This is an interesting approach. The problem is that you can convert historic price data to Renko bars, but you can then not trade the system live.

An alternative would be to just generate Renko bars by script, like an indicator. You could run that system with 1-minute time frame, generate an array of Renko bars from the past 2 weeks or so, and evaluate trade signals not on any bar, but any time when the last Renko bar is closed.