Just to note, this happens when using the following indicator in a stand-alone strategy.
It happens on whatever currency you're using and it comes from calling the following in onBar
rsxResultsArray = this.indicators.calculateIndicator(ins, per, new OfferSide[] { OfferSide.BID }, "RSXConnector",
new IIndicators.AppliedPrice[] { IIndicators.AppliedPrice.CLOSE }, new Object[] { 3000, 0, 0, true, 500, false }, Filter.NO_FILTER, 500, time, 0);