TPI Pro

TPI Pro is a premium custom bar type for NinjaTrader 8 that creates advanced Renko-style candles with overlapping bricks, delivering smoother trend visualization and earlier signal detection compared to standard Renko charts. Built from the ground up as a high-performance BarsType plugin, TPI Pro installs directly into NinjaTrader's chart type selector and works seamlessly with every indicator, strategy, and drawing tool in the platform.

Standard Renko bars use a fixed brick size, and each new brick forms only after price moves the full brick size in one direction. This creates clean charts but introduces significant lag, especially with larger brick sizes. TPI Pro solves this with its dual-parameter engine: Brick Size controls the body height of each candle (in ticks), while Trend Threshold controls the step distance between consecutive bricks. When Trend Threshold is set lower than Brick Size, bricks overlap, creating a denser, more responsive chart that captures trends earlier without sacrificing the noise-filtering benefits of Renko.

For example, with a Brick Size of 15 ticks and a Trend Threshold of 5 ticks, each brick body spans 15 ticks but a new continuation brick forms after only 5 ticks of movement. This means bricks overlap by 10 ticks, and trend changes appear on your chart three times faster than with a standard 15-tick Renko. Reversal candles require 30 ticks (2x Brick Size) of counter-trend movement, ensuring that noise and minor retracements do not generate false reversals. Reversal bricks display wicks to show the full price excursion during the reversal, while continuation bricks remain clean with no wicks, making it easy to distinguish trend continuation from reversal at a glance.

Setting Trend Threshold to 0 converts TPI Pro into a standard Renko chart where the step equals the brick size and there is no overlap. This gives you the flexibility to use a single bar type for both traditional and enhanced Renko charting without switching between different chart types.

The brick formation engine handles all edge cases that other Renko implementations often get wrong. Gap bars are filled automatically when price jumps multiple steps in a single tick update, ensuring no price gaps appear on your chart. Session resets are handled cleanly when enabled, closing the previous session's forming bar and starting fresh. The recovery system restores trigger levels correctly after workspace reloads or NinjaTrader restarts, so your chart always rebuilds accurately without distortion.

Real price extremes are tracked during brick formation and displayed as wicks on completed bricks, giving you honest price information without compromising the clean structure of the Renko chart. The forming (live) bar updates in real time with actual high and low values, providing transparency into current price action before the next brick completes.

TPI Pro uses BarsPeriodType 1742 and builds from tick data for maximum precision. It is fully compatible with all NinjaTrader 8 indicators, strategies, market analyzers, and automated trading systems. Default settings are 15 ticks Brick Size with 5 ticks Trend Threshold, optimized for ES (E-mini S&P 500) futures, but the parameters are fully adjustable for any instrument and any trading style. Whether you trade index futures, crude oil, forex, or stocks, TPI Pro adapts to your market with two simple parameters.