wuileng 

However, when calling the indicator from a strategy, only the third (the hardcode) works. Sorry for not being specific earlier that I was trying to get it to work in the context of a strategy.

ad 1.)
Pardon, but the first sentence doesn't make sense.
Indicators are supposed to be called by strategies.
So - if called correctly - why should a call deliver less than the indicator can do?

ad 2.)
From a performance point of view:
Why would one pack x time series into a strategy that uses indicators that hold these time series anyway?

choke35 

ad 1.) Pardon, but the first sentence doesn't make sense. Indicators are supposed to be called by strategies. So - if called correctly - why should a call deliver less than the indicator can do? ad 2.) From a performance point of view: Why would one pack x time series into a strategy that uses indicators that hold these time series anyway?

What I meant is that when I try to use my indicator from within a strategy (via AddChartIndicator), the strategy fails to run because the indicator is referencing BarsPeriod. However, this does not cause problems when the indicator is just added to a chart (for visual purposes only).

wuileng 

What I meant is that when I try to use my indicator from within a strategy (via AddChartIndicator), the strategy fails to run because the indicator is referencing BarsPeriod. However, this does not cause problems when the indicator is just added to a chart (for visual purposes only).

Ok, so the problem was more basic
AddChartIndicator is nothing but a visual representation without any flexibility concerning calculations.
But that is also made clear in the manual ...

choke35 

Ok, so the problem was more basic AddChartIndicator is nothing but a visual representation without any flexibility concerning calculations. But that is also made clear in the manual ...

I've played around with it a bit more. It seems a workaround for this problem would be to not define my indicator in State.Configure, but instead wait till OnBarUpdate to do so (of course with logic implemented so this code snippet is only called once). It's working fine now, tested with all three lines of AddDataSeries.

I guess the only drawback is that since it's not defined in State.Configure, I can't AddChartIndicator, so I don't have the visual representation but I can live with that. It would be nice to have though, and am surprised this took a step back since it worked fine in NT7.

Thanks again for your help!