NinjaTrader 7 has an issue and when Alternate Instrument / TimeFrame is enabled, it may arise. This issue happens randomly. We have submitted this to NinjaTrader support. You can read their response at… www.ninjatrader.com/support/forum/showthread.php?t=67415
Here is a brief explanation of the NT 7 issue. Think of BloodHound as the parent indicator, and SiChameleon or any other indicator you load into BloodHound as the child indicators. The issue occurs when the child indicator loads its own secondary time-frame data, which is what Chameleon does when Alternate Instrument/TimeFrame is being used. (IE, such as a custom SMA indicator that uses 5 minute chart data to display a 5 Minute SMA on any chart you want). NinjaTrader sometimes does not load the SMA’s 5 minute data correctly inside the child indicator. When this happens NinjaTrader will not calculate the child indicator, and therefore skips bars.