Here’s a thought; maybe it’s nothing to do with the code. Maybe there’s just some upper limit to how much tick data PRT can process per bar? When I was optimizing the 15m version I noticed that the tick mode was around 145 – pretty high – but scaled up to a daily TF would be some 14,000 transactions per bar. How that could be possible is another matter but maybe no renko strat will ever run tbt daily as it overdemands the system ???