CurrentDayOHL()

[hemlock]

During the OnMarketData event in a multi-series strategy it appears that the CurrentDayOHL() values always return the values for the primary instrument. Even when BarsInProgress > 1. See attached script and following output. Primary instrument in this example is ES.

Instr=TICK BIP=1 Price=804 CH=1098.5 CL=1080.75
Instr=TF BIP=6 Price=618.5 CH=1098.5 CL=1080.75
Instr=ES BIP=0 Price=1095.25 CH=1098.5 CL=1080.75
Instr=YM BIP=5 Price=10037 CH=1098.5 CL=1080.75
Instr=ES BIP=0 Price=1095.25 CH=1098.5 CL=1080.75
Instr=NQ BIP=4 Price=1774 CH=1098.5 CL=1080.75
Instr=ES BIP=0 Price=1095.5 CH=1098.5 CL=1080.75
Instr=YM BIP=5 Price=10036 CH=1098.5 CL=1080.75
Instr=TICK BIP=1 Price=782 CH=1098.5 CL=1080.75
Instr=ES BIP=0 Price=1095.5 CH=1098.5 CL=1080.75
Instr=NQ BIP=4 Price=1773.75 CH=1098.5 CL=1080.75
Instr=ES BIP=0 Price=1095.25 CH=1098.5 CL=1080.75
Instr=ES BIP=0 Price=1095.25 CH=1098.5 CL=1080.75
Instr=ES BIP=0 Price=1095.5 CH=1098.5 CL=1080.75
Instr=NQ BIP=4 Price=1773.75 CH=1098.5 CL=1080.75
Instr=TICK BIP=1 Price=780 CH=1098.5 CL=1080.75
Instr=YM BIP=5 Price=10037 CH=1098.5 CL=1080.75
Instr=NQ BIP=4 Price=1774 CH=1098.5 CL=1080.75
Instr=ES BIP=0 Price=1095.5 CH=1098.5 CL=1080.75
Instr=YM BIP=5 Price=10037 CH=1098.5 CL=1080.75
Instr=TF BIP=6 Price=618.5 CH=1098.5 CL=1080.75
Instr=NQ BIP=4 Price=1773.75 CH=1098.5 CL=1080.75
Instr=NQ BIP=4 Price=1773.75 CH=1098.5 CL=1080.75
Instr=ES BIP=0 Price=1095.25 CH=1098.5 CL=1080.75
Instr=YM BIP=5 Price=10037 CH=1098.5 CL=1080.75
Instr=TF BIP=6 Price=618.5 CH=1098.5 CL=1080.75
Instr=NQ BIP=4 Price=1773.75 CH=1098.5 CL=1080.75
Instr=ES BIP=0 Price=1095.5 CH=1098.5 CL=1080.75
Instr=TICK BIP=1 Price=772 CH=1098.5 CL=1080.75
Instr=ES BIP=0 Price=1095.25 CH=1098.5 CL=1080.75

[NinjaTrader_JoshP]

hemlock,

That would be correct. CurrentDayOHL() is another indicator you are calling and by default that indicator would be running off of the primary bars object even when using BarsInProgress = 1.

[hemlock]

That is not how 6.5 works. In 6.5 CurrentDayOHL() contained the values for the series referenced by BarsInProgress. Are you telling us that version 7 is now different?

[NinjaTrader_Ray]

That is not how 6.5 works. In 6.5 CurrentDayOHL() contained the values for the series referenced by BarsInProgress. Are you telling us that version 7 is now different?

Will research and get back to you.

[NinjaTrader_Dierk]

Please see here: http://www.ninjatrader-support2.com/...868#post121868

Thanks for pointing out that bug.