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.
Yeah, right. I forgot the main problem with the approach. You can use the bars only for backtesting, not for trading.
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.
Sure. That will be in v2, if any decent strategy comes out from this test data. And I'm still learning programming in Lite-C... So far, so good.
