MAX, BarsSinceEntry, Multi-Time-Frame

[stevescott05]

I wrote the following code for a breakeven + 2, but it prints out some unexpected numbers for HighestBar and BarsSinceEntry. The entire body of the code is captured within BarsInProgress == 1, which refers to:

Add(PeriodType.Tick, 1);

The principal chart runs off a 10min chart, but, the printout will show an entry, say, at 7:45:30AM and and exit at 8:00:00AM and a respective BarsSinceEntry equal to 1. Now, between the BarsInProgress referring to the tick data, and the BarsSinceEntry referring to Index 1 in its 1st overload, I would have expected it to return BarsSinceEntry equal to something in the 100's.

Here's the code:

 
// Breakeven
if (MAX(High, BarsSinceEntry(1,"",0))[0] >= Position.AvgPrice + beTrigger*TickSize)
{
if ((Open[1] > Position.AvgPrice + bePlus*TickSize) &&
(Open[0] <= Position.AvgPrice + bePlus*TickSize))
{
ExitLong();
Print(Time[0].ToString() + " ATR: " + ATR(BarsArray[2], atrPeriod)[1].ToString() + 
" ATR Ticks: " + atrTicks.ToString() + " ATR Target: " + atrTarget.ToString() + " ExitLongBreakeven " + " HighestBar: " + MAX(High, BarsSinceEntry(1,"",0))[0] + " BarsSinceEntry: " + BarsSinceEntry(1,"",0));
}

I'm sure it's messing with things, what you think?

Thanks!

[NinjaTrader_JoshP]

This tidbit in the Help Guide most likely pertains to your case here



"Note: When working with a multi-series strategy the BarsSinceEntry() will return you the elapsed bars as determined by the first Bars object for the instrument specified by the barsInProgressIndex."

[stevescott05]

so it's always returning BarsArray[0]?

[NinjaTrader_Bertrand]

so it's always returning BarsArray[0]?

Yes Steve, this is correct for your setup outlined.