ANY indicator could misbehave during historical tick replay
Most indicators set to update On Price Change or On Each Tick do not need more than one tick per bar to backfill historical data. However if running on a tick replay chart they will receive every historical intrabar tick.
Therefore, since ANY indicator could find its way onto a tick replay chart, seems to me that
Most indicators set to update On Price Change or On Each Tick do not need more than one tick per bar to backfill historical data. However if running on a tick replay chart they will receive every historical intrabar tick.
Therefore, since ANY indicator could find its way onto a tick replay chart, seems to me that
- Every indicator should have the CurrentBar<activeBar check.
- Every indicator that does not need historica intrabar data should have a test that rejects such data
Code:
If (IsTickReplays[0] and Historical State and NOTFirstTickOfBar) return.
Comment