NT7B7: DataSeries Sync to secondary bars is still broken

[kdoren]

In a strategy, if you create a new DataSeries which is synced to a secondary bars object, the DataSeries will not shift in sync with the secondary bars object like it's supposed to. It appears to shift in sync with the primary data series. This makes it impossible to build a multi-timeframe strategy.

How to reproduce:

1) import the strategy "DataSeriesSyncTest.zip" (attached)
2) open the output window.
3) open a new strategy analyzer window. Run the DataSeriesSyncTest strategy on 5 days of daily bars for some stock, say 'DIA"
4) observe the output window. the strategy creates a secondary bars object (30 minute bars for "SPY"), and synchronizes the DataSeries "syncedToBarsArray1" to it. The DataSeries does not shift in proper sync with the secondary bars object, instead it seems to shift in sync with the primary bars object.

BarsInProgress==0, syncedToBarsArray0[0][1]: 1, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1001, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1002, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1003, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1004, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1005, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1006, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1007, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1008, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1009, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1010, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1011, 0
BarsInProgress==1, syncedToBarsArray1[0][1]: 1012, 0
BarsInProgress==0, syncedToBarsArray0[0][1]: 2, 1
BarsInProgress==1, syncedToBarsArray1[0][1]: 1013, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1014, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1015, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1016, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1017, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1018, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1019, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1020, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1021, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1022, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1023, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1024, 1012
BarsInProgress==1, syncedToBarsArray1[0][1]: 1025, 1012
BarsInProgress==0, syncedToBarsArray0[0][1]: 3, 2
BarsInProgress==1, syncedToBarsArray1[0][1]: 1026, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1027, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1028, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1029, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1030, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1031, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1032, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1033, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1034, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1035, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1036, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1037, 1025
BarsInProgress==1, syncedToBarsArray1[0][1]: 1038, 1025
BarsInProgress==0, syncedToBarsArray0[0][1]: 4, 3
BarsInProgress==1, syncedToBarsArray1[0][1]: 1039, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1040, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1041, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1042, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1043, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1044, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1045, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1046, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1047, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1048, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1049, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1050, 1038
BarsInProgress==1, syncedToBarsArray1[0][1]: 1051, 1038

[NinjaTrader_Dierk]

This item still is on our list to address. It didn't make it into NT7B7 as this is a tricky one. Sorry for the inconvenience.

[kdoren]

Please try to fix it in the next release. It's an important piece of functionality - you can't do a multi-timeframe strategy without it. There's a lot that I can't test until it works.

Thanks, Kevin

[NinjaTrader_Dierk]

Thanks for your feedback.