RSI indicator faulty

Hi Spotware,

It seems we have a very urgent issue i.e. the RSI indicator sometimes produces no values. This is extremely serious!!!

Occurence: In cTrader desktop 5.0.25 & 4.9.1 when referencing the Rsi value of a higher timeframe than the current chart from a cBot.

I have created a small bot to prove my point - the input values were orginally produced by the optimizer and runs fine in the optimizer, but not when backtesting the bot on its own.

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

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class Faulty_RSI : Robot
    {
        private BollingerBands _bb = null;
        private AverageTrueRange _atr = null;
        private RelativeStrengthIndex _rsi = null;
        private Bars _rsi_bars = null;

        private const int C = 1;

        private double Rsi_UpperThreshold(int idx, double mlt) => 68.0 + (_atr.Result.Last(idx) * mlt);
        private double Rsi_LowerThreshold(int idx, double mlt) => 32.0 - (_atr.Result.Last(idx) * mlt);
        
        private Bars Get_Bars(TimeFrame tf)
        {
            var tmpBars = Bars;

            if (tf.ShortName != Chart.TimeFrame.ShortName)
            {
                tmpBars = MarketData.GetBars(tf);

                while (tmpBars.LoadMoreHistory() > 0) { };
            }

            return tmpBars;
        }

        protected override void OnStart()
        {
            _atr = Indicators.AverageTrueRange(311, MovingAverageType.WilderSmoothing);

            _rsi_bars = Get_Bars(TimeFrame.Day3);
            _rsi = Indicators.RelativeStrengthIndex(_rsi_bars.WeightedPrices, 14);

            _bb = Indicators.BollingerBands(_rsi_bars.WeightedPrices, 20, 2.0, MovingAverageType.Simple);
        }

        protected override void OnBar()
        {
            var lots = Math.Max(Symbol.NormalizeVolumeInUnits(Symbol.QuantityToVolumeInUnits(0.01)), Symbol.VolumeInUnitsMin);

            var rsiBE = _rsi.Result.Last(C).CompareTo(Rsi_UpperThreshold(C, 0.5)) > 0;
            var rsiBU = _rsi.Result.Last(C).CompareTo(Rsi_LowerThreshold(C, 0.5)) < 0;

            var bbBU = _rsi_bars.ClosePrices.Last(C).CompareTo(_bb.Main.Last(C) - ((_bb.Main.Last(C) - _bb.Bottom.Last(C)) / 2.0)) < 0;
            var bbBE = _rsi_bars.ClosePrices.Last(C).CompareTo(_bb.Main.Last(C) + ((_bb.Top.Last(C) - _bb.Main.Last(C)) / 2.0)) < 0;

            var tp = 4235.1;
            var SL_pips = tp * 1.125;

            if (bbBU && rsiBU) { ExecuteMarketOrder(TradeType.Buy, SymbolName, lots, "Faulty_BU", SL_pips, tp, $"BUBU-1"); }
            if (bbBE && rsiBE) { ExecuteMarketOrder(TradeType.Sell, SymbolName, lots, "Faulty_BU", SL_pips, tp, $"BEBE-3"); }
        }
    }
}  

THIS SHOULD NOT HAPPEN !!! - IN THE SCREENSHOT BELOW. IT SHOULD SHOW AN UPWARD SLOPING LINE CONSISTING OF 0VER 300 TRADES

Please try running a Backtest with these parameters

Symbol: BTCUSD

TimeFrame : M5

Start date: 01/01/2020

End date: 03/07/2024

Starting capital : 1000 (one thou)

Data: M1 bars from server (open prices)

Spread: Random from 1 - 260