Hi guys!

I tried to experiment these last few days with the renko bars example found on the zorro manual:

Code:
var BarRange = 0.0005;

int bar(vars Open,vars High,vars Low,vars Close)
{
  Open[0] = round(Close[1],BarRange);
  if(Close[0]-Open[0] >= BarRange) {
    Close[0] = Open[0]+BarRange;
    High[0] = Close[0];
    Low[0] = Open[0];
    return 1;
  }
  if(Open[0]-Close[0] >= BarRange) {
    Close[0] = Open[0]-BarRange;
    High[0] = Open[0];
    Low[0] = Close[0];
    return 1;
  }
  return 4;
}


Then I coded a very simple strategy to buy after two consecutive bullish bars and sell after two consecutive renko bars. The results were too good to be true, so I thought that there must be something wrong. The logic seems fine and when I zoomed on the resulting chart, it seemed ok and to be executing the trades correctly.

My last experiment was to trade it live on a demo account yesterday and today I did the simulation for yesterday just to compare. When I did that, I found that Zorro is not doing the same on the demo account as it did on the simulation. Of course, the demo test was a complete fail, with trades resulting in fractions of a cent and doing a ton more trades than the simulation on the same period of time.

Can anyone help me understand what is going on here? Is there a bug on the backtesting of renko bars? Do I have to set up something additional to make it work in live or demo trading?

Any help would be very helpful, thank you!!