Multi TimeFrame Strategy

[30percent]

Hi,

I'm trying to develop a multi time frame strategy. The following is the entire of the strategy. I backtested it on strategy analyzer. I left all the parameters to default. Only changed the following
from: 12/4/2011
To: 12/9/2011
Session Template: Forex
Min. Bars Required: 0

protected override void Initialize()
{
CalculateOnBarClose = false;
Add("$EURUSD", PeriodType.Day, 1);
Add("$EURUSD", PeriodType.Tick, 1);
AddPointAndFigure("$EURUSD", PeriodType.Tick, 1, 5, 3, PointAndFigurePriceType.HighsAndLows, MarketDataType.Last);

}

protected override void OnBarUpdate()
{
if (BarsInProgress == 1)
{

Print("Today's Date is " + ToDay(Time[0]) + " " + "Current Bar Index is " + CurrentBar);
Print("");
}

}

I got the following result on the output window

Today's Date is 20111206 Current Bar Index is 1
Today's Date is 20111207 Current Bar Index is 2
Today's Date is 20111208 Current Bar Index is 3
Today's Date is 20111209 Current Bar Index is 4

My question is that, why is the first bar [0] for 12/5//2011 isn't printed?

[NinjaTrader_Bertrand]

30percent, this would be unfortunately an expected limitation when a daily series is added programmatically eventhough your BarsRequired is at 0 it would print for CurrentBar = 1 and higher then.

[30percent]

Thanks.

Also, how can I get bid price referencing the tick object without using BarsInProgress?
I don't think I could do this - GetCurrentBid[2]

[NinjaTrader_Bertrand]

You're welcome, that should work though - what behavior do you see? Please keep in mind this would only work for realtime / market replay, since for historical data the close price will be substituted.