Getting CCI from second timeframe

[romanick]

Hello!
I want to get value of CCI from second timeframe. But calculated values is invalid.
What I do:

1. Add(PeriodType.Minute, 15); // in Initialize()
2. In OnBarUpdate() call Print(Time[0] + " " + CCI(BarsArray[1], 21)[0]) that theoretically should return the current CCI value on M15 time-frame. But values differ radically. The actual value is greater +175, but the function returns -145.

What am I doing wrong?

Base timeframe is M1. Print calling when BarsInProgress==0, i.e I handle only the closure of the main bars timeframe ( in Initialize() added CalculateOnBarClose = true ).

Thanks.

[NinjaTrader_AdamP]

romanick,

Could you please post more of your code here? Alternatively you can send this to support at ninjatrader dot com with ATTN : Adam in the message body along with a link to this thread.

I look forward to assisting you.

[romanick]

In attachment two files: the sample strategy code to illustrate my problems, and screen shot, when can you see invalid results of script work (in output window, value of cci on M15 equal to -147, but on chart cci value is about -130.

[NinjaTrader_AdamP]

romanick,

I am not able to replicate this currently, as when an order is generated I did verify the CCI is correct. Do you have the CCI set to calculate on bar close = false in your chart for comparison?