I have (only just now) discovered that Ninja is not delivering any market data updates to indicators on P&F charts with various box sizes above 4.
I'm on a live feed, on FESX 06-15. I create a chart with P&F, 150 Tick, Reverse on Highs and Lows. Setting Box Size and Reversal to 4x4 works; 5x4 works; but 6x4 does not work.
A test case is just this:
protected override void Initialize() {
CalculateOnBarClose = false;
Overlay = true;
DrawOnPricePanel = true;
}
protected override void OnBarUpdate() {
Print("OnBarUpdate() at bar " + CurrentBar);
}
protected override void OnMarketData(MarketDataEventArgs e) {
Print("OnMarketData: " + e);
}
protected override void OnMarketDepth(MarketDepthEventArgs e) {
Print("OnMarketDepth: " + e);
}
Is there some explanation?

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