Overall Statistics
namespace QuantConnect {   
    public class RenkoAlgorithm : QCAlgorithm {
        public override void Initialize() {
            SetStartDate(2017, 03, 07);
            SetEndDate(2017, 03, 08);
            
            AddForex("EURUSD", Resolution.Tick);
			
			var renkoClose = new RenkoConsolidator(0.0001m);
            renkoClose.DataConsolidated += (sender, consolidated) =>
                // call event handler for renko data
                HandleRenkoClose(consolidated);
            SubscriptionManager.AddConsolidator("EURUSD", renkoClose);
        }
        
        private void HandleRenkoClose(RenkoBar data) {
            Log($"CLOSE - {data.Time:o} - {data.Open} {data.Close}");
		}
    }
}