Probably something I am doing wrong

[SodyTexas]

Building a strategy I get the following error when trying to load:

Exception has been thrown by the target of an invocation.
A hosted indicator tried to load additional data. All data must first loaded by the hosting NinjaScript in its configure state.

This strategy worked in Beta 2 and Beta 1,

Here is the code:

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
	public class SDY_PnF_Base : Strategy
	{
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description					= @"Enter the description for your new custom Strategy here.";
				Name						= "SDY_PnF_Base";
				Calculate					= Calculate.OnPriceChange;
				EntriesPerDirection			= 1;
				EntryHandling				= EntryHandling.AllEntries;
				IsExitOnCloseStrategy		= false;
				ExitOnCloseSeconds			= 30;
				IsFillLimitOnTouch			= false;
				MaximumBarsLookBack			= MaximumBarsLookBack.TwoHundredFiftySix;
				OrderFillResolution			= OrderFillResolution.High;
				OrderFillResolutionType		= BarsPeriodType.Tick;
				OrderFillResolutionValue	= 1;
				Slippage					= 0;
				StartBehavior				= StartBehavior.AdoptAccountPosition;
				TimeInForce					= TimeInForce.Gtc;
				TraceOrders					= false;
				RealtimeErrorHandling		= RealtimeErrorHandling.StopCancelCloseIgnoreRejects;
				StopTargetHandling			= StopTargetHandling.PerEntryExecution;
				BarsRequiredToTrade			= 20;
				period 						= 5;
				//AddChartIndicator(SDY_PnF_MaxMin(period));
				//AddChartIndicator(SDY_PnF_Breakout());
			}
			else if (State == State.Configure)
			{
			}
		}

		protected override void OnBarUpdate()
		{
			if(CurrentBar >= period+1)return;
			
			
			if(Position.MarketPosition == MarketPosition.Flat)
			{
				if((BarsSinceExitExecution(0,"",0) >= 1 || BarsSinceExitExecution(0,"",0) == -1)
					&& 	Close[0] >= SDY_PnF_Breakout().IHigh[0]
					&&  Close[0] >= SDY_PnF_MaxMin(period).IHigh[0]
					&&  SDY_PnF_XO().XO[0] == "X")
				{
					EnterLong();
				}
				
				if((BarsSinceExitExecution(0,"",0) >= 1 || BarsSinceExitExecution(0,"",0) == -1)
					&& 	Close[0] <= SDY_PnF_Breakout().ILow[0]
					&&  Close[0] <= SDY_PnF_MaxMin(period).ILow[0]
					&&  SDY_PnF_XO().XO[0] == "O")
				{
					EnterShort();
				}
				
				
			}
			
			if(Position.MarketPosition == MarketPosition.Long
				&& (Close[0] <= SDY_PnF_Breakout().ILow[0] || (SDY_PnF_Count().Count[1] >= 10 && BarsSinceEntryExecution(0,"",0) >= 1)))
			{
				ExitLong();
			}
			
			if(Position.MarketPosition == MarketPosition.Short
				&& (Close[0] >= SDY_PnF_Breakout().IHigh[0] || (SDY_PnF_Count().Count[1] >= 10 && BarsSinceEntryExecution(0,"",0) >= 1)))
			{
				ExitShort();
			}
		}
		#region Properties
		[Range(1, int.MaxValue)]
		[NinjaScriptProperty]
		[Display(Name="Period", Order=1, GroupName="Parameters")]
		public int period
		{ get; set; }
		#endregion
	}
}

Whats is going on?

Sody

[Calonious]

If your hosted indicator, the one you are calling in the strategy, is loading extra data in its configure state, then you need to do the same thing in the Strategy as well.

[NinjaTrader_Matthew]

Based on the error, I am assuming SDY_PnF_XO is a multi-series indicator, correct?

There were some design changes in response to other bugs which prompted the following requirement:

If your added chart indicator is a multi time frame/instrument, you must also add that same time series/frame to the strategy.

The "hosting NinjaScript" in the error is the Strategy. Meaning, from your strategy, you need to AddDataSeries() in State.Configure the same series you have in the indicator.

Documentation is pending to reflect this requirement.

[SodyTexas]

Based on the error, I am assuming SDY_PnF_XO is a multi-series indicator, correct?

There were some design changes in response to other bugs which prompted the following requirement:

If your added chart indicator is a multi time frame/instrument, you must also add that same time series/frame to the strategy.

The "hosting NinjaScript" in the error is the Strategy. Meaning, from your strategy, you need to AddDataSeries() in State.Configure the same series you have in the indicator.

Documentation is pending to reflect this requirement.

