Position sizing/money management can be incorporated into any automated trading strategies you’ll find into the Library. The lot sizing is only a variable that adjust dynamically to your profit and loss with its own calculation.

I believe you are talking about this renko trading strategy: http://www.prorealcode.com/prorealtime-trading-strategies/renko-automated-trading-with-moving-average-on-candlesticks-chart/

So please find below the modified code with the money management position sizing:

defparam cumulateorders = false

REM Money Management
Capital = 10000
Risk = 0.01
StopLoss = 10 // Could be our variable X

REM Calculate contracts
equity = Capital + StrategyProfit
maxrisk = round(equity*Risk)
PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize)

bsize = 20 //renko size in points
mmperiod = 20 //moving average period
orderstime = 300 //minimum seconds between 2 orders

boxsize = bsize*pipsize

once topprice = close
once bottomprice = close - boxsize*pipsize*2

if(close > topprice + boxsize*2) THEN
 topprice = close
 bottomprice = topprice - boxsize*2
 barclose=topprice
ELSIF (close < bottomprice - boxsize*2) THEN
 bottomprice = close
 topprice = bottomprice + boxsize*2
 barclose = bottomprice
ELSE
 topprice = topprice
 bottomprice = bottomprice
ENDIF

mm = average[mmperiod](barclose)

if barclose=barclose[1] then
 mmRENKO = mmRENKO[1]
else
 mmRENKO = mm
endif

if barclose crosses over mmRENKO AND ABS(time-lasttime)>orderstime then
 BUY PositionSize SHARES AT MARKET
 EXITSHORT AT MARKET
 lasttime=time
endif

if barclose crosses under mmRENKO AND ABS(time-lasttime)>orderstime then
 SELLSHORT PositionSize SHARES AT MARKET
 SELL AT MARKET
 lasttime=time
endif

Not tested, but should work as intend. Please give feedback.