How to use non-standard time frames in strategy tester?

 
I would like to backtest and optimize on non-standard time frames. (Specifically, on renko charts, but that shouldn't matter.) What is the best way to do this? Is there any code out there that would help me with this?
 

renko might be difficult since the openprice of the bars are not fixed.. you can use a offline terminal, download the history, use your favorite renko script/EA to generate the chart, but you have to generate a timeframe which is supported, (generate M5 or m15 or something like that)

lots of informations in google.

//z

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