Nope, SDY_PnF_XO is a very simple indicator that returns a string series, see below:

namespace NinjaTrader.NinjaScript.Indicators
{
	public class SDY_PnF_XO : Indicator
	{
		private Series<string> xo;

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description					= @"Enter the description for your new custom Indicator here.";
				Name						= "SDY_PnF_XO";
				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;
			}
			else if (State == State.Configure)
			{
				xo = new Series<string>(this);
			}
		}

		protected override void OnBarUpdate()
		{
			 if(CurrentBar == 0)
				{
					xo[0] = "Start";
					return;
				}
			if(Open[0] < Close[0])
				{
					xo[0] = "X";
				}
			else xo[0] = "O";
				
			Draw.TextFixed(this,"XO",xo[0],TextPosition.TopLeft);
		}
		#region Properties

		[Browsable(false)]
		[XmlIgnore()]
		public Series<string> XO
		{
			get { return xo; }
		}

		#endregion
	}
}

[NinjaTrader_Matthew]

What about the other indicators?

If you're not sure any multi-timeframe indicators, the error would be unexpected, but we would need to know how to reproduce if you can provide all the relevant code the strategy is attempting to load.

[SodyTexas]

Indicators:

SDY_PnF_Count

namespace NinjaTrader.NinjaScript.Indicators
{
	public class SDY_PnF_Count : Indicator
	{
		private Series<int> PnF_Count;

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description					= @"Enter the description for your new custom Indicator here.";
				Name						= "SDY_PnF_Count";
				Calculate					= Calculate.OnBarClose;
				IsOverlay					= true;
				DisplayInDataBox			= true;
				DrawOnPricePanel			= true;
				DrawHorizontalGridLines		= true;
				DrawVerticalGridLines		= true;
				PaintPriceMarkers			= true;
				ScaleJustification			= NinjaTrader.Gui.Chart.ScaleJustification.Right;
				IsSuspendedWhileInactive	= false;
			}
			else if (State == State.Configure)
			{
				PnF_Count = new Series<int>(this);
			}
		}

		protected override void OnBarUpdate()
		{
			if(CurrentBar <= 4)return;
			PnF_Count[0] = (int) Math.Round((((High[0] - Low[0])/TickSize)/base.Bars.BarsPeriod.Value)+1,0);
			
			if(Open[0] < Close[0]) Draw.Text(this,"PnF_Count"+CurrentBar.ToString(),PnF_Count[0].ToString(),0,Close[0] + (base.Bars.BarsPeriod.Value*2*TickSize),Brushes.DimGray);
			if(Open[0] > Close[0]) Draw.Text(this,"PnF_Count"+CurrentBar.ToString(),PnF_Count[0].ToString(),0,Close[0] - (base.Bars.BarsPeriod.Value*TickSize),Brushes.DimGray);	

		}
		
		#region Properties
		
		[Browsable(false)]
		[XmlIgnore()]
		public Series<int> Count
		{
			get { return PnF_Count; }
		}

		#endregion
	}

SDY_PnF_XO:

namespace NinjaTrader.NinjaScript.Indicators
{
	public class SDY_PnF_XO : Indicator
	{
		private Series<string> xo;

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description					= @"Enter the description for your new custom Indicator here.";
				Name						= "SDY_PnF_XO";
				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;
			}
			else if (State == State.Configure)
			{
				xo = new Series<string>(this);
			}
		}

		protected override void OnBarUpdate()
		{
			 if(CurrentBar == 0)
				{
					xo[0] = "Start";
					return;
				}
			if(Open[0] < Close[0])
				{
					xo[0] = "X";
				}
			else xo[0] = "O";
				
			Draw.TextFixed(this,"XO",xo[0],TextPosition.TopLeft);
		}
		#region Properties

		[Browsable(false)]
		[XmlIgnore()]
		public Series<string> XO
		{
			get { return xo; }
		}

		#endregion

SDY_PnF_MaxMin

namespace NinjaTrader.NinjaScript.Indicators
{
	public class SDY_PnF_MaxMin : Indicator
	{
		private Series<double> iHigh;
		private Series<double> iLow;

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description					= @"";
				Name						= "SDY_PnF_MaxMin";
				Calculate					= Calculate.OnEachTick;
				IsOverlay					= true;
				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;
				Period					= 10;
			}
			else if (State == State.Configure)
			{
				iHigh = new Series<double>(this);
				iLow = new Series<double>(this);
			}
		}

		protected override void OnBarUpdate()
		{
			if(CurrentBar <= Period)return;
			iHigh[0] = MAX(High,Period)[1] + base.Bars.BarsPeriod.Value*TickSize;
			iLow[0] = MIN(Low,Period)[1] - base.Bars.BarsPeriod.Value*TickSize;

			//Draw the lines
			Draw.Line(this,"iHigh",Period,iHigh[0],0,iHigh[0] ,Brushes.Green);
			Draw.Line(this,"iLow",Period,iLow[0],0,iLow[0],Brushes.Red);
			
