The strategy is actually broken into a base strategy:
public abstract class TradeBase : Strategy, INotifyPropertyChanged
... and a strategy calling the base....
public class StrategyExample : TradeBase
Everything works fine (I have been using this for months). I tried to add a secondary data series to the base (same instrument, different time frame) and when I try to execute I get the following error:
There was an error reflecting type 'NinjaTrader.NinjaScript.Strategies.xxxxxxxx'. ---> System.InvalidOperationException: There was an error reflecting property 'MarketDataUpdate'. ---> System.InvalidOperationException: There was an error reflecting type 'NinjaTrader.Data.MarketDataEventArgs'. ---> System.InvalidOperationException: There was an error reflecting property 'Instrument'. ---> System.InvalidOperationException: There was an error reflecting type 'NinjaTrader.Cbi.Instrument'. ---> System.InvalidOperationException: Cannot serialize member 'NinjaTrader.Cbi.Instrument.HistoricalData' of type 'NinjaTrader.Data.BarsBytes[]
Do all the data series need to be defined in StrategyExample or is there another way to address this?

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