You may want to elaborate why it should be a profit.
Based on the data shown you open long position at 270 (stop or limit order) on 10/09 and closed at 257.53 on open on 10/12. Loss as reported.
@algoguy235 What was a reason for such interesting approach?
Correct me if I am wrong but 1 min bars were taken, then each 1 min bar was split into twelve 5 sec bars with the open, high, low and close prices equal to the same prices of 1 min bar. Then renko filter is applied to 5 sec bars. So 1 renko bars on 1 min bars and 5 sec bars should be the same, since close price assumed the same for twelve 5 sec bars and one 1 min bar. Why not to apply renko filter to raw 1 min bars?
I think the issue is that you use
[...], but it should be
(...). Not sure, why it worked on the non-resampled data feed.
You need to specify
compression for data feed added.
I wouldn't even bother and set max commission for all trades.
If the system fails, then it is not stable enough for real trading.
@cadtrader use of
Order can be executed only during the price bar, in other words it can't be other date except
I am not able to edit the post, but script i shifted a bit. I think you can fix it.