ATR (backtestable) Median Renko bars

1. Overview    We are proud to present the first ATR-based median Renko bar type for NinjaTrader. As many already know ATR stands for Average True Range and is commonly used to determine market volatility. Many traders love Renko bars because they filter out much of the noise and provide a very clear picture of the market. Also, many indicators perform much better on Renko charts than on time/tick or volume-based charts. However, until now many Renko traders struggled to find the correct Renko brick size. Markets are always changing and the Renko brick size you used an hour ago might not be the best one to use at this moment.  If your Renko brick size is too small the bars form very quickly and you won't filter the noise out of the market. On the other hand, if your brick size is too big then you will have to wait a long time before a new bar is formed and your stop losses might become too big to tradeThis is why we designed the ATR-based Median Renko bar. automatically adjusts the