The colors would change if the plots for the indicator change. With some data providers, what gets created with realtime data may not be the same as what is fetched as historical data. This could result in different plot values forming after reloading the indicator.
However, this is just a guess at what you are seeing. I would need clarification on how to recreate what you are seeing to comment further, because I do not see these symptoms.
If this is a matter of simply pressing F5 to reload the indicator after certain bar formations, we could better see what you are referring to after creating those bars with Market Replay and the Playback Connection. If can recreate what you see as ill behavior, we could look into why that is and see about making changes to improve.
So far as I have tested when playing through Market Replay data for yesterday and today on MES 03-22, I have not seen plots that are red and then turn green after pressing F5 with this indicator.
Please let me know how I can reproduce that symptom with Playback, and I will be better able to answer your question.
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