I have faced the following issue:
1. I am adding secondary data series to a strategy
if (State == State.Configure){ AddDataSeries(BarsPeriodType.Minute,500); }
if (BarsInProgress == 1){ Print("New secondary series bar: "+ATR(14)[0].ToString()); }
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
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