An indicator compares an instrument's 5 minute bars to its 1 minute bars with some calculation. A strategy then enters positions using this indicator.
From what I deduced based on the NT documentation, I would have expected program flow to be the following: Strategy Initialize() --> Strategy OnBarUpdate() --> Indicator initialize() (5 minute bars added here) --> Strategy OnBarUpdate <--> Indicator OnBarUpdate
But that is not happening because the program doesn't work. So,
1) It would be VERY helpful if someone could clarify the program flow of strategy and indicator method calls that I have above.
2) When is the best time to add the 5 minute bars in my example?
2) Do the same bars need to be added in BOTH the indicator's Initialize() and the strategy's Initialize() methods? And how does that affect the numbering of bars objects, since now it seems like the same bars have been added twice and are redundant?
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