BUG: SMA[1] is correct with Historical data but incorrect with Realtime data

[David Lean]

Build 6.5.1000.14
Hi,
I may need to provide code for you to reproduce.
Summary:
The Plots are giving inaccurate results with displaying Live data.
When forced to recalc (using historical values) they display correctly.
This bug only seems to occur when :-
a) you set the [1] bar & not the [0] bar.
b) Then use it as input to another indicator (like an SMA).
c) You use Realtime data.

Details
If I create a simple plot that doesn't set a value for bar 0. eg:
SecsPerBar.Set(1, (Time[0].Subtract(Time[1]).TotalSeconds) );
then as I've not set it to anything my plots zero bar (Values[0]) defaults to Close[0]. Interesting design decision but I can deal with that, by setting the Bar[0] to 0 on every tick.

But if I then use the plot as input for another indicator, the return values are really bad.
MovAvg.Set(1, SMA(SecsPerBar, Periods)[1] );

I've not been able to isolate the exact algorithm, but it effectively becomes a cumulative total of either Closes or SecPerBar.
Often the 2nd indicator goes negative, subtracting each "SecsPerBar" value from the average. OR it either Subtracts the Close[0] value OR it Add the Close[0] value.
Changing the CalculateOnBarClose property changes the way it does the calculation. Either way it is very inaccurate.
I suspect this is due to the default Close[0] being used for the zero bar. But haven't been able to isolate it ... yet.

[NinjaTrader_JoshP]

David,

I responded where you posted the same thing in the other thread.

[David Lean]

David,

You should not try to back set with 1 like that. SMA indicator does not take into account that you are changing historical values on its input series.

Sorry I accidently posted a new message on an unrelated thread. so bringing Joshs reply back here.

Worth noteing.
Because I'm calculating the duration of the bar. I can't calculate a value for Bar 0. Until it completes I don't know how long it will take to complete. So I can only set a value to bar [1].

Thanks for helping me understand. It is easy to write my own SMA calculation.