My friend uses Renkos in Sierra, is there a way to show the volume in the bar? For example, the width of the renko bar would vary depending on the volume.

Hi

Try - Chart Settings - Candle price volume bars

ChocLab 

My friend uses Renkos in Sierra, is there a way to show the volume in the bar? For example, the width of the renko bar would vary depending on the volume.

I'd suggest using the NumbersBars study and selecting the Column 1 Background Type of Volume Profile. This will draw the volume per price. In my case, I set the chart settings to blank (no candlesticks or bars, etc)

One hack that I use to save screen space

Study Subgraphs Reference

I will have it reference Numbers Bars Calculated Values (I recommend getting to know this study, Ive posted a cheat sheet with what each subgraph does here in this forum)

One way I use the SSR is Delta of the bar on top green + red - and volume on the bottom.

The COT info is another one that can be used/ I use

-William