to simplify the question i will drop all unnecessary details.
If I run a strategy (maximum bars look back = Infinite) on 1 main time frame for "ES 06-15" 1 day instrument, and I use CalculateOnBarClose = false, I get the OnBarUpdate() method called 91 times,
from:
DateTime: 10/02/2015 22:15:00,
BarsInProgress: 0,
CurrentBar: 1,
until:
DateTime: 18/06/2015 22:15:00,
BarsInProgress: 0,
CurrentBar: 91,
all together 91 bars, 91 times. all good.
but if I add another time period -
Add(PeriodType.Minute, 300); // (or any other amount of minutes)
suddenly I get the first 80 bars on the main instrument ignored -
from:
DateTime: 03/06/2015 22:15:00,
BarsInProgress: 0,
CurrentBar: 80,
until:
DateTime: 18/06/2015 22:15:00,
BarsInProgress: 0,
CurrentBar: 91,
now my question is, why because i added another time frame, i lost the OnBarUpdate() being called on the first 79 bars of the main instrument?
thank you
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