BarsInProgress with strategy analyzer

[shazzmoe]

I noticed that when I backtest there are chunks of my code that are never reached.

my Initialize() looks as follows

protected override void Initialize()
        {
            Add("ES 06-10", PeriodType.Minute, 1);
            Add("YM 06-10", PeriodType.Minute, 1);
            Add("NQ 06-10", PeriodType.Minute, 1);
            SetTrailStop("", CalculationMode.Ticks, 57, false);
            SetProfitTarget("", CalculationMode.Ticks, 71);
            BarsRequired = 1;
            ExitOnClose = true;
            ExitOnCloseSeconds = 30;
            TimeInForce = Cbi.TimeInForce.Day; 
            CalculateOnBarClose = true;
        }

The thought being that BarsInProgress 0 is the TF (chart traded from) and the ES is 1 etc...

However in my OnBarUpdate()

protected override void OnBarUpdate()
        {
                
if(Bars.FirstBarOfSession){
     TradesPerDay = 0;
 }


if (BarsInProgress == 0){
    ..............
}
else if (BarsInProgress == 1){
    Print("THIS IS NEVER HIT");
    ..............
}

...........................
}

The point of the system is that it will trade in the TF when it receives signals from both itself and these three other markets. Is there an obvious reason why nothing after the first BarsinProgress gets called?

[NinjaTrader_Austin]

shazzmoe, I just tested this on my end and got the expected output. I see you have quite a bit of .... in your strategy. Could those other conditions be preventing your secondary BIP index from being reached?

This is the code I ran:

// ran on ES 09-10 1min
protected override void Initialize()
{
    CalculateOnBarClose = true;
    Add("TF 09-10", PeriodType.Minute, 1);
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
    if (BarsInProgress == 0)
    {
        Print("primary instrument close: " + Close[0]);
    }
    else if (BarsInProgress == 1)
    {
        Print("secondary instrument close: " + Close[0]);
    }
}

Which produced this output:

primary instrument close: 1117.5
secondary instrument close: 656.8
primary instrument close: 1117
secondary instrument close: 656.5
primary instrument close: 1117
secondary instrument close: 656.3
primary instrument close: 1116.5
secondary instrument close: 655.8
primary instrument close: 1117
secondary instrument close: 655.9
primary instrument close: 1116.5
secondary instrument close: 655.4
primary instrument close: 1116.5
secondary instrument close: 655.5