I am developing a strategy that trades on a 1 min bar on the YM.
in the initialize method i add a 1 min series Add(PeriodType.Minute, 1);
to ensure that OnBarUpdate only processes the 1 min bar I have the following code at the beginning of OnBarUpdate.
if (Bars.Period.BasePeriodType != PeriodType.Minute || Bars.Period.Value != 1) {
return;
}
As I have added the 1 min series as well as forced the OnBarUpdate to only process the 1 min series I would expect the same result if I had my chart set to 1 min, 15 min or 60 min?
I seem to be getting different results on some trades not all when I change the time frame of the chart.
I have attached a screen shot of the chart showing the trades on a 1 min, 30 min & 60 min chart. As I said earlier as I am restricting the trades to the 1 min series I would have expected the results to be the same.
I have tried resetting the DB to delete all historical data and forcing Ninja to download all data from scratch, still get the same result.
Any ideas what could be the problem.
Thanks
Mike

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