Multi-timeframe chart/databox not in sync with indicator

[love2code2trade]

I am trying to create an indicator that creates a summary aggregation of multiple data series which uses 5, 10, 15, 20 minute time frames. However, the values are not syncing with what is in the various data series on the chart as displayed in the data box. As indicated in the attached graphic, the bars at 11:40 have different values displayed in the indicator verses what is displayed in the data box when the mouse is hovering over the chart for that column. Below is the indicator code and a screenshot. What am I missing?

protected override void OnStateChange() {

if (State == State.SetDefaults) {

AddPlot(new Stroke(Brushes.Black, 1), PlotStyle.Dot, "5 Minute");
AddPlot(new Stroke(Brushes.Black, 1), PlotStyle.Dot, "10 Minute");
AddPlot(new Stroke(Brushes.Black, 1), PlotStyle.Dot, "15 Minute");
AddPlot(new Stroke(Brushes.Black, 1), PlotStyle.Dot, "20 Minute");
}
else if (State == State.Configure) {
AddDataSeries(Data.BarsPeriodType.Minute, 10);
AddDataSeries(Data.BarsPeriodType.Minute, 15);
AddDataSeries(Data.BarsPeriodType.Minute, 20);
}
}

protected override void OnBarUpdate() {
if (CurrentBars[0] <= BarsRequiredToPlot ||
CurrentBars[1] <= BarsRequiredToPlot ||
CurrentBars[2] <= BarsRequiredToPlot ||
CurrentBars[3] <= BarsRequiredToPlot)
return;

// Fixed points for display
Bars5Plot[0] = 0;
Bars10Plot[0] = 5;
Bars15Plot[0] = 10;
Bars20Plot[0] = 15;

var o = Opens[0][0];
var c = Closes[0][0];
var i = CurrentBars[0]; // bar index

if (BarsInProgress == 0) {
SetCurrentBrushColor(i, o, c, Bars5PlotBrush);
My.Draw.Text(this, GetUniqueTag($"5BarText"), $"5 min i: {i} o: {o} c: {c}", Bars5Plot[0] + VerticalOffset, SmallFont);
}

if (BarsInProgress == 1) {
o = Opens[1][0];
c = Closes[1][0];
i = CurrentBars[1];
SetCurrentBrushColor(i, o, c, Bars10PlotBrush);
My.Draw.Text(this, GetUniqueTag($"10BarText"), $"10 min i: {i} o: {o} c: {c}", Bars10Plot[0] + VerticalOffset, SmallFont);
}

if (BarsInProgress == 2) {
o = Opens[2][0];
c = Closes[2][0];
i = CurrentBars[2];
SetCurrentBrushColor(i, o, c, Bars15PlotBrush);
My.Draw.Text(this, GetUniqueTag($"15BarText"), $"15 min i: {i} o: {o} c: {c}", Bars15Plot[0] + VerticalOffset, SmallFont);
}

if (BarsInProgress == 3) {
o = Opens[3][0];
c = Closes[3][0];
i = CurrentBars[3];
SetCurrentBrushColor(i, o, c, Bars20PlotBrush);
My.Draw.Text(this, GetUniqueTag($"b20Text"), $"20 min i: {i} o: {o} c: {c}", Bars20Plot[0] + VerticalOffset, SmallFont);
}
}
private void SetCurrentBrushColor(int index, double open, double close, BrushSeries plotBrush) {
Print($"i: {index} o: {open}, c: {close}, c LT o: {close.LT(open)}, c GT o: {close.GT(open)}");
if (close.LT(open))
plotBrush[0] = Brushes.Red;
else if (close.GT(open))
plotBrush[0] = Brushes.LimeGreen;
else
plotBrush[0] = Brushes.Black;
}

[love2code2trade]

Hi Brandon,
Thanks for your prompt reply. I implemented your changes as indicated below. However, the issue still persists.

