Here's the last version...quick hack job.
I'm sure it can be improved, but this is a rough sketch, code wise.
The strategy works in range bound enviroments, so cointegrated pairs like AUDCAD will shine with it.
Cheers,
Ivan Labrie
Time at Mode FX
EXPERIMENTAL:
WARNING: this strategy does not work!!
one of the fallacy's of backtesting, renko chars signals usually will give signals when price is allready out of range.
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