renko variants will not match this sequence.
- Only completed entered closes are processed. Intrabar highs, lows, order of movement and missing ticks are unknown.
- Synthetic brick opens and closes are filter levels, not evidence of bid, ask, fill, spread, slippage or tradable liquidity.
- No breakout, support, trend, profitability, optimal brick size, forecast or personal trading recommendation is produced.
Prepare close data before calculating
Export completed closes from one symbol, one broker or data vendor, one timeframe and one time zone. Keep every row in chronological order and use one consistent price scale. The page validates positive finite decimals and row structure, but it cannot discover duplicate timestamps, missing sessions, daylight-saving shifts or a mislabeled instrument.
Do not mix pips with quoted prices. If EUR/USD closes are entered near 1.1700, a ten-pip fixed box is normally 0.0010 under the common 0.0001 pip convention; JPY pairs and non-FX instruments use different price increments. The calculator works in raw entered price units and does not infer pip size, tick size, contract size or broker symbol suffixes.
Sampling matters. Daily closes, hourly closes and tick-by-tick movement can produce different filtered structures even when their first and last prices match. Record the source interval, date range, first-close anchor, parameters and model version with any exported observation so another person can reproduce the exact arithmetic.
For execution or backtesting, return to time-based bid/ask data and model spreads, commission, slippage, gaps, order latency and liquidity. Synthetic filter levels can be useful for visualization, but they do not prove when a market price was tradable or whether an order would have filled.
Frequently asked questions
- It anchors a fixed grid at the first entered close, adds one-box continuation bricks and requires a disclosed two-box move to reverse direction.
- A single sampled close can cross several complete fixed levels; the calculator creates each full brick and retains the source-row label.
- Yes. Version 1.0.0 uses inclusive equality for both continuation and reversal thresholds.
- Tick versus close data, sampling interval, grid rounding, OHLC source, ATR or percentage sizing and reversal convention can all change the bricks.
- No. They are synthetic filter levels and do not prove bid, ask, timestamp, liquidity or order fill.
- No. It evaluates one entered fixed size and makes no optimization, profitability or suitability claim.
- Not responsibly. Return to time-based market data with costs and realistic order sequencing for execution testing.
- No. Direction is reconstruction state only, not a forecast, BUY, SELL or personalized recommendation.
Sources and methodology
- TradingView — Understanding Renko charts — Documents fixed traditional brick sizing, placement thresholds, source choices and the synthetic-price warning.
- StockCharts ChartSchool — Renko Charts — Provides independent educational context for fixed-value, time-independent price filtering.
- TradingView — Advanced intraday chart types — Explains why non-standard chart construction can differ with source resolution and realtime projections.
The operational contract is Entered Price Filter Charts version 1.0.0. Independent fixture oracles, boundary equality, translation and scale transformations, validation, content guards and production isolation are tested before staging acceptance. Sources explain the broader chart families; the exact versioned choices on this page govern its output.
Continue the price-structure workflow
Compare chart feeds and execution terms
Before transferring a filtered level into live analysis, compare each broker’s historical feed, session boundary, quote precision, spreads, commissions and order rules. Two platforms can produce different Renko, P&F or Zig Zag structures from different source data without either arithmetic engine being broken.
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