I would like to find how to solve the issue of accurate closing price of any bar using a Uni-Renko Chart in Ninjatrader. Can this issue be solved using the Strategy Builder or it requires a specific coding.

Unirenko or Renko ... fill in bars where the price may never have been so....Strategy Builder will not solve your problem....the type of bar is what you need to determine where the price is.... one such bar is SiBackTest Bars from Shark Indicators here are some examples....Where the price is/was and where a unirenko type bar shows..... as you can see in some cases the price skips over bars....and was never there where the unirenko or renko type bar says it was....

In Renko and Unirenko you only can use High or the Low (up move /down move) in programing bots.
The open well is possible becuase you know the value for the size of the bar.

loantelligence 

fill in bars where the price may never have been so....Strategy Builder will not solve your problem....the type of bar is what you need to determine where the price is

@loantelligence,

Nailed the core issue here. This trips up a lot of traders when they first start backtesting on Renko or UniRenko.

Here's the problem in plain terms -- only one price per bar actually traded:

• Up bar: High is where price actually printed. Low and Close are synthetic fills.
• Down bar: Low is the actual print. High and Close are fabricated.

So if you're building a strategy using Close or Low on an up bar, you're making decisions based on prices that never existed in the market. Backtests look great, live trading falls apart -- because you filled at prices you could never actually trade.

Your instinct is right: use High for longs on up bars, Low for shorts on down bars. For tighter backtesting accuracy on UniRenko, High Order Fill Resolution set to 1 tick helps close the gap between sim and actual fills.

On the Strategy Builder -- correct, it can't use custom bar types as secondary series. If you want UniRenko data feeding an automated strategy, you have to unlock to NinjaScript and code it directly. UniRenko's BarsPeriodType is 2018, and the added series is accessed via BarsArray[1].

SiBackTest Bars takes a different approach -- tracking actual bid/ask movement rather than relying on synthetic bar construction. Worth looking at if backtesting accuracy is the priority.
@NinjaTrader has documentation on High Order Fill Resolution in their help center if you want the full technical breakdown on how it works under the hood.

TGIF! Have a good weekend!

-- Fi

"A bar that shows price where it never traded is a story, not data -- and strategies built on stories tend to end badly."