OnMarketDepth Problems

[NinjaTrader_ChelseaB]

Hi esignal,

Yes..i try it....it give me error but sometimes not Always
and as turbofib me error only in futures with many decimal places

In other futures with 2 decimal places gives me no errors

What instrument are you using to test this and how many days of historical data do you have loaded on your chart?

[esignal]

I used I also euro dollar with IQFeed feed
The indicator used in real time

The days of history loaded are 3 but the error is in real time not in historical

Error on calling 'OnMarketDepth' method for indicator 'TurbofibTest': 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.

the error I see in Log is : "Error on plotting "turbofib Test". Please check the 'onBarupdate' or the 'Plot' Method.

[NinjaTrader_ChelseaB]

Hey all,

I think commenting out the the Add() line in Initialize() was causing problems.

I've modified the indicator so that it plots and we can actually see the values.

You'll need to import and overwrite the older version, then remove and re-add to your chart.

[esignal]

It does not work .. In the log I see: Error on calling 'OnMArketDepth' method for indicator 'Turbofib test ' You are accessing an index with a value that is invalid since its out..


As soon as I can I try it on another fut currency with only 2 decimal places

[NinjaTrader_ChelseaB]

Hi esignal,

It does not work .. In the log I see: Error on calling 'OnMArketDepth' method for indicator 'Turbofib test ' You are accessing an index with a value that is invalid since its out..


As soon as I can I try it on another fut currency with only 2 decimal places

I've had this running for a while and got the error message. I think possibly either the bid object or ask object doesn't exist sometimes. I'm adding an additional check to be sure these objects exist and will test this for a while.

[NinjaTrader_ChelseaB]

OK all,

I think adding a count check helped. I've had this running from 8:30 my time to 9:56 my time without error.

Let me know if this modified version gets any errors.

[esignal]

ok..i test it and I'll tell you something

[esignal]

Error :
Error on calling 'OnMarketDepth' method for indicator 'TurbofibTest': 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.

[NinjaTrader_ChelseaB]

Hi esignal,

I just want to double check and ensure the changes are in your file.

May I have a screenshot of the code of this indicator with lines 53 through 62 visible?

• Click Tools -> Edit NinjaScript -> Indicator... -> select TurbofibTest -> click OK

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

For detailed instructions please visit the following link
http://take-a-screenshot.org/

[esignal]

Here are my pics

[NinjaTrader_ChelseaB]

Hi esignal,

Who are you connected to? (This indicated in green in the bottom left corner of the Control Center)

Also, I'd modifed the script yet again to use try and catch blocks. I'd like to see which part of this is failing. The information will go to the output window.

Please open your output window and run the new modifications. Then please send me what comes up in the output.

(Tools -> Output Window...)

[esignal]

Be patient .... I have to hold over to Monday ... now I'm back at home in another place where I have a adsl very slow ... and I often disconnects IQFeed ...
Monday I take the tests
Sorry again

[esignal]

Now i'm connected only iqfeed...

it give me following error :
"
27/01/2014 10:02:31 - failed collecting ask volume - error:System.ArgumentOutOfRangeException: Index non compreso nell'intervallo. Richiesto valore non negativo e minore della dimensione dell'insieme.
Nome parametro: index
in System.Collections.CollectionBase.System.Collectio ns.IList.get_Item(Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.get_Item (Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.TotalVol ume(Int32 level)
in NinjaTrader.Indicator.TurbofibTest.OnMarketDepth(M arketDepthEventArgs e)

27/01/2014 10:04:12 - failed collecting bid volume - error: System.ArgumentOutOfRangeException: Index non compreso nell'intervallo. Richiesto valore non negativo e minore della dimensione dell'insieme.
Nome parametro: index
in System.Collections.ArrayList.get_Item(Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.get_Item (Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.TotalVol ume(Int32 level)
in NinjaTrader.Indicator.TurbofibTest.OnMarketDepth(M arketDepthEventArgs e)

27/01/2014 10:17:00 - failed collecting ask volume - error:System.ArgumentOutOfRangeException: Index non compreso nell'intervallo. Richiesto valore non negativo e minore della dimensione dell'insieme.
Nome parametro: index
in System.Collections.ArrayList.get_Item(Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.get_Item (Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.TotalVol ume(Int32 level)
in NinjaTrader.Indicator.TurbofibTest.OnMarketDepth(M arketDepthEventArgs e)

27/01/2014 10:21:40 - failed collecting bid volume - error: System.ArgumentOutOfRangeException: Index non compreso nell'intervallo. Richiesto valore non negativo e minore della dimensione dell'insieme.
Nome parametro: index
in System.Collections.CollectionBase.System.Collectio ns.IList.get_Item(Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.get_Item (Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.TotalVol ume(Int32 level)
in NinjaTrader.Indicator.TurbofibTest.OnMarketDepth(M arketDepthEventArgs e)

27/01/2014 10:24:30 - failed collecting ask volume - error:System.ArgumentOutOfRangeException: Index non compreso nell'intervallo. Richiesto valore non negativo e minore della dimensione dell'insieme.
Nome parametro: index
in System.Collections.CollectionBase.System.Collectio ns.IList.get_Item(Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.get_Item (Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.TotalVol ume(Int32 level)
in NinjaTrader.Indicator.TurbofibTest.OnMarketDepth(M arketDepthEventArgs e)

27/01/2014 10:26:19 - failed collecting bid volume - error: System.ArgumentOutOfRangeException: Index non compreso nell'intervallo. Richiesto valore non negativo e minore della dimensione dell'insieme.
Nome parametro: index
in System.Collections.CollectionBase.System.Collectio ns.IList.get_Item(Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.get_Item (Int32 index)
in NinjaTrader.Data.MarketDepthRowCollection.TotalVol ume(Int32 level)
in NinjaTrader.Indicator.TurbofibTest.OnMarketDepth(M arketDepthEventArgs e))
"
I ran the tests on euro dollar with 2 different frames ..

The new script even if it gives me error continues to run

[esignal]

can you solve my problem?

[NinjaTrader_ChelseaB]

Hi esignal (sorry I was addressing Turbofib before),

I haven't given up yet but I am still attempting to reproduce this issue.

Yesterday I allowed this script to run using IQFeed for a full day.

I left the output window open looking for that same error message, however, I did not receive it.

Here's a look at the chart it produced using the 6J 03-14 which has 6 digits to the right of the decimal.

I also had this running on the 6E 03-14 at the same time with both printing to the output window but did not get a message from either; again using IQFeed as my data source.


At this point, I think there must be something different about my connection. Are you seeing any disconnects in the Log tab of the Control Center?