I noticed some thing. In the 15m chart, if I change the symbol to say Symbol_D, I am seeing that indicator values are fine.
Difference between the symbol_B and Symbol_D is that, symbol_B is a weekly option symbol whereas Symbol_D is a continuous future symbol. In case of option symbol, there could be no or hardly some data for previous weeks. Can this have any impact on the calculations ? My thinking is once SetForeign is called, it would completely change all the values of an array (with that of foreign symbol) ? If there are any holes in the values of chart symbol (in this case symbol_B), how would it behave ?