Times[] and Opens[] range

[mantak007]

Hi, how do I know current valid range of Opens[idx][] and Times[idx][] arrays, with idx referring to last, bid and ask data? I need to access all items of the Opens[idx] and Times[idx] in OnBarUpdate() to process historical tick data, but their range seems to vary during the session, e.g. after reloading the indicator. I can get Opens[idx].Count and Times[idx].Count property, but upper and lower limits seem to vary, they are definitely not from 0 to Count-1. Another thing, the range is not the same under some circumstances (quite often, but I cannot find a specific way to reproduce) and I get AurgumentOutOfRange exception when accessing the arrays at the same index. Any help appreciated. Thanks.

[NinjaTrader_RyanM1]

Hello mantak007,

You generally only have to check this at the start of the series. Using something like the following prevents the script from accessing invalid values.

if (CurrentBars[1] < 0) return;

If this doesn't work for you, can you please share an example of what you're doing and the steps needed to see the same on our end?

[mantak007]

 public class OpensTimesSample : Indicator
    {
        #region Variables
       
        private bool historicalDataLoaded = false;
        #endregion

        /// <summary>
        /// This method is used to configure the indicator and is called once before any bar data is loaded.
        /// </summary>
       protected override void Initialize()
        {            
            CalculateOnBarClose = false;
            Overlay             = true;
            
            string instrumentName = "CL 09-11";
            
            Add(instrumentName, PeriodType.Tick, 1, MarketDataType.Last);
            Add(instrumentName, PeriodType.Tick, 1, MarketDataType.Ask);
            Add(instrumentName, PeriodType.Tick, 1, MarketDataType.Bid);
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0)
                return;

            if (CurrentBars[1] < 0) 
                return;
            
            if(!historicalDataLoaded)
            {            
                historicalDataLoaded = true;
                
                const int lastIdx = 1;
                              
                int minRange = 0;
                int maxRange = Times[lastIdx].Count;
                
                for(int i=minRange; i < maxRange; i++)
                {
                    Print(Times[lastIdx][i].ToString());
                }                
            }
        }

        #region Properties
       
        #endregion
    }

OK, here is the sample. How do I set correct minRange and MaxRange variables to be able to iterate through the whole Times[lastIdx][] array? For simplicity I reduced the code just to reproduce the error. Thank you.

[NinjaTrader_Bertrand]

mantak007, we could unfortunately not debug this code piece out for you - what Ryan suggested as a starting point is still valid : please run CurrentBar checks for all series involved so you can avoid running into attempting to access invalid bars.

http://www.ninjatrader.com/support/helpGuides/nt7/currentbars.htm

[mantak007]

I don"t want you to debug the code, I need an information that is missing in the documentation - what is the valid range of Times[][] array. BTW, why are you asking for a sample if you don't want to use it at all? As for CurrentBar, how does it relate to Times and Opens? There is nothing in the documentation.

[NinjaTrader_Brett]

Hello,

Sorry for the miscommunication there on Berts response.

I checked into here and what your missing is CurrentBars[0].

http://www.ninjatrader.com/support/helpGuides/nt7/currentbars.htm

This is the total number of bars in each bar series.

For example.

Times[0][CurrentBars[0]]
//primary series
or
Times[1][CurrentBars[1]]
//for the secondary series

This would be the first bar in the series and would be the end range. You can add and iterate with a counter all the way up to this value to go through all previous values and then if > this value stop or else you will run into a open

Caution here, this is going to be CPU intensive if you plan on running this live.

-Brett

[mantak007]

Hi Brett, that's it, works great, thank you. As it looks, the CurerntBars[0] is the maximum index and the array Times goes to negative, but there is no lower limit. Let's say Times[0].Count is 100 and CurrentBars[0] is 10. Valid indices for Times[0][i] should be i={10, 9, ..., 0, -1, -2, ...,-98, -99}. But I can use i={-100, -101,...}all in fact returning the last value in the array. Is this a bug or is it by design? I think ArgumentOutOfRange should be thrown. No big problem of course, I'm just curious if I have not overlooked something else.

[NinjaTrader_Brett]

Hello,

It is possible to reference a value to the future with a negative bar reference. This is ok and expected and the reason why we don't do the exception.

You would only want to use values >0 to go back in the bars. Rarely would you use negative values here.

Let me know if I can be of further assistance.