			//Draw the Text
			Draw.Text(this,"hText",iHigh[0].ToString(),-2,iHigh[0] + (0.5* (base.Bars.BarsPeriod.Value*TickSize)),Brushes.DimGray);
			Draw.Text(this,"lText",iLow[0].ToString(),-2,iLow[0] + (0.5* (base.Bars.BarsPeriod.Value*TickSize)),Brushes.DimGray);
			
			
		}

		#region Properties
		[Range(1, int.MaxValue)]
		[NinjaScriptProperty]
		[Display(Name="Period", Order=1, GroupName="Parameters")]
		public int Period
		{ get; set; }

		[Browsable(false)]
		[XmlIgnore()]
		public Series<double> IHigh 
		{
			get { return iHigh; }
		}
		
		[Browsable(false)]
		[XmlIgnore()]
		public Series<double> ILow 
		{
			get { return iLow; }
		}

		#endregion

SDY_PnF_Breakout

namespace NinjaTrader.NinjaScript.Indicators
{
	public class SDY_PnF_Breakout : Indicator
	{
		private Series<double> iHigh;
		private Series<double> iLow;

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description					= @"";
				Name						= "SDY_PnF_Breakout";
				Calculate					= Calculate.OnEachTick;
				IsOverlay					= true;
				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;
			}
			else if (State == State.Configure)
			{
				iHigh = new Series<double>(this);
				iLow = new Series<double>(this);
			}
		}

		protected override void OnBarUpdate()
		{
			if(CurrentBar < 2) return;
			if (IsFirstTickOfBar)
			{
				if(SDY_PnF_XO().XO[0] == "X")
				{
					iHigh[0] = SDY_PnF_MaxMin(2).IHigh[0];
					iLow[0] = SDY_PnF_MaxMin(1).ILow[0];
				}
				
				if(SDY_PnF_XO().XO[0] == "O")
				{
					iHigh[0] = SDY_PnF_MaxMin(1).IHigh[0];
					iLow[0] = SDY_PnF_MaxMin(2).ILow[0];
				}
				
				Draw.Line(this,"iHigh",2,iHigh[0],0,iHigh[0] ,Brushes.Green);
				Draw.Line(this,"iLow",2,iLow[0],0,iLow[0],Brushes.Red);
			}
		}
		
		#region
		[Browsable(false)]
		[XmlIgnore()]
		public Series<double> IHigh 
		{
			get { return iHigh; }
		}
		
		[Browsable(false)]
		[XmlIgnore()]
		public Series<double> ILow 
		{
			get { return iLow; }
		}
		#endregion

[SodyTexas]

What about the other indicators?

If you're not sure any multi-timeframe indicators, the error would be unexpected, but we would need to know how to reproduce if you can provide all the relevant code the strategy is attempting to load.

My last post I listed all the indicators, The only thing that even closely represents a multi-timeframe situation is:

BarsSinceEntryExecution(0,"",0)

because I am referencing barsArray 0, could this be causing it.. I don't see how how, but maybe...

Sody

[SodyTexas]

If it helps

Here is the strategy if it helps

Sody

[NinjaTrader_Matthew]

Thanks, I could reproduce with the snippets you posted. Will get back to you shortly.

[SodyTexas]

Thanks Matthew

[NJA_MC]

I have seen this error a few times as well. I think I resolved it by correcting a new Exception that occurred in an indicator. I will keep a closer eye on this one myself as I have seen it a few times.

[NinjaTrader_Matthew]

SodyTexas, how often are you seeing it? Every time? I was only able to reproduce a handful of time and having trouble isolating. Please let me know if you have some specific settings (time period, bars, strategy settings, etc) that your'e using if you can reproduce frequently.

[SodyTexas]

I built 4 strategies in Beta 1, all four of those are receiving the issue. But This strategy (SDY_PfF_Base) I built today under Beta 3.

[NinjaTrader_Matthew]

Sorry - I mean with the strategy you provided me, do you get the error message from post #1 every single time you start it? If so, exactly what settings are you using for the strategy?

- Instrument
- BarsType
- Period
- Any non-default strategy settings.

Any info you can provide to help me reproduce this our development environment should help us figure out what you and NJA_MC are running into

[SodyTexas]

Sorry - I mean with the strategy you provided me, do you get the error message from post #1 every single time you start it? If so, exactly what settings are you using for the strategy?

- Instrument
- BarsType
- Period
- Any non-default strategy settings.

Any info you can provide to help me reproduce this our development environment should help us figure out what you and NJA_MC are running into

- Number of contracts all replay (##-##)
- Mainly Point and figure
- Also, some 15 min bar
- strategy settings all done by code, full list is in the code provided in past posts

Hope this helps!