I have a secondary single-tick data series running, and have tried feeding the Closes[0] and also the Closes[1] to the indicators, but they are plotting quite differently depending on which series I feed them.
I'm attaching an example script. You can see, for example, when using a 1000 tick bar for the main series, the plots show up quite differently.
One idea I've had to achieve the OnEachTick behavior would be to use a local Series<double> which updates the most recent index from the tick series, but keeps the previous index set when the main bar closes.
I'm unsure how to manage when indices get added to the local Series variable. In the approach I'm thinking of here, they would only be added once per bar of the main series.
What is the recommended way of getting indicator calculations in a multi series strategy running OnBarClose to match those of a single series strategy running OnEachTick?
Thank you.
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