Assuming you did everyting else right, it's probably a bug associated with showing a scatter plot of the actual sample values, in combination with a batch variable control plot. That feature is controlled using the charts PlotMeasurementValues property. The example program that you based your example on, TimeVariableControlCharts.MedianRangeChart is one of the few that have that property set to true.
Find where the PrimaryChart.PlotMeasurementValues property is set, and set it to false to test this theory.
this.PrimaryChart.PlotMeasurementValues = false;
After that you can just download the software again, using your original download link to get a version of the software that fixes this bug.
Let us know the results.