BarsType + TickReplay + Indicators

[cls71]

I attach a custom bars type to display volume bars. It is very similar to the standard VolumeBarsType. It works fine.

When I load the VOL indicator to verify the custom bars type, the values are correct. All values surround 500.

The bug happens when a second indicator is loaded on the chart (for example SMA), then the values are wrong.

Video with the bug:

http://screencast.com/t/jG93iVlJ

Test:

Beta 6.
Instrument ES 12-15.
BarsType = Zb8VolumeBars.
Value = 500.
Tick Replay = true.
Days to load = 2.
Disconnected from datafeed.

[NinjaTrader_PaulH]

Hello cls71,

Thanks for your post.

Using your custom bar type I could recreate the conditions in your video. Using standard volume bars I could not recreate the conditions.

You might want to review the Volume bar type to assist in creating yours. One difference is that your bars are built from minute bars (which might suggest the volume you are seeing) whilst the Volume bars are built from tick data.

[cls71]

Thanks Paul,

I have tested with BarsPeriodType.Tick and it happens the same.

Sometimes an exception is catched in the log. This exception points to the bar number 8528 when there are only 8512 bars in the chart.

The exception is thrown by the SMA standard.

I reviewed my code very throughly before publishing this bug and didnt see any error in the code.

[cls71]

Resolved. This condition must be added:

if (!bars.IsResetOnNewTradingDay || !bars.SessionIterator.IsNewSession(time, isBar))

Thanks