I am trying to develop a multi time frame indicator that gathers the data on 3 time frames Range and Minutes with range being the base.
I have read the tutorial on how to create additional time series (declare them and initialize the later in OnBarUpdate with providing the barsArray wrapped in the indicator input).
I have created several little indicators for this purpose - each of them works fine on the graph when used separately.
Then I have a one indicator composed of those small ones and passing various BarsArrays (for the added timeframes) to them. I use the DataSeries for storing the values within the main indicator. The indicator is then used in the strategy for querying the calculated values.
When I don't instantiate additional time frames, everything works fine and the strategy starts evaluating the data in OnBarUpdate. It starts properly and is visible as green in the Strategies tab.
However, when adding a single additional timeframe everything goes well as far as I am able to debug within Visual Studio - that means when the Initialize method finishes.
Then the strategy crashes miserably within the native code with no error being raised. The strategy just simply vanishes from the strategies tab... I don't know what is the problem so I cannot report it. Is there a way to get the error report from within the native code?
Even adding a break on exception when attached to the process in VS does not help.
Is the concept feasible or am I going the wrong way?
Thanks for help
Regards
Petr
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