Bars Series Discrepency

[elitetradernyc]

Hey guys i just noticed a serious problem in one of my strategies. I have a strategy that runs on the ES 5 minute bars. I added two other bar series to the strategy one is an unrelated series 5 minute bars the other series is

Add("ES 12-14", PeriodType.Minute, 5); This is of course the same series as the primary series.

I then have a statement like:

Print: Close[0] + " " + Closes[2][0]

The problem is that Closes[2][0] sometimes prints the same value as Close[0] as it should but in other cases it prints a value 6 to 8 points below the Close[0]. Whats wrong with the strategy?

Thanks,
EliteTraderNYC

[NinjaTrader_PatrickH]

Hello elitetradernyc,

Thank you for your post.

Print the values you want to check not just Close[0]. If you want to compare the primary to the third series use Closes[0][0] and Closes[2][0].

[elitetradernyc]

Hi, maybe you misunderstood my question. Closes[0][0] should equal Closes[2][0] right? because they are both ES 5 minute series, but they do not? I just tried again.

[NinjaTrader_PatrickH]

Hello elitetradernyc,

Thank you for your response.

I understood your request, however my tests show that the values are always the same. Please provide the code you are using to test.

[elitetradernyc]

Figured it out, this is caused when a backtest is run on ES 09-14 when the secondary data series included within the strategy is actually ES 12-14.