Tick Replay and EMA

[thegreattrader]

have you found a solution to this problem?

[SystemTrading]

I see this line:
if (CurrentBar < Math.Max(Len,activeBar)) return;


But I don't see where "Len" is defined. Is this possible less than Length?

Len should be Length. This is just an error in my post, in my code I am using:

if (CurrentBar < Math.Max(Length,activeBar)) return;

[NJA_MC]

I see this line:
if (CurrentBar < Math.Max(Len,activeBar)) return;


But I don't see where "Len" is defined. Is this possible less than Length?

[SystemTrading]

My Trace Log also has the following:

2015-06-09 12:18:08:955 *************** unhandled exception trapped ***************
2015-06-09 12:18:08:955 Exception has been thrown by the target of an invocation.
2015-06-09 12:18:08:958 System.Reflection.TargetInvocationException: Exception has been thrown by the target of an invocation. ---> System.IndexOutOfRangeException: Index was outside the bounds of the array.
at NinjaTrader.NinjaScript.Indicators.MyTickIndicator .get_Zero()
--- End of inner exception stack trace ---
at System.RuntimeMethodHandle.InvokeMethod(Object target, Object[] arguments, Signature sig, Boolean constructor)
at System.Reflection.RuntimeMethodInfo.UnsafeInvokeIn ternal(Object obj, Object[] parameters, Object[] arguments)
at System.Reflection.RuntimeMethodInfo.Invoke(Object obj, BindingFlags invokeAttr, Binder binder, Object[] parameters, CultureInfo culture)
at System.Reflection.RuntimePropertyInfo.GetValue(Obj ect obj, Object[] index)
at NinjaTrader.NinjaScript.IndicatorBase.get_DisplayN ame()
at NinjaTrader.NinjaScript.IndicatorBase.OnAfterSetSt ate()
at NinjaTrader.NinjaScript.NinjaScriptBase.SetState(S tate state)
at NinjaTrader.Gui.NinjaScript.IndicatorRenderBase.Se tState(State state)
at NinjaTrader.NinjaScript.NinjaScriptBase.SetState(S tate state)
at NinjaTrader.Gui.NinjaScript.IndicatorRenderBase.Se tState(State state)
at NinjaTrader.Gui.Chart.ChartControl.<>c__DisplayCla ss28e.<RefreshIndicators>b__27c(Object o)
at System.Threading.ExecutionContext.RunInternal(Exec utionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.ExecutionContext.Run(ExecutionCon text executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx)
at System.Threading.QueueUserWorkItemCallback.System. Threading.IThreadPoolWorkItem.ExecuteWorkItem()
at System.Threading.ThreadPoolWorkQueue.Dispatch()

[koganam]

I tried that, but I get the same "Unhandled exception" error. I also tried calling the EMA's directly from the OnMarketData() method and got the same error.

What is the text of the exception?

[SystemTrading]

I tried that, but I get the same "Unhandled exception" error. I also tried calling the EMA's directly from the OnMarketData() method and got the same error.

[NJA_MC]

I would try moving:
emaUp = EMA(upticks,Length);
emaDown = EMA(downticks,Length);

Into a section State.DataLoaded...

I think upticks & downticks are not valid yet (no data) which means they may be causing the EMA to crash.

I do have to tell you I find debugging in NT8 more difficult as it may be the multitasking framework that seems to hide what is actually happening within the code.

[SystemTrading]

I am trying to create an indicator very similar to the BuySellPressure indicator to count UpTicks and DownTicks instead of BidVolume and AskVolume. The code works fine until I try to add an EMA of the UpTicks and DownTicks series I've created. Once I add the EMA, NinjaTrader crashes when I try to run the indicator.

Series<double> upticks, downticks;
        private int            activeBar        = -1;
        private double lastPrice = 0;
        private int lastDir = 0, up = 0, down = 0;
        private EMA emaUp, emaDown;

protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Calculate                    = Calculate.OnEachTick;
                IsOverlay                    = false;
                DisplayInDataBox            = true;
                DrawOnPricePanel            = true;
                DrawHorizontalGridLines        = true;
                DrawVerticalGridLines        = true;
                PaintPriceMarkers            = true;
                ScaleJustification            = NinjaTrader.Gui.Chart.ScaleJustification.Right;
                //Disable this property if your indicator requires custom values that cumulate with each new market data event. 
                //See Help Guide for additional information.
                IsSuspendedWhileInactive    = true;
                Length                    = 4;

                AddPlot(new Pen(Brushes.Red, 2), PlotStyle.Bar, "Plot1");
                AddLine(Brushes.DarkGray, 1, "Line1");                          
            }
            else if (State == State.Configure)
            {
                upticks = new Series<double>(this);
                downticks = new Series<double>(this);
                
                emaUp = EMA(upticks,Length);
                emaDown = EMA(downticks,Length);
            }
            else if (State == State.Historical)
            {
                activeBar    = 0;
            }
        }

protected override void OnMarketData(MarketDataEventArgs e)
        {
            try
            {
                if (CurrentBar < Math.Max(Len,activeBar)) return;

                if(e.MarketDataType == MarketDataType.Last)
                {
                    if (lastPrice>0)
                    {
                        if (e.Price>lastPrice)
                        {
                            up++;
                            lastDir=1;
                        }
                        else if (e.Price<lastPrice)
                        {
                            down++;
                            lastDir=-1;
                        }
                        else
                        {
                            if (lastDir==1)
                                up++;
                            else if (lastDir==-1)
                                down++;
                        }
                    }
                    
                    upticks[0]=up;
                    downticks[0]=down;
                    
                    Plot1[0] = emaUp[0]-emaDown[0];                    
                    
                    lastPrice = e.Price;
                }
            }
            catch(Exception ex)
            {
                Log(ex.ToString(),LogLevel.Error);
            }
        }

protected override void OnBarUpdate()
        {
            if (CurrentBar < activeBar)
                return;

            if(CurrentBar != activeBar)
            {
                up = 0;
                down = 0;
                activeBar    = CurrentBar;
            }
        }