Deficiencies between 2nd series indicator values and actual chart indicator values

[akuntysh]

Hello,

I have faced the following issue:

1. I am adding secondary data series to a strategy

if (State == State.Configure){
   AddDataSeries(BarsPeriodType.Minute,500);
}

2. Print the 14-period ATR value at the close of each secondary series bar

if (BarsInProgress == 1){
   Print("New secondary series bar: "+ATR(14)[0].ToString());
}

3. Compare these printed values with the 14-period ATR values on the actual 500-minute chart (should be the same, as I would have expected)
4. And observe big differences on all the bars (around 10 points)

If I use the same secondary series as the main series or series with rather similar period (for example, main series = 5-minute and secondary series = 5-minute or 60-minute) then there are no differences between those printed by the strategy and by those observed on the actual chart.

Can you please advise me on if there is anything I do wrong?

Best regards,
Alexei

[NinjaTrader_ChelseaB]

Hello Alexei,

Are both the script and the chart using the same number of Days to load?

[akuntysh]

Hello Chelsea,

I guess the answer is "no" as I haven't specified the amount of bars to load in the AddDataSeries method. Can this be the reason of the issue?

In relation to this, can you please advise me how can I specify the barsPeriodType and barsToLoad parameters in one AddDataSeries call?

Best regards,
Alexei

[akuntysh]

Hello Chelsea,

Sorry, I have understood what you mean - please, disregard my previous message. I need to launch the strategy on a chart that has enough loaded days for the ATR(14) to be calculated on the secondary series. Thank you for your help!

Best regards,
Alexei