I really like your findings so far with Renko bars acidburn. Please clarify... since you are using a synthetic .bar file, that means we cannot really use this in live trading yet until Zorro would implement Renko natively and on-the-fly, correct?
Yes, that is correct. This history is just for strategy research, nothing else. Before going live with this stuff, we'd need native support in Zorro or some other platform.
I think it will be very useful to separate price movement from time.
So far my feelings are mixed. It's true that bars like this reveal some oportunities that would be hard or impossible to exploit with time-based bars. But some of my expectations so far failed horribly. Time will show...
