in log appear this error during market replay. the strategy calls on market deph.
Strategy 'dggr4': Error on calling 'OnMarketDepth' method on bar 4094: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.
but i have included in onBarupdate method:
if (Bars.Count < 20)
return;
where is the error
thanks
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