My TradeStation strategy runs on what TS calls "Mean Renko" bars. The bars are offset by 50%. So next bar's Open is 50% of the previous high-low.
I'm testing my NT8 strategy on NT*'s Renko bars (which is a full close = open bar) and the same parameters does not yield the same results. Optimization results are also different.
Is there a way to use / construct / create / customize the NT8 Renko as a TS Mean Renko (as pictured).
Many Thanks, Caesar.
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