I have a convern about the way the platform handles times. I will try to explain it as clear as I can.
Lets focus on Daily Chart, overlaying Monthly data over it.
What I expect: Bars after 01.01.2018 to have the current monthly value.
What I do:
I open up a Daily chart, add an indicator to it that adds a new data series to it using
AddDataSeries(BarsPeriodType.Month, 1);
I've decided to print out the Times array and check what's happening, and what I've noticed is that the latest bar aligns with the current month, while all previous ones are 'lagging one month' on the second data series.
The latest bar holds value for the current month, the other bars that are from the current month(January) hold values for the previous(December) and the bars from December hold values from (November).
I tried to find a reasonable explanation for this behavior, but I can't think of one.
In the screen shot you could see the values I get when outputting OnBarUpdate.
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