Is there a way I can find the total number of bars when a signal or a point in time occurred which would be different than Bars.Count? In other words I have a situation where I get a signal at bar 50 but at the time I had a maximum of 800 bars on the pane. However at one point when I got the signal the maximum number of bars could have been 55 assuming counting foward in time. If I use Bars.Count I get 800 but in reality I would like to get a return value of 55 which was the maximum number of bars at the time the signal occured?

Save the number in a variable/series?

Eugene, Cone,

I've been trying to implement what you said but this is the issue I am running into. When in backtest mode if I have 800 bars on the pane Bars.Count-1 is fixed to 799 thoughout the whole test. If however I insert bars after 799 then Bars.Count updates. This is true for realtime data as well. I really would like to know if there is a way to get the Bars.Count number in back testing mode as WL goes though each and every bar. The reason for this is my indicator as all indicators has a lag so I want to update my signal to occur at the latest bar and not some bar in the past after the fact. There must be a way to do it. I saved the bars going foward which seems to work (i.e., bar 800, 801, etc) after the base was already created but currently I am missing the backtesting history which is important. I guess this is the problem I have with a two loop system which I am struggling to overcome.

Thanks,
Dan

Clarification needed:

QUOTE:
The reason for this is my indicator as all indicators has a lag so I want to update my signal to occur at the latest bar and not some bar in the past after the fact.

Many indicators have a lag by design so what's the problem. In other words, what is so unique about your algorithm that it requires two trading loops and all these complications? I don't get it.

At the time of the design I was unaware that I couldn't use two loops. Now that I have the thing written it is way too much work to change the architecture especially at this point. As a result, I'm trying to get what I have working. Any suggestions to the question above?

No suggestions from me as I give up understanding this construct in lack of details. However, when I faced shortcomings before due to my own poor initial design, I took some time to rewrite the whole thing or refactor the most problematic zones. This way I avoided ending up knee deep in unreadable code that needs more and more crutches to maintain.