private double _o5, _o10, _o15, _o20;
private double _c5, _c10, _c15, _c20;
private int _i5, _i10, _i15, _i20;
private DateTime _t5, _t10, _t15, _t20;

protected override void OnBarUpdate() {
if (CurrentBars[0] <= BarsRequiredToPlot ||
CurrentBars[1] <= BarsRequiredToPlot ||
CurrentBars[2] <= BarsRequiredToPlot ||
CurrentBars[3] <= BarsRequiredToPlot)
return;

// Fixed points for display
Bars5Plot[0] = 0;
Bars10Plot[0] = 5;
Bars15Plot[0] = 10;
Bars20Plot[0] = 15;

if (BarsInProgress == 0) {
_o5 = Opens[0][0];
_c5 = Closes[0][0];
_i5 = CurrentBars[0];
_t5 = Times[0][0];
SetCurrentBrushColor(_i5, _o5, _c5, Bars5PlotBrush);
My.Draw.Text(this, GetUniqueTag($"5MinText"), $"5 min {_t5.Hour}:{_t5.Minute} i: {_i5} o: {_o5} c: {_c5}", Bars5Plot[0] + VerticalOffset, SmallFont);
}

if (BarsInProgress == 1) {
_o10 = Opens[1][0];
_c10 = Closes[1][0];
_i10 = CurrentBars[1];
_t10 = Times[1][0];
SetCurrentBrushColor(_i10, _o10, _c10, Bars10PlotBrush);
My.Draw.Text(this, GetUniqueTag($"10MinText"), $"10 min {_t10.Hour}:{_t10.Minute} i: {_i10} o: {_o10} c: {_c10}", Bars10Plot[0] + VerticalOffset, SmallFont);
}

if (BarsInProgress == 2) {
_o15 = Opens[2][0];
_c15 = Closes[2][0];
_i15 = CurrentBars[2];
_t15 = Times[2][0];
SetCurrentBrushColor(_i15, _o15, _c15, Bars15PlotBrush);
My.Draw.Text(this, GetUniqueTag($"15MinText"), $"15 min {_t15.Hour}:{_t15.Minute} i: {_i15} o: {_o15} c: {_c15}", Bars15Plot[0] + VerticalOffset, SmallFont);
}

if (BarsInProgress == 3) {
_o20 = Opens[3][0];
_c20 = Closes[3][0];
_i20 = CurrentBars[3];
_t20 = Times[3][0];
SetCurrentBrushColor(_i20, _o20, _c20, Bars20PlotBrush);
My.Draw.Text(this, GetUniqueTag($"20MinText"), $"20 min {_t20.Hour}:{_t20.Minute} i: {_i20} o: {_o20} c: {_c20}", Bars20Plot[0] + VerticalOffset, SmallFont);
}
}

private void SetCurrentBrushColor(int index, double open, double close, BrushSeries plotBrush) {
Print($"i: {index} o: {open}, c: {close}, c LT o: {close.LT(open)}, c GT o: {close.GT(open)}");
if (close.LT(open))
plotBrush[0] = Brushes.Red;
else if (close.GT(open))
plotBrush[0] = Brushes.LimeGreen;
else
plotBrush[0] = Brushes.Black;
}

[love2code2trade]

Hi Brandon, thankyou for your reply. I have attached the requested resources.

Configure a chart to have 4 data series of 5, 10, 15, 20 minute time frames using heiken-ashi bars for the ES using Days to load of 5 and End date of 4/19/2024 for all data series on the chart then add indicator with Input series as the 5 minute data series.

MyMultiFrameIndicator_20240418.zip

[NinjaTrader_ChelseaB]

Hello love2code2trade,

The code in the script you have posted in post # 5 does not match the code you are suggesting you changed in post # 3.
This code is calling SetFrame() from BarsInProgress 0 only.

May we have an export of the updated script?

[love2code2trade]

Hi Chelsea,
Thankyou for your reply. My apologies, I took out the code that didnt work per post #3 with the class level variables and just made them direct calls. Additionally, I just did some cleanup and i had taken out some custom helpers that made it harder to export as well as to have nothing else interfering with the base functionality we are troubleshooting. the problem is still the same with the values not syncing with the data box. I have attached the updated script from which i am working with the missing BarsInProgress conditional statements added back. Thanks for your help!

MyMultiFrameIndicator_20240419.zip