I'm suspicious that has to do with the way MR deals with market data differently from live data, and some statement may be caught into a loop with the AddBar(...) statement within it.
When I try to add Print(" ....") statements within the code of the bar, I get a compilation error "The name Print does not exist in the current context". I thought was a namespace reference issue, but that seems not to be the problem. I also have problems with the Log( ...) statement.
I guess I have 2 questions:
1- Any clues as why MR would cause the memory leak while it works fine with live data?
2- How could I diagnose the problem using Print statements?
I tried to comment out parts of the code, but if I could use Print statements with some info around the code would be much easier to diagnose the issue with these bars.
Thanks!
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