Thanks for that script! It should work well for trading with Renko bars, only in the chart they are of course plotted with different width because the x axis is based on price bars, not on renko bars.
I do not believe that a profitable system is possible with Renko or similar artificial bars. But if you nevertheless want to pursue that further, we can implement a Zorro function for building price bars in a user defined way. Renko bars will then be plotted correctly and your above script will become somewhat simpler. Of course this method has many limitations, for instance you can have only one asset - portfolio trading is not possible. But let me know if you still want to continue with Renko research and we'll implement that.
I think I'll never stop being interested in this kind of artifical bars (or at least not before I conclude my research with them and possibly come to the same conclusion as you, that they're not really profitable). But to continue I'd really need a decent setup to work with. You're right, with the script I attached, it's almost possible to run various tests and strategies. Unfortunately without a proper charting support, it's not really comfortable. Proper visualization is absolutely required at this stage.
So, my answer is yes, if you can improve the support in Zorro for such kind of bars, I would gladly continue my research. The only question is how much effort on your part is needed to support them properly. I leave that decision up to you. Because for the first time it looks non trivial, and I certainly wouldn't want to distract you from all other great improvements that you're working on and adding to now my absolutely favorite platform for system deveopment.
