Building Renko strategies in SQ using Tick data rather than OHLC

I am a renko freak and I absolutely am obsessed with trading renkos.

I have followed SQs renko guide on using AZInvest’s renko plugin for importing renkos into SQ but there’s 1 thing that really bothers me. When using the script CSV2FXT provided by AZ, it converts Tick data CSV (Dukascopy) into OHLC CSV for importing into SQ.

This poses a huge problem for when building strategies using SL and TP. SQ spits out super unrealistic, holy grail strategies because they dont take into account intra bar movement of renkos.(See photo of holygrail equity curve with SQX file included)

I found an old post from 8 years ago where you say you guys are planning to add high precision renko backtesting:  https://strategyquant.com/forum/topic/7257-renko-chart-support

For now i’m using no SL/TP, only market orders, Exit rules and Exit after X bars. It doesnt spit out good strategies and strategies without SL are not so robust.

PLEASE PLEASE PLEASE could you guys add this feature to SQ? *puppy eyes*

If you don’t plan to add this feature anymore, could I at least possibly create my own custom timeframe within SQ’s code editor?

So when selecting a timeframe in Builder>Data tab, I can select my own custom Renko timeframe (see photos with timeframe selection in builder)

Thank you and I look forward to hearing from you.

Bob

We do not plan to add features like this in the near future. We have other, more important priorities that will bring much greater benefits to users.