With 'reverse order' I meant from new to old. New data is appended at the begin of the series. Shifting them could theoretically be avoided with some tricks, for instance allocating a larger array and moving its pointer. However such tricks are not used in the current Zorro version. The shifting has not much effect on the backtest speed.
Ah, I see. OK then, it seems that you don't think that it's impossible to implement renkos as things stand, so I'll continue hacking. I do have some new ideas now.
I only miss your answer on the topic of applying standard Zorro analytics tools (indicators etc...) on the normal C arrays? Can that work? Say, I implement a C array, order the elements as needed, can I then give it's pointer to the RSI() and have the calculations done, the same way as if I provided a series to the function? I think this is crucial.
