The bug destroys ability to perform multi-timeframe strategy processing.
This error only shows when multiple dataseries are added in a Multi-Timeframe strategy. Bars.LastBarTime is close to execution time (within one bar) but is wildly in disagreement with current bar.
The time error between current time and LastBarTime/Execution time seems to depend on the run, but is often half an hour to 2 hours.
This destroys Multi-timeframe processing! RCI is dead on arrival !!! I have not tested against previous releases yet.
Attached is a test strategy. This test strategy performs the following;
-- On each bar;
-- lists LastBar, Time[0]. LastClose, Close[0].
-- At barnum 90 places an EnterLong(10000) order.
-- Adds the execution time and Execution.ToString() to listing.
-- Adds the order time and Order.ToString() to listing.
The listing shows disagreement between LastBar and current time on each line.
Then the execution and order times mostly agree with LastBar time but is off from current bar by about 1/2 hour.
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