Value Differences when reading VWAP std deviation bands

[TradingOgre]

Whenever I use the following code in an indicator it pulls the correct values. Currently 7851.1 for the upper and 7836.27 for the lower. However, using the exact same code in a strategy it returns 7720.39 for the upper and 6487.99 for the lower.

uppervalue = OrderFlowVWAP(VWAPResolution.Standard, TradingHours.String2TradingHours("CME US Index Futures ETH"), VWAPStandardDeviations.Three, 1.5, 2.5, 3.5).StdDev1Upper[1];
lowervalue = OrderFlowVWAP(VWAPResolution.Standard, TradingHours.String2TradingHours("CME US Index Futures ETH"), VWAPStandardDeviations.Three, 1.5, 2.5, 3.5).StdDev1Lower[1];

Any ideas on how to get the strategy to pull the correct values? It's almost like it is pulling the info from some point in the past. The strategy code checks BarsInProgress to be sure it is at 0 otherwise it just returns.

Thanks

[NinjaTrader_PaulH]

Hello TradingOgre,

Thanks for your post and welcome to the NinjaTrader forums!

In the strategy, are you also adding the required 1 tick data series?

If so, can you post your complete strategy code?

If you would prefer not to post your complete code in the forum, you are welcome to write into PlatformSupport[a]NinjaTrader[dot]Com, attach your source code strategy file to the e-mail, mark the e-mail Atten:Paul and include a link to this thread for reference.

[TradingOgre]

Hello TradingOgre,

Thanks for your post and welcome to the NinjaTrader forums!

In the strategy, are you also adding the required 1 tick data series?

If so, can you post your complete strategy code?

If you would prefer not to post your complete code in the forum, you are welcome to write into PlatformSupport[a]NinjaTrader[dot]Com, attach your source code strategy file to the e-mail, mark the e-mail Atten:Paul and include a link to this thread for reference.

I am using standard resolution so tick data isn't required. However, I did add it to test and got the same results.

now for the weird part.... I created a new strategy and only put in the two lines in my first post and two print statements and it pulls the correct values. So, something that I have in my original strategy is interfering with the values. The original strategy has some custom buttons along with a ton of other code so it could be anywhere. Oh well, the hunt is on.... LOL!

Thanks for your help, I will post back here when/if I find anything.

[TradingOgre]

I am using standard resolution so tick data isn't required. However, I did add it to test and got the same results.

now for the weird part.... I created a new strategy and only put in the two lines in my first post and two print statements and it pulls the correct values. So, something that I have in my original strategy is interfering with the values. The original strategy has some custom buttons along with a ton of other code so it could be anywhere. Oh well, the hunt is on.... LOL!

Thanks for your help, I will post back here when/if I find anything.

now it gets a bit more odd.... all I did was move the two lines of code from my first post up to near the beginning of OnBarUpdate() and now it pulls the correct values. I had it further down in the code near where I needed the information. Not sure why this would make a difference but it did and now it is working.