(State ==State.Historical) Calculate =Calculate.OnBarClose;
As you can see from the below print statements, the prints from the indicator are calculating correctly on the bar close but the strategy does not see these results unless the strategy is using the same Calculate method as the indicator. The results for the emas from the strategies perspective is ZERO.
The strategy works perfectly well using historical data (for obvious reasons that it only calculates OnBarClose) but what I mean is that it enters orders in historical but doesn't enter orders in Real Time, meaning how I am calling the indicator to get its values is correct.
From Indicator- Calculate.OnBarClose1 Min Heiken-Ashi 10:29:00 PM Current Bar #: 6087 EMA: 1.13698849230083
From Strategy - Calculate.OnBarClose 1 Min Heiken-Ashi 10:29:00 PM Current Bar #: 6087 ema_a: 1.13698849230083
From Indicator- Calculate.OnBarClose1 Min Heiken-Ashi 10:29:00 PM Current Bar #: 6087 EMA: 1.13697405473776
From Strategy - Calculate.OnBarClose1 Min Heiken-Ashi 10:29:00 PM Current Bar #: 6087 ema_b: 1.13697405473776
From Indicator- Calculate.OnBarClose1 Min Heiken-Ashi 10:30:00 PM Current Bar #: 6088 EMA: 1.13698949743361
From Strategy - Calculate.OnBarClose 1 Min Heiken-Ashi 10:30:00 PM Current Bar #: 6088 ema_a: 1.13698949743361
From Indicator- Calculate.OnBarClose1 Min Heiken-Ashi 10:30:00 PM Current Bar #: 6088 EMA: 1.13697936982517
From Strategy - Calculate.OnBarClose1 Min Heiken-Ashi 10:30:00 PM Current Bar #: 6088 ema_b: 1.13697936982517
From Strategy - Calculate.OnEachTick1 Min Heiken-Ashi 10:33:00 PM Current Bar #: 6091 ema_b: 0
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 10:33:00 PM Current Bar #: 6091 ema_a: 0
From Strategy - Calculate.OnEachTick1 Min Heiken-Ashi 10:33:00 PM Current Bar #: 6091 ema_b: 0
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 10:33:00 PM Current Bar #: 6091 ema_a: 0
From Strategy - Calculate.OnEachTick1 Min Heiken-Ashi 10:33:00 PM Current Bar #: 6091 ema_b: 0
From Indicator- Calculate.OnBarClose1 Min Heiken-Ashi 10:33:00 PM Current Bar #: 6091 EMA: 1.13702627768273
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 10:34:00 PM Current Bar #: 6092 ema_a: 0
From Indicator- Calculate.OnBarClose1 Min Heiken-Ashi 10:33:00 PM Current Bar #: 6091 EMA: 1.13700722068894
From Strategy - Calculate.OnEachTick1 Min Heiken-Ashi 10:34:00 PM Current Bar #: 6092 ema_b: 0
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 10:34:00 PM Current Bar #: 6092 ema_a: 0
From Strategy - Calculate.OnEachTick1 Min Heiken-Ashi 10:34:00 PM Current Bar #: 6092 ema_b: 0
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 10:34:00 PM Current Bar #: 6092 ema_a: 0
From Indicator- Calculate.OnEachTick1 Min Heiken-Ashi 10:39:00 PM Current Bar #: 6097 EMA: 1.13694239544264
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 10:39:00 PM Current Bar #: 6097 ema_a: 1.13694239544264
From Indicator- Calculate.OnEachTick1 Min Heiken-Ashi 10:39:00 PM Current Bar #: 6097 EMA: 1.13697587396995
From Strategy - Calculate.OnEachTick1 Min Heiken-Ashi 10:39:00 PM Current Bar #: 6097 ema_b: 1.13697587396995
From Indicator- Calculate.OnEachTick1 Min Heiken-Ashi 10:39:00 PM Current Bar #: 6097 EMA: 1.1369490621093
From Strategy - Calculate.OnEachTick 1 Min Heiken-Ashi 10:39:00 PM Current Bar #: 6097 ema_a: 1.1369490621093
From Indicator- Calculate.OnEachTick1 Min Heiken-Ashi 10:39:00 PM Current Bar #: 6097 EMA: 1.13697920730328
From Strategy - Calculate.OnEachTick1 Min Heiken-Ashi 10:39:00 PM Current Bar #: 6097 ema_b: 1.13697920730328
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