Defining secondary time frame causing object reference error

[darmbk]

Hi,

I have a working strategy that I wanted to add a secondary time frame to. The only line I have added is within Initialize()...

Add(PeriodType.Day, 1);

The strategy compiles fine but then when running a backtest I get the following error message.

**NT** Error on calling 'OnBarUpdate' method for strategy 'XXX': Object reference not set to an instance of an object.

The strategy is set to run on the 1 minute time frame as it's primary frame. I'm sure that's not enough info but any pointers as to where I should look for issues?

Thanks,
darmbk.

[NinjaTrader_Bertrand]

darmbk, do you run a CurrentBars check for all bars series then in your script?

http://www.ninjatrader.com/support/helpGuides/nt7/currentbars.htm?zoom_highlightsub=CurrentBars

[darmbk]

Hi Bertrand,

Thanks for your quick response. I had not included those lines. However, I get the same result. I am including them as the first lines in OnBarUpdate().

I note that my code contains a test of CurrentBar == 20. I imagine I need to change this to CurrentBars[0] == 20. Are there other changes that I may need to make? How would I edit High[0] or Time[0] for instance?

[NinjaTrader_Bertrand]

Ok, that's good, would keep them still in place. Do you filter your logic then by BarsInProgress for the script?

http://www.ninjatrader.com/support/helpGuides/nt7/barsinprogress.htm?zoom_highlightsub=BarsInProgress

[darmbk]

No I have not employed a test on which bar type is closing. I now have done the following to OnBarUpdate() but unfortunately I get the same error...

protected override void OnBarUpdate()
{
if(CurrentBars[0] < BarsRequired || CurrentBars[1] < BarsRequired)
return;

if(BarsInProgress == 0)
{
// All code from original strategy in here
}

Do I need to edit High[0] to High(CurrentBars[0])[0]? even though I have tested on BarsInProgress?

[NinjaTrader_Bertrand]

I would then suggest isolating out exactly where in your OnBarUpdate() that empty object is being attempted to be accessed, C#'s try / catch techniques could help here - http://www.ninjatrader.com/support/f...ead.php?t=9825

Do you work with the IOrder objects in this script?

[darmbk]

Thanks Bertrand,

I will break everything down as you suggest to pinpoint the problem. Yes I have IOrder objects in the script.

[NinjaTrader_Bertrand]

Then after the things we've been through, would pay extra attention to those and making sure not accessing their properties without a check for null.

[darmbk]

Hi Bertrand,

I have used 'try' and have found so far at at least that the script throws an error on the following code with OnBarUpdate...

if (ToTime(Time[0]) == ToTime(startHour, 0, 0))
{
// Trade signal variable values
volumeSumOverPeriod = SUM(Volume, volumePeriod)[0];
highOverPeriod = MAX(High, volumePeriod)[0];
lowOverPeriod = MIN(Low, volumePeriod)[0];
volumePeriodRange = Math.Round((highOverPeriod - lowOverPeriod) / TickSize);

// Output trade signal variables
tradeSignalLog = Time[0] + " Start: Volume = " + volumeSumOverPeriod + ", Range = " +
volumePeriodRange + " ticks" + ", Range High = " + highOverPeriod +
", Range Low = " + lowOverPeriod;
Print(tradeSignalLog); // Print to Output Window
WriteStream(swLog, tradeSignalLog, "Failed to write tradeSignalLog to log file", optimization);
}

Note WriteStream is a user defined method that employs 'try' itself.

[NinjaTrader_Bertrand]

You will need to go even further then, same issue if the custom writestream is commented out?

[darmbk]

Ok, so I use the WriteStream in many places. When I commented it out the strategy worked. Here is the code for the WriteStream, what is the problem here?

private void WriteStream(StreamWriter sw, String str, String err, Boolean optimization)
{
if(!optimization) // Output to log/data files
{
try
{
sw.WriteLine(str);
}
catch (Exception e)
{
Log(err,NinjaTrader.Cbi.LogLevel.Error);
throw;
}
}
}

[NinjaTrader_Bertrand]

My best guess would be then needs a null check for swLog in your WriteStream call?

[darmbk]

Hi Bertrand,

Thanks for the solution, my code now works.

Finally then, could you explain why I might need the test of null for the swLog object here? Why was it not causing a problem prior to me adding another bar type to CurrentBars?

Thanks,
darmbk.

[NinjaTrader_Bertrand]

Ok, glad to hear it - would tip on the code call event timing / sequence to be changed by adding the other series in, so ran into a race condition with it that had not happened before, the call for null certainly helps.

[darmbk]

Hi Bertrand,

Sorry you lost me after "glad to hear it"! Could you dumb that down for me?

Thanks,
darmbk.