Need OnTimer

[Ralph]

Initialize() is called one time per instantiation. But your object (when selected from the indicator/strategy list) is instantiated several times, and you can't control that by a flag.

An indicator always starts at bar zero, but a strategy does not. I guess this is the problem you have with the NT code example.

To perform a proper runtime initialisation with a strategy I use the following approach:

privatebool runtimeInit;
...
protectedoverridevoid OnBarUpdate()
{
if (FirstTickOfBar)
{
if (!runtimeInit)
{
... your initial code ...
runtimeInit = true;
}
}
}

This is the only way to initialize your timer properly within a strategy I personally know of.

Regards
Ralph

[ELabunsky]

Ralph, thank you for your help. I'll check it a bit later and let you know.

Regards,
Eugene.

[ELabunsky]

Ralph, as I noticed it did not help. If not set MaxProcessedEvents to some huge value system will stop soon. Try check your self.

In init on/off MaxProcessedEvents = 32768;

Regards,
Eugene.

[Ralph]

I'll give it a try, maybe not today but somewhen the next days.

Regards
Ralph

[zweistein]

This is what I do:

2. _timer.Start only called in OnBarUpdate

hence after Initialize


Thank you Ralph for making things clear!

andreas

[Ralph]

2. _timer.Start only called in OnBarUpdate

hence after Initialize

This solution makes sense for me, because only fully functional instances (those how reach OnBarUpdate() get the chance to activate the timer.

Regards
Ralph

[Ralph]

Hi Eugene,

did run a test with your strategy which you provided with your first file. I applied WRITER to 5 different charts and run it for 45 minutes. No error messages. And that makes sense because you instantiate your timer with a static variable one time. But I was not able to close the strategies because that causes a crash. Here is the error message:

16.09.2009 13:57:45|3|128|Error on calling 'Dispose' method for strategy 'WRITER': Der Objektverweis wurde nicht auf eine Objektinstanz festgelegt.

The explanation is a native c# error message. It says you accessed an instance variable without an valid instance reference (propably a null-pointer).

However, I could not reproduce the event limitation error message.

Regards
Ralph

[honvl]

I have been able to reproduce the "More than 100 subsequent user events" message. However, the market is closed right now so no non-user events are coming in to my strategy. I suspect that the error message will go away if I start my strategy while the market is in session.

[Ralph]

Alternatively you could use the simulated datafeed for testing.

[honvl]

I have been able to reproduce the "More than 100 subsequent user events" message. However, the market is closed right now so no non-user events are coming in to my strategy. I suspect that the error message will go away if I start my strategy while the market is in session.

It is confirmed that there is no such error while the market is in session.

[ELabunsky]

OnTimer and Send Order

After I have defined internal value MaxProcessedEvents to huge value my system does not stops during the trading session, but I have another problem now. When I try call EnterShortLimit or EnterLongLimit limit from my TIMER's MyCustomHandler NINJA system crashed with error missage: Object reference not set to an instance of an object.The same code called from OnMarketDepth works fine.
Where is the problem?

Regards,
Eugene.

[NinjaTrader_JoshP]

Eugene,

Usually that error happens when you don't check for null on your order. Please see this tip: http://www.ninjatrader-support2.com/...ead.php?t=4226

[ELabunsky]

Josh, as I noticed - code the same... I moved it from Timer part to other and it works...

[NinjaTrader_JoshP]

That doesn't change the fact of the matter. You should always check for null references first.

Also, please provide the full code version you are using now. We are shooting in the dark without it.

[marcow]

I have attached a stripped down strategy which prints text to the output window every 1 second. The code is based on the example provided by NinjaTrader located at

http://www.ninjatrader.com/support/forum/showthread.php?p=30463

In an indicator, the Timer works fibne, but in a strategy after +/- 2 minutes, I also get the "More than 100 subsequent user events" error message.

I tried the suggestions in this thread like calling _timer.Start in onBarUpdate
and making timer a static variable but I still get the same error.

did anyone find a solution for this for NT7 ?
Any help would be appreciated.

Marco