Traders' Roundtable

Macro,

I am in same boat as you. I user TradingBlox for most of backtesting needs. The data preprocessing and results analysis, I rely more on R.

I am not TB expert at all but I highly doubt CSI's daily data can be used to create sensible Renko Bars. unless renko bar size you want to create are large magnitude times bigger than typical daily bar size.

AFAIK, renko bars should be created with as granular data as possible (tick or min bars ...