Hi folks,

Been offline for a while apologies for jumping in.

A couple of questions strike me about this discussion, and forgive me for any ignorance displayed.

1) Why do you need to construct renko charts? I would have thought that any renko, grid or range bar type strategy could be implemented in code with variables and arrays focusing on the rules without having to shoehorn it into zorros bars? The advantage of this is it allows an evaluation of any renko entry/exit signal vs what the actual bar price is doing. I've toyed with Renko and Kagi charting on my discretionary trading and the big problem for me was where the price really was when the signal fired on the Renko/Kagi. I actually found them more useful for exits than entries, but drifted out of using them.

2) In abstracting time from price, why not start with fixed number of tick bars, i.e. zorro creates a new bar when it receives a fixed number of ticks. You would obviously need good quality tick data for any backtest. To me conceptually this makes more sense, as more bars will be drawn when something is actually happening, and few will be drawn when nothing is happening. I think this approach would be more compatible if the ultimate aim is not just the renko,kagi,strategies themselves but in applying the rest of zorro's tools and indicators.

3) what is the trade frequency you are looking for? (I'd like to ask what timeframe but that makes no sense ;-) ) i.e. strategies with the same trading frequency as say a daily or a 1 min traditional price/time strategy. If it is the latter my gut tells me that time of day would still matter.