The system works fine on replay when playing data back "Live", but when I "reload" the strategy with tick data already on the chart, I would expect the same series of "OnBarUpdate()" but that is not what I am getting.
Here is a simple set of data when I start Replay on the CL dataset I have stored. (Added a print for CurrentBar & BIP to see bar sequence)
Bars In Progress: 1 CurrentBar: 25 Time: 1/23/2012 1:18:00 AM OPEN: 98.01
Bars In Progress: 1 CurrentBar: 26 Time: 1/23/2012 1:21:00 AM OPEN: 97.99
Bars In Progress: 1 CurrentBar: 27 Time: 1/23/2012 1:24:00 AM OPEN: 97.96
Bars In Progress: 1 CurrentBar: 28 Time: 1/23/2012 1:27:00 AM OPEN: 97.98
Bars In Progress: 0 CurrentBar: 23 Time: 1/23/2012 1:28:08 AM OPEN: 97.99
Bars In Progress: 1 CurrentBar: 29 Time: 1/23/2012 1:30:00 AM OPEN: 97.95
Bars In Progress: 0 CurrentBar: 24 Time: 1/23/2012 1:31:47 AM OPEN: 97.97
Bars In Progress: 0 CurrentBar: 25 Time: 1/23/2012 1:31:59 AM OPEN: 97.95
Bars In Progress: 1 CurrentBar: 30 Time: 1/23/2012 1:33:00 AM OPEN: 97.93
Bars In Progress: 0 CurrentBar: 26 Time: 1/23/2012 1:33:31 AM OPEN: 97.93
Bars In Progress: 1 CurrentBar: 31 Time: 1/23/2012 1:36:00 AM OPEN: 97.9
Bars In Progress: 0 CurrentBar: 27 Time: 1/23/2012 1:36:42 AM OPEN: 97.91
Bars In Progress: 0 CurrentBar: 28 Time: 1/23/2012 1:37:52 AM OPEN: 97.91
Bars In Progress: 0 CurrentBar: 29 Time: 1/23/2012 1:39:50 AM OPEN: 97.93
Bars In Progress: 1 CurrentBar: 32 Time: 1/23/2012 1:39:00 AM OPEN: 97.93
Bars In Progress: 0 CurrentBar: 30 Time: 1/23/2012 1:41:46 AM OPEN: 97.95
Bars In Progress: 1 CurrentBar: 33 Time: 1/23/2012 1:42:00 AM OPEN: 97.99
Bars In Progress: 1 CurrentBar: 34 Time: 1/23/2012 1:45:00 AM OPEN: 97.93
Bars In Progress: 1 CurrentBar: 35 Time: 1/23/2012 1:48:00 AM OPEN: 97.94
Bars In Progress: 0 CurrentBar: 31 Time: 1/23/2012 1:50:24 AM OPEN: 97.95
Bars In Progress: 1 CurrentBar: 36 Time: 1/23/2012 1:51:00 AM OPEN: 97.96
Bars In Progress: 1 CurrentBar: 37 Time: 1/23/2012 1:54:00 AM OPEN: 97.9
Bars In Progress: 1 CurrentBar: 38 Time: 1/23/2012 1:57:00 AM OPEN: 97.91
Bars In Progress: 0 CurrentBar: 32 Time: 1/23/2012 1:57:01 AM OPEN: 97.93
Bars In Progress: 0 CurrentBar: 33 Time: 1/23/2012 1:58:14 AM OPEN: 97.91
Bars In Progress: 0 CurrentBar: 34 Time: 1/23/2012 1:58:20 AM OPEN: 97.89
Bars In Progress: 0 CurrentBar: 35 Time: 1/23/2012 1:58:43 AM OPEN: 97.87
Bars In Progress: 0 CurrentBar: 36 Time: 1/23/2012 1:58:44 AM OPEN: 97.85
Bars In Progress: 1 CurrentBar: 39 Time: 1/23/2012 2:00:00 AM OPEN: 97.9
Bars In Progress: 0 CurrentBar: 37 Time: 1/23/2012 2:00:44 AM OPEN: 97.83
Bars In Progress: 0 CurrentBar: 38 Time: 1/23/2012 2:02:12 AM OPEN: 97.81
Bars In Progress: 1 CurrentBar: 40 Time: 1/23/2012 2:03:00 AM OPEN: 97.82
Bars In Progress: 0 CurrentBar: 39 Time: 1/23/2012 2:03:26 AM OPEN: 97.79
Bars In Progress: 0 CurrentBar: 40 Time: 1/23/2012 2:03:27 AM OPEN: 97.77
Bars In Progress: 0 CurrentBar: 41 Time: 1/23/2012 2:03:27 AM OPEN: 97.75
Bars In Progress: 0 CurrentBar: 42 Time: 1/23/2012 2:03:44 AM OPEN: 97.73
Bars In Progress: 1 CurrentBar: 41 Time: 1/23/2012 2:06:00 AM OPEN: 97.75
Bars In Progress: 0 CurrentBar: 43 Time: 1/23/2012 2:08:57 AM OPEN: 97.71
Bars In Progress: 1 CurrentBar: 42 Time: 1/23/2012 2:09:00 AM OPEN: 97.69
Bars In Progress: 0 CurrentBar: 44 Time: 1/23/2012 2:09:05 AM OPEN: 97.69
Bars In Progress: 0 CurrentBar: 45 Time: 1/23/2012 2:09:06 AM OPEN: 97.67
Bars In Progress: 0 CurrentBar: 46 Time: 1/23/2012 2:09:06 AM OPEN: 97.65
Bars In Progress: 1 CurrentBar: 43 Time: 1/23/2012 2:12:00 AM OPEN: 97.66
Bars In Progress: 0 CurrentBar: 47 Time: 1/23/2012 2:12:16 AM OPEN: 97.63
Bars In Progress: 0 CurrentBar: 48 Time: 1/23/2012 2:12:16 AM OPEN: 97.63
Bars In Progress: 0 CurrentBar: 49 Time: 1/23/2012 2:13:49 AM OPEN: 97.65
Bars In Progress: 0 CurrentBar: 50 Time: 1/23/2012 2:13:59 AM OPEN: 97.67
Bars In Progress: 0 CurrentBar: 51 Time: 1/23/2012 2:14:38 AM OPEN: 97.69
Bars In Progress: 1 CurrentBar: 44 Time: 1/23/2012 2:15:00 AM OPEN: 97.61
Bars In Progress: 0 CurrentBar: 52 Time: 1/23/2012 2:16:31 AM OPEN: 97.71
Bars In Progress: 1 CurrentBar: 45 Time: 1/23/2012 2:18:00 AM OPEN: 97.75
Bars In Progress: 0 CurrentBar: 53 Time: 1/23/2012 2:19:28 AM OPEN: 97.73
Bars In Progress: 0 CurrentBar: 54 Time: 1/23/2012 2:19:47 AM OPEN: 97.75
Continued to Next message for Reloaded version.
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