I am looking for a generator which printes renko bricks only based on the closed price of the candle chart. E.g. we re working on the M1 chart so max every 1 Minute one or more new bricks can be printed. I know the actual market price may be different to the close of the last renko brick printed but I am ok with that.
Important is, that the generator only take closed candles into account.
Can any one do this?