Cross timeframe indicator value is different in backtesting and on screen.

Hi,

I notice that the indicator value that i get during backtesting is different with on screen indicator value. 

The indicator is a custom indicator that grab MACD value from a different timeframe and show it on the current timeframe. The image given below shows the custom indicator grabbing daily MACD value to show in H4 timeframe. 

As you can see from the 2nd image, the printed value is different with the on screen value in the 1st image.

I have double confirmed that i am using the same parameters during backtesting and placing the indicator on screen. 

I have been debugging this issue for a few days, I really have no idea why this happen. Can anyone please let me know where I did wrong? Thank you in advance.

Below is my custom indicator code and the simple cBot code that print the MACD value during backtesting.

Custom Indicator:

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class Timeframe_MACD : Indicator
    {
        [Parameter("Long Cycle", DefaultValue = 22, MinValue = 1, Step = 1)]
        public int LongCycle { get; set; }

        [Parameter("Short Cycle", DefaultValue = 11, MinValue = 1, Step = 1)]
        public int ShortCycle { get; set; }

        [Parameter("Signal Period", DefaultValue = 9, MinValue = 1, Step = 1)]
        public int SignalPeriod { get; set; }

        [Parameter("Timeframe", DefaultValue = "Daily")]
        public TimeFrame Timeframe { get; set; }

        [Output("Histogram", PlotType = PlotType.Histogram, Thickness = 1, LineColor = "Aqua")]
        public IndicatorDataSeries Histogram { get; set; }

        [Output("MACD", PlotType = PlotType.Line, Thickness = 1, LineColor = "Blue")]
        public IndicatorDataSeries MACD { get; set; }

        [Output("Signal", PlotType = PlotType.Line, Thickness = 1, LineColor = "Red")]
        public IndicatorDataSeries Signal { get; set; }

        private MacdCrossOver MACDIndicator;
        private Bars DiffTFSeries;

        protected override void Initialize()
        {
            DiffTFSeries = MarketData.GetBars(Timeframe);
            MACDIndicator = Indicators.MacdCrossOver(DiffTFSeries.ClosePrices, LongCycle, ShortCycle, SignalPeriod);
        }

        public override void Calculate(int index)
        {
            var TFidx = GetIndexByDate(DiffTFSeries, Bars.OpenTimes[index]);
            if (TFidx != -1)
            {
                Histogram[index] = MACDIndicator.Histogram[TFidx];
                MACD[index] = MACDIndicator.MACD[TFidx];
                Signal[index] = MACDIndicator.Signal[TFidx];
                //Print("Time: " + Bars.OpenTimes[index] + " | Hist: " + Histogram[index]);
            }
        }

        private int GetIndexByDate(Bars series, DateTime time)
        {
            for (int i = series.ClosePrices.Count - 1; i > 0; i--)
            {
                if (time == series.OpenTimes[i])
                    return i;
            }
            return -1;
        }
    }
}

cBot that print the indicator value during backtesting:

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class DiffTimeframeMACD : Robot
    {
        [Parameter(DefaultValue = 22)]
        public int LongCycle { get; set; }

        [Parameter(DefaultValue = 11)]
        public int ShortCycle { get; set; }

        [Parameter(DefaultValue = 9)]
        public int Signal { get; set; }

        [Parameter(DefaultValue = "Daily")]
        public TimeFrame TF { get; set; }

        private Timeframe_MACD TF_MACD;

        protected override void OnStart()
        {
            TF_MACD = Indicators.GetIndicator<Timeframe_MACD>(LongCycle, ShortCycle, Signal, TF);
        }

        protected override void OnBar()
        {
            Print("Time: {0} | MACD Hist: {1}", Bars.OpenTimes.LastValue, GetLastNonNANValue(TF_MACD.Histogram, 0));
        }

        // index = 0 -> return the 1st Non NAN value in the series.
        // index = 1 -> return the 2nd Non NAN value in the series.
        // ...
        private double GetLastNonNANValue(IndicatorDataSeries series, int index)
        {
            int c = index;
            double result = Double.NaN;
            for (int i = 0; i < series.Count; i++)
            {
                if (!Double.IsNaN(series.Last(i)))
                {
                    result = series.Last(i);
                    c--;
                    if (c < 0)
                        break;
                }
            }
            return result;
        }
    }
}