I tried with shitSeries(int Filter) in the current beta version 2.33.6b and didn't work...

void run()
{
BarPeriod = 1; // determines here the time resolution of the bar
StartDate = 20180601;
EndDate = 20180901;
LookBack = 0;
set(PLOTNOW);

while(asset(loop("EUR/USD","GBP/USD")))
{
_bar = Renko1;

vars O = series(priceOpen(),-LookBack), // series must be static here
H = series(priceHigh(),-LookBack),
L = series(priceLow(),-LookBack),
C = series(priceClose(),-LookBack);
if(nextBar(O,H,L,C)) {
// ... perform the algorithm. Use only static series.
// Do not use indicators that internally create series.

vars Closes = series(priceClose());
shiftSeries(3);
if(Closes[0]<Closes[1] and NumOpenLong<1)

{
enterLong();
}


if(Closes[0]>Closes[1] and NumOpenShort<1)

{
enterShort();
}

printf("#\nNew Bar");
}
plot("Renko",C,LINE,RED);
}
}
#endif[color:#FF6600][/color]