So I've been building a ton of strategies on the Renko chart type this last month.
I've recently see anomalies on backtesting and have decided to inquire about it.
Long story short, the trade calculation on certain trades are 1 brick out:
Strategy: Enter trade with 1 brick up or down and exit 1 brick in negative direction.
As you can see below:
White bar: Trade entry
Black bar: Trade exit
Green dot: Exactly where the trade got exited
Now look at this example, and it's all over my 2 year backtest.
Code is triggering at the right place, hence the black bar and the dot but the line is being drawn incorrectly and thus 1 brick(20 pips in this case) too much.
This resulting in my losses being 20 pips less and some winners also pips more.
Thanks,
Phillip
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