OnMarketDepth

[suprsnipes]

Hi,

I am trying to add a Print statement to the code below (other Print statements are ok) within the OnMarketDepth method but I am getting an error. Error on calling 'OnMarketDepth' method for indicator 'CumulativeDepth': You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

if (bidbookfilled==1 && askbookfilled==1)
            {
                //Print("OnMarketDepth()");
                //Print("Time : " + DateTime.Now.ToLongTimeString());
                //Print("Cummulative Depth ASK is  " + sum1 + " " + Time[0]);
                //Print("Cummulative Depth BID is  " + sum2 + " " + Time[0]);
              [COLOR=Red]  Print(Time[0] + " " + sum2 + " Bids " + bidRows1[0].Volume + " | " + bidRows1[1].Volume + " | " + bidRows1[2].Volume + " | " + bidRows1[3].Volume + " | " + bidRows1[4].Volume);
                Print(Time[0] + " " + sum1 + " Asks " + askRows1[0].Volume + " | " + askRows1[1].Volume + " | " + askRows1[2].Volume + " | " + askRows1[3].Volume + " | " + askRows1[4].Volume);[/COLOR]
                bidbookfilled=0;
                askbookfilled=0;
                //Print(Environment.NewLine);
            }

Regards,
suprsnipes

[NinjaTrader_Bertrand]

suprsnipes, what kind of current bars check do you run in the OnBarUpdate section of the code?

[suprsnipes]

I am using the following;

if (Close[0] > Close[Math.Min(CurrentBar, 1)]);

[NinjaTrader_Bertrand]

Please try increasing that to 4, any change?

[suprsnipes]

Ok, that fixed it, thanks.

[suprsnipes]

Hi,

I am having the same problem again where I am seeing this error message for no apparent reason.

Error on calling 'OnMarketDepth' method for indicator 'CumulativeDepth': You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

I am using the following code but it's not resolving the issue, what other options do I have to stop this error messga from occuring?

Regards,
suprsnipes

[NinjaTrader_Bertrand]

suprsnipes, you could also wrap the code in try/catch statements - http://www.ninjatrader.com/support/f...ead.php?t=9825

This would let the code continue to execute and offer potentially finer debug aids.

[suprsnipes]

Thanks Bertrand for your response I have not used the try catch method before. I have added the try catch method to the code and this was what was displayed in the output window when the error occured...

System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Paramter name: Index
at System.Collections.CollectionBase.System.Collectio ns.IList.get_Item(Int32 index)
at NinjaTrader.Data.MarketDepthRowCollection.get_Item (int32 index)
at NinjaTrader.Indicator.CumulativeDepth.OnMarketDept h(MarketDepthEventArgs e)

What do I do from here?
suprsnipes

[NinjaTrader_Bertrand]

suprsnipes, it tells you you're accessing an invalid index in your OnMarketDepth() handler - you would need to debug out where this is the case and address.

[suprsnipes]

I'll look into how I can better use the try and catch to find out where the problem is, thanks.

[NinjaTrader_Bertrand]

That would be good, also try running parts of it then and see in which section exactly the error is generated - if you would like I can give it a run here as well for you.

Just send me an email then please to support directly.

[suprsnipes]

Thanks Bertrand for your response I have not used the try catch method before. I have added the try catch method to the code and this was what was displayed in the output window when the error occured...

System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Paramter name: Index
at System.Collections.CollectionBase.System.Collectio ns.IList.get_Item(Int32 index)
at NinjaTrader.Data.MarketDepthRowCollection.get_Item (int32 index)
at NinjaTrader.Indicator.CumulativeDepth.OnMarketDept h(MarketDepthEventArgs e)

What do I do from here?
suprsnipes

This is the error message I see and I would like to know how the following piece of code could be throwing this error??

            maxAValue=1;
            maxAskSizeLevel=-1;
            for(int i=1; i<5; i++)
            {
            if (e.MarketDepth.Ask[i].Volume >= maxAValue)
            {    
            maxAValue = e.MarketDepth.Ask[i].Volume;
            maxAPrice = e.MarketDepth.Ask[i].Price;
            maxAskSizeLevel = i;
            }

I am really confused as to what may be causing this problem and would appreciate any help.

Regards,
suprsnipes

[sledge]

I am using the following;

if (Close[0] > Close[Math.Min(CurrentBar, 1)]);

Increase to 5 or 6 now.

[koganam]

This is the error message I see and I would like to know how the following piece of code could be throwing this error??

            maxAValue=1;
            maxAskSizeLevel=-1;
            for(int i=1; i<5; i++)
            {
            if (e.MarketDepth.Ask[i].Volume >= maxAValue)
            {    
            maxAValue = e.MarketDepth.Ask[i].Volume;
            maxAPrice = e.MarketDepth.Ask[i].Price;
            maxAskSizeLevel = i;
            }

I am really confused as to what may be causing this problem and would appreciate any help.

Regards,
suprsnipes

Might I suggest that if you are trying to use the positions in the MarketDepth ladder, that you use instead the supported, documented, e.Position?

ref: http://www.ninjatrader.com/support/h...heventargs.htm

[suprsnipes]

Thanks for your response.

Could you please give us an example of how I could use e.Position in place of what I am using at the moment?

Regards,
suprsnipes