McClellan indicator discrepancy between Chart and Strategy

[CyberNate]

Hello ChelseaB,

I think you might be right about Market Replay. It's actually the Charts that are not updating reliably. If I click on "Duplicate Window" during playback, the new window has values that match my NinjaScript output, while the original window has wrong values. I have to keep doing this to see the correct values in the window. So now I'm not certain if that was the issue all along, or if adding the sync lines has fixed the issue. I'll have to go back and test it with and without the syncing of primary and secondary series.

Thank you!

[CyberNate]

So the issue appears to be specific to Market Replay and affects McClellan indicator on standalone chart and strategy when OnBarClose calculation is used. If I run with OnPriceChange, no issue. I changed all strategies to OnPriceChange to work around the issue. Unfortunately Back Testing take way too long now. I really wish this would be fixed. I really shouldn't need OnPriceChange or Tick calculation for my strategy for Market Replay. It appears to be fine live. Why should Market Replay be different?

[NinjaTrader_ChelseaB]

Hello CyberNate,

Are you able to reproduce this behavior using CQG/Continuum?
(This would confirm if the issue is with the script or platform and not an issue with data)

Market Replay is different because Market Replay files are recordings and are not made up of historical data. Historical data will initially load on the chart, and then from there the recording has to play back as if it is real-time.