Algos and Renkos

I've been working on resolving the issue with Algos and Renkos related to the fact that Renko bars don't have wicks, which means that stops and targets were problematic to backtest.


I've made some good progress as you can see from the chart below of the DAX today. The big plus for Renkos is the lack of noise in the charts. That same benefit was their downside as well. It was notable that the different charting packages each draw Renkos a little differently.