I believe I fixed the issue by adding the Renko as an extra series. The primary chart is a normal chart using tick data. My strategy involves entering/exiting trades when the Renko bars cross above/below various indicators. Because I don't want to use Renko for market orders, but just as an indicator, I use "BarsInProgress() == 1" to check for my entry condition, and if there is an entry condition, I set a class level boolean and wait for "BarsInProgress() == 0" and then call EnterLong() or EnterShort(). If I set my orders from the Renko BarsInProgress I get a profit factor of 4, if I run the same EA but use the primary BarsInProgress(), I get a profit factor of 0.25. That would tell me I am approaching the issue correctly and perhaps have solved the problem of backtesting Renko charts, but making market orders off of the actual current tick prices.
Does this sound correct? Also am I missing anything else when using the Renko charts as an indicator? For example if I check if Renko is above/below an EMA, can that be trusted?
Thanks.
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