Help using different trading frequencies within a strategy

I am trying to change the trading frequency of some indicators to be different to that of the strategy they are used in (e.g. 4h adx in a 30m strategy). When I debug the strategy, the indicators I am changing take on different values when I specify a different trading frequency as per the documentation:

4h adx = ADX(period: 5)

as they should. However when I change the trading frequency of the whole strategy to the trading frequency I specified to be used for the indicator earlier (in this case 4h), the indicator takes on a different value at the same moment in time than it did when I was debugging before, which should not be the case, since both times it should be the value given by the ADX when it is applied to the last 5 4 hour bars.

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We’ve just now tested this and it seems that the values match up perfectly.

What instrument are you using? Could you provide screenshots, showing the matching times but mismatching values?

It looks like its working for some indicators, but not others. So far I’ve tried on GERMAN30, NDAQ100 and Tesla and on all of them the values given by some of the indicators were different.


Hey @Subject18

The mismatches occur when a bar is missing from the primary frequency/period dataset while being present for the additional dataset.
We are currently working on a significant overhaul of how we work with bar data, which will resolve this issue.

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