Renko problems

[relogical]

I have created a simple strategy that uses Renko bars. The problem is that sometimes my trades are entered exactly where I specified and sometimes they are completely wrong. In history performance everything looks perfect but when testing in reply it's hit and miss. Why is this?

Here's my code:

        protected override void Initialize()
        {
            SetProfitTarget("", CalculationMode.Ticks, ProfitTarget);
            SetStopLoss("", CalculationMode.Ticks, StopLoss, false);

            CalculateOnBarClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {


            // Condition set 1
            if (ToTime(Time[0]) > ToTime(8, 30, 0)
                && ToTime(Time[0]) < ToTime(14, 55, 0)
                && Position.MarketPosition == MarketPosition.Flat
                && CrossAbove(DMplus(ADXPeriod).DiPlus, DMplus(ADXPeriod).DiMinus, 1))
            {
                EnterLong(DefaultQuantity, "");
            }


            // Condition set 2
            if (CrossBelow(DMplus(ADXPeriod).DiMinus, DMplus(ADXPeriod).DiPlus, 1))
            {
                ExitLong("", "");
            }
        }