It consists of a 2 brick renko time frame and a 350 tick time frame on the ES. I've coded it so I can run it from either a renko chart or a tick chart, so I can have the two charts side by side with the strategy running on each.
The strategy has a custom indicator I've created based off of the DonchianChannel indicator that I create and with an instancefor both timeframes. It has a series called Trend that is 1 or -1 based on the trend.
In my strategy I check the trend series of the renko version of the indicator to see if it has changed on BarUpdate for the renko bars. This is where the weird behavior comes in. Around 8:06:06 AM PST today (11/16/18) it says the trend changed from -1 to 1, and then the next bar says the very same thing. Obviously that shouldn't be possible.
So basically what I'm seeing is when the strategy is applied to the renko chart it identifies the value change properly. But when run from the tick chart it is doing this strange behavior.
So I guess my question is do I need to do any special code in the indicator to allow it to work on a multi-time frame strategy?
I've attached the strategy.
strategy.zip
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