I know the history of better renko vs renko and why its better for back testing. I'm now running into the issue with Better Renko on how it interprets the beginning of the overnight session when there is low volume and gyms around for the first bar or two. This creates a difference in charts depends on how the data loads. And if you reload historical data, then 90% of the time the problem works out. HOWEVER... I'm automated trading to that's not optimal. What I think would work is if Better Renko artificially filled in the gaps so the close of the session is automatically the open of the new session and renko bars filled in appropriately. I understand live fills won't be accurate, but that's easily fixed by not trading for the first few minutes of the session. What I think it will accomplish is making the sure the chart and indicators line up live to what it appears back testing. Anyone else have experience with this?