Time[] series goes back in time

[joostb]

Hi,

I was working on this strategy that uses two dataseries (ES 1-range and ES 2-renko) and while debugging I discovered that the OnBarUpdate() method gets called with Time[] going backward on multiple occasions

If I add this snippet in my OnBarUpdate() :

if (lastTime != null && DateTime.Compare(Times[1][0], lastTime)<0) {
Print("Time bug??");
}
lastTime = Times[1][0];


I am seeing multiple times in the output that the test evaluates to "true", is this a bug? or am I missing something here.
I was under the impression that the feed of data should always move forward in time?

Thank you

[NinjaTrader_Kate]

Hello joostb,

Thank you for your post.

Renko bars redraw their open in real time, so it's expected to see ticks with different timestamps much like these below:

Tick for Bar 487413 at 11/6/2020 7:29:52 AM
Tick for Bar 487412 at 11/6/2020 7:29:51 AM

This is expected when using Renko bars on real time data.

Please let us know if we may be of further assistance to you.