[NT8 | Strategy Analyzer gets stuck “loading”, with no inputs or complete telemetry on MTF strategy (5m + 15m + 60m)]

Desktop SDK - Strategies
1

Short Summary (Symptoms)

  • Strategy Analyzer does not finish or takes an excessively long time (“Prolonged Running…”).
  • No trades are generated in backtesting (Size=0), and bar telemetry is interrupted.
  • MTF Strategy: 5m main series with 15m and 60m secondary series (EMA/VWAP/VolumeProfile).

What exactly do we need?
Confirmation of the correct MTF pattern (BIP handling and synchronization in Analyzer).
Performance recommendations for Analyzer (telemetry/print).
Best practices for sizing in backtests when ATR is high.
Suggested order and frequency of validations (warm-up/health checks/date) to avoid silent blocking.
If you need the full .cs file, I’ll attach it without any problem. Thanks in advance!

2

Hey DL19, that ‘Prolonged Running’ and ‘Size=0’ issue is a major pain in the ass with MTF strategies, especially when secondary data series like 15m/60m VWAP aren’t perfectly aligned with the main 5m series in the Strategy Analyzer.

The core problem is synchronization (BIP handling). The Analyzer is either getting stuck waiting for the secondary data to be populated or the secondary data is populated late, causing your entry conditions to fail on historical data (hence Size=0).

  1. Check Bar Status: You must implement checks to ensure the secondary series are actually ready before accessing them. Use BarsInProgress and IsFirstTickOfBar properly. Crucially, before accessing any secondary indicator (like your VWAP), check:

if (BarsInProgress == 0 && CurrentBars[1] > 0 && CurrentBars[2] > 0)
{ Access 15m/60m indicators here
}

  1. Calculate.OnBarClose: Ensure that your Indicators (EMA, VWAP) for the secondary series are set to Calculate.OnBarClose in their properties. This forces them to output a definite value only when the bar closes, reducing potential look-ahead bias and Analyzer errors.
  2. Data Consistency: For backtesting, make sure your primary (5m) and secondary (15m/60m) data series have consistent Session Templates. Inconsistent sessions are a nightmare for MTF sync.

MTF strategies require extremely tight data and execution synchronization to avoid these ‘silent blocking’ backtesting failures. I have mastered the optimization and debugging of high-frequency MTF Strategy Analyzer failures to ensure absolute technical integrity. If you need a review of your full .cs file to find the specific synchronization bottleneck, let me know