With perfect execution, the largest amount you could lose trading on a renko chart would be 2 * the box size, right? Say you're using a 5 point box. A green box forms. Go long. Price immediately reverses, confirmation that trend was wrong and a red box appears. You exit. That's 10 points you've lost right? edit - How come multiple renko boxes appear all with the same timestamp. Did price really move 20 points at exactly 10:30 (or whatever example)???