I have created two sample indicators to test the issue that I am facing with multi timeframe indicator.
Indicator names: “CalledIndicator” and “CallingIndi”
calling indicator is added to the chart with calculate on each tick.
1) CalledIndicator is executed from calling indicator with print statements.
2) If chart trading hours is NOT “CME US Index Futures ETH” adding the “CME US Index Futures ETH” data Seeries with chart instrument and period. Executing CalledIndicator indicator on added data seeries
3) If chart trading hours is “CME US Index Futures ETH”. Executing CalledIndicator indicator on main data series and not even adding any additional data seeries
I am expecting, for every bar on chart data series, will get respective bars print from both called and calling indicators in the order of bars (CurrentBar index is different if we add bars seeries).
Without TickReplay: we are getting expected bar numbers in the order with or without adding data seeries.
With TickReplay:
1) Without adding data series, getting the expected output bar numbes and values are in the order.
2) With adding data series: CalledIndicator is getting executed first for all the bars that are added and holing the last executed bar information and this last bar information is getting printed for all the chart bars for calling indicator( getting same value from called indicator from bar 0 to last bar).
Please check the attached sample scripts and output for reference.
It will be great if you can help me fixing script to display respective bars information from called indicator in calling indicator with Tick Replay by adding ETH data series as in the example.
Thanks,
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