Hello everybody, I have promising results in backtest of a system based on Renko bars. However, when I test it live it behaves almost the opposite way.
It seems that all the parameters for TP and SL disregard renko bar close and instead act on regular bars which in turn are more volatile and hit the stops way faster than renko would.
Has anyone experienced this issue? All feedback is welcome.

Would removing the set(TICKS) flag work so that parameters are checked at renko bar closes instead of at every tick within the bar?

If you would not use the TICKS flag, TP and SL would indeed react on the Renko price instead of the real price. But you'll not be happy with that, since I doubt that a broker sells you an asset at the Renko price.

But I need to reproduce my amazing backtest results in live trading!

Thanks JCL, your feedback is greatly appreciated.