Work flow for testing range bars

does anyone have a work flow range bar strategies?

I would not think so. You would need to have SQx to be able to support tick testing on  a strategy made on range bars. This is not supported yet i think it is difficult to do since when range bars is applied on a chart the indicators adapt to these bars and strategy is build on that. So backtester would need to find evry real entry/exit point and what the real price was and not the backtested price. Real price could be anywere within the range bar or even on the next or previous range bar really. Same goes for Renko bars.

I loaded Range bars and Renko bars in SQ3.  It did not create any better strategies then with time based bars so why bother. But maybe SQ4 can.

Ive produced some amazing startegies and back tested them on mt4 strategy tester. I have used birts data suite and used a-z invest.eu range bar tool as per guides on on sq and third party websites but not sure to best back test on SQ3. Im of the school of thought that its possible to perform all the standard monte carlo tests and also use differing range bars to  match the same style of testing different time frame on time based charts and also different market. I fully understand its not possible to back test tick data of range on sq3 but are the results significantly different enough to discard the results. ive never bothered with tick data on sq3 even on time based charts. If im missing an understanding something in my knowledge to warrant holding off range bars until sqx permits please advise? or comment on my school of thought around testing workflows ive suggested.

Tests on any non-time-based bars whether renko or range is practically useless until intraday charts get tick data resolution. I started a feature request for this issue here if you want to look at it/vote for it https://roadmap.strategyquant.com/tasks/sq4_4087