BackTesting w/Renko

[yurips]

I have a strategy I'm trying to backtest using a Renko chart. But it appears that whats being tested is the time interval that the Renko is applied to - that is, the time interval expressed as a bar chart rather then a Renko chart.

I setup a forward test using the integrated paper-broker and its working fine, but it will take a couple of weeks --- is there a way to backtest with Renko?

[eSignal_JasonK]

Hello Yuri,

Yes there is. What you have to do in your code is look for the change in the time stamp of the bar that is being processed compared to the prior bar. This is the trigger at which the new renko bars get drawn that duplicates the processing that you would experience in real time.