Multi time frame problem

[levikNT]

Hi,

I wrote indicator that display two MFI Values
1. MFI that based on 1 min input , which is the main DataSeries (BarsInProgress = 0)
2. MFI that based on 5 min input , (BarsInProgress = 2)

So far is OK.

I wrote second Indicator that used these values of the first Indicator.
The problem is that sometimes the value of the 5 Min MFI is Wrong and doesn't match the value of the first indicator which is right.

When I debug the second indicator and enter to the first indicator I saw that the MFI 5 min got wrong value.

The First indicator look like this:
protected override void OnBarUpdate()
{
if(CurrentBars[0] < m_mfiPeriod ||
CurrentBars[1] < m_mfiPeriod )
{
return;
}

if (BarsInProgress != 0)
return;

// 1 min DataSeries
double mfiTrigTmFrm = MFI(BarsArray[0], 15)[0];

// 5 min DataSeries
double mfiHTmFrm = MFI(BarsArray[1], 15)[0];

SigPlotS.Set(mfiTrigTmFrm);
SigPlotL.Set(mfiHTmFrm);
}

The second Indicator look like this:

protected override void OnBarUpdate()
{
MfiPlotS.Set(KobiTmFrmMfiSigInd().SigPlotS[0]);
MfiPlotL.Set(KobiTmFrmMfiSigInd().SigPlotL[0]);
}

Thanks, Kobi:

[NinjaTrader_Bertrand]

Hi levikNT, are you setting the CalculateOnBarClose in those studies programmatically in the Initialize()?

[levikNT]

Hi levikNT, are you setting the CalculateOnBarClose in those studies programmatically in the Initialize()?

Hi Bertrand,

Yes I do, I am setting the CalculateOnBarClose in those studies programmatically in the Initialize().
This problem is also occur in historical data.

Kobi

[NinjaTrader_Bertrand]

Kobi, please don't set any CalculateOnBarClose in the Initialize() of scripts you want to access programmatically, the calling script can otherwise not overwrite as needed.

[levikNT]

Kobi, please don't set any CalculateOnBarClose in the Initialize() of scripts you want to access programmatically, the calling script can otherwise not overwrite as needed.

Hi Bertrand,

I removed CalculateOnBarClose in the Initialize() but the problem still there.


Kobi

[NinjaTrader_Bertrand]

Hi Kobi, could you please contact me via Help > Mail to Support with the indicator you try working with here attached? Would then review and give a run on our side. Thanks.