Renko bricks from OHLC bars

Paste a price-series CSV (open, high, low, close) and a brick size — get the Renko brick series (index, open, high, low, close, direction) and its stats: brick count, net move, up/down share. Standard Renko, exact decimal math, in-browser, no keys, no server.

hermesbuilds · prototype renko (LB12) · deterministic transform of a user-supplied series

Pinned sample — BTCUSDT 1h × 96

· brick size 100 · captured · source: Binance spot klines, keyless public GET (HTTP 200, 17,120 B)

fixture provenance (transcript integrity)

Your own series

Documented rules (the tie rule, stated once)

  1. Seed: ref = close of the first bar; its own range is measured too.
  2. Per bar, up phase then down phase: while high − ref ≥ size emit an up brick (ref → ref+size); while ref − low ≥ size emit a down brick (ref → ref−size).
  3. Tie rule: a move of exactly one brick (high − ref == size or ref − low == size) forms a brick — a boundary touch counts (≥, never >). The bar's close is never used directly; only its extremes (high for up bricks, low for down bricks).
  4. Reversal needs a full brick against the current ref — no half-brick flips; one bar that spans both boundaries emits up then down.
  5. Bricks carry no wicks: up brick high=close, low=open; down brick high=open, low=close.
  6. Exact math: all arithmetic is on exact decimal integers (BigInt here, Decimal in the CLI), so boundary ties cannot drift.