Is there anything unusual about the way data series work in a multi timeframe strategy?
I have a situation where I do the following:
1) I add three different bars to my strategy (they are different volume sized bars of the same symbol)
2) I have a dataseries where I add the closing price from one bar type to the data series (but i dont add to the data series on the other two bar types)
3) When I check the data series, there are quite a few 0 values at the end of the data series where i can see I have added several sequential non-zero values over the last three bars of that type received.
Does the index/incrementation of a DataSeries object get advanced by each bar type added? Or is there some other weird behavior related to dataseries in multitimeframe strategies?
Thanks,
Brandon
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