UniRenko Charts & Slippage & Historical Data

[Genesis2021]

Hello,
Maybe I can find an answer here.

When I try to use a Chart Data like UniRenko T1R7O1 this of course, makes for a fairly fast moving chart.

My issue, (please see attachment.) Is many times the Trades are plotted as if slippage got between the Trade enter and confirmation on the chart. Meaning the charts plot sometime 3 and 4 ticks off the price action. It does not seem this should be possible, but maybe it is, and I do not understand Slippage the right way.
Besides, I did not think slippage happened on playback mode anyway.

Main Question is this, is this really a slippage issue in price somehow in playback mode? On the other hand, is it simply UniRenko Bars can only be accurately tested in forward mode with real live data?

This plots incorrectly, probably 50% or more of the time when I try Historical data testing.
Some Trades it looks like everything is correct.

Any suggestions on how I can correct this issue?
I am using a simple strategy with fixed targets, and calculation mode is “On Bar Close”

Thanks
GM

[NinjaTrader_Jesse]

Hello Genesis2021,

While I can't really comment on the unirenko directly it would be expected that any renko bar type would need to be forward tested in realtime to be accurate. Historical will not allow renko logic to work as it does in realtime which can lead to discrepancies. This is due to how renko bars are built.

If you are seeing accurate results in forward testing then it would be safe to say that you are likely hitting one of the various differences between historical and realtime testing with renko bars.

[Genesis2021]

Thank You Jesse
Best Regards
Genesis

Could it be correct to say,

Only Time charts should be tested in any playback mode for accuracy sake?

[NinjaTrader_Jesse]

Hello Genesis2021,

Not necessarily, The reason this is the case is the nature of the Renko bar. Renko bars on real-time data re-draw the open based on the direction of the bar. This can not be simulated historically. Backtesting in the Strategy Analyzer is done over the historical data. Each bar in the historical collection has an Open, High, Low, and Close. The OHLC is static and does not change, therefore the accuracy of a Renko backtest is never 100%.

Some more custom bars types have special logic like this, time tick based bars in general don't share that requirement.

[zacwhitesi]

Hi Genesis,
You can try the Backtest Renko... https://www.sharkindicators.com/prod...testrenko-bar/