Major Multi-timeframe bug -- current time and execution times wildly disagree.

[douglashaz]

This bug submission details a major time disagreement in a multi-timeframe strategy when additional dataseries are added. The result is current time (Time[0]) wildly disagrees with either Bars.LastBarTime or order / execution time.

The bug destroys ability to perform multi-timeframe strategy processing.

This error only shows when multiple dataseries are added in a Multi-Timeframe strategy. Bars.LastBarTime is close to execution time (within one bar) but is wildly in disagreement with current bar.

The time error between current time and LastBarTime/Execution time seems to depend on the run, but is often half an hour to 2 hours.

This destroys Multi-timeframe processing! RCI is dead on arrival !!! I have not tested against previous releases yet.

Attached is a test strategy. This test strategy performs the following;
-- On each bar;
-- lists LastBar, Time[0]. LastClose, Close[0].
-- At barnum 90 places an EnterLong(10000) order.
-- Adds the execution time and Execution.ToString() to listing.
-- Adds the order time and Order.ToString() to listing.

The listing shows disagreement between LastBar and current time on each line.
Then the execution and order times mostly agree with LastBar time but is off from current bar by about 1/2 hour.

[sledge]

Was this working in a previous release?

[NinjaTrader_Jesse]

Hello,

I tried to import the provided file but it seems this is not a complete sample, there are missing methods and classes you have defined on your system.

Because this script contains methods and other logic related to custom classes, I would suggest to instead create a completely new sample in a much more simple form that does not include any outside methods or classes. The more simple of a sample you can create the more easily you or we will locate what is happening.

Once I have a sample that I can both compile and see the output as explained, I would be able to look further into this.

Please let me know if i may be of further assistance.

[NinjaTrader_Brett]

Please disregard working on a strategy, we put together an internal test and assigned bug 10381. We will look into. THanks for reporting.