Your original question was resolved as far as i can see from the posts above:
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The ATR indicator (yellow line) starts building on bar number 22 of the daily instrument series. But when i attach my strategy, this is the error i get:
I fail to understand that if i have 20 daily bars available and the ATR indicator on the chart is working as well, then why does the strategy give me the error? Am i missing something here?
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...It still doesnt work. I guess we also need to have 50 bars of daily data available. If i do that, it runs fine.
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I was able to run it by making sure i have maxbarsback data available for both the time series.
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Then you said you have another issue, that i was trying to understand:
But, i have another issue that is pretty strange. I am running the strategy on 5 min bars & using daily ATR as well. So, i need maxbarsback of both 5 min & daily. The maxbarsback for the smaller timeframe is obviously achieved earlier, so we have to wait for maxbarsback daily bars. While reviewing the logs, i see that when the maxbarsback number of daily bars arrive, the MC strategy starts calculating by taking into account one 5 min bar from the previous day. Now, the strange thing here is that it just doesn't simply pick up the last bar from the previous day. Please look at the following screenshot:
Judging by the screenshots you provided you have incorrect sessions for the symbol. Your daily bars ends later then intraday data, what causes the following asynchronization between the 2 data series. here is an example of what i am talking about:
In this case the bar from the previous day on the first (intraday) data series will be taken for calculation. If you change the sessions on chart and reload the data to have the correct identical session end on data series 1 and on data series 2. The same works for
Portfolio Backtester, as well as for MultiCharts itself.