My primary timeframe is 1min. My secondary timeframe is 1s. Tick Replay for the data is OFF. My indicator is set to calculate on each tick.
I'm playing back data using Market Replay and looking at the volume each time there is call into OnUpdate and I don't understand the output for BarsInProgress=1.
So say the volume for the trade is 100 (verfied using firstly secondary tick data), I get output for every single (I assume) individual volume going from 1 to 100. i.e. there are 100 calls to OnUpdate.
Is this the expected behaviour and why?
Thank-you,
iq
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