I think that it should not be "too difficult" to implement Renko bars in Zorro, though maybe I'm over-simplifying quite a lot here.

I *think* traditional indicators and performance metrics could survive and still work (because they are only looking at the price/trade series data). But I think you'd want to have additional indicators added to specifically support Renko.

For example, on a candle chart we may plot an MA crossover and say that when the short MA crosses the long MA, then that is a buy signal. However, since the MA function is based on price series, it would then not line-up correctly when overlayed on a Renko chart.

Instead, it seems like some sort of filter would need to be applied to the series, to group it into Renko bars instead of traditional candle bars. This filter would need to be applied *before* calculating the MA data point. Is that correct? You are still using the same signal to identify the trend change, but now you've abstracted time and have filtered price through the Renko rules. The effect is that you cluster prices together irregardless of time.

If you stop to think about it: Renko (or other time-independent methods) makes perfect sense. I think everyone would agree that the market moves on *its own* time schedule and will not allow itself to be boxed in like that. That is why I think time-based methods are flawed.

By the way, I'm only speaking about Renko in a general sense. I briefly studied Range Bars and determined that Renko was better. I have not heard of Median Renko yet.