Then for a true "timeless Renko", it seems there are three workarounds:
1) With bar(), use tick data instead of 1-minute bar data, and it'll solve 99.9% of the problem.
2) With bar(), draw an extra-long Renko bar when the price moves too far.
3) Using tick() or run(), make your own homebrew Renko bars. But these bars would not plot on the price chart. You can check it by printing OHLC etc to CSV.
The first solution alone would work for single asset and single renko frame scenario.
Otherwise, I think series holding renko values should be managed with tick() function using tick data. Because, according to manual, bar() cannot be used in multi-asset strategies, or in strategies with multiple bar types. The manual also suggest managing series in run() which still depends on BarPeriod. This would lead the same issue above unless run() can be called tick by tick? Isn't 1 second is the minimum BarPeriod?
