Help Please - Backtest Failing

[wuilengh]

I'm running a pairs trading strategy which gets its signals from a custom multi-series indicator (two stocks).

In charts, I set stock A as the primary and then Add() stock B in the indicator. In charts, this works fine as the indicator is plotted as expected. I also get my Print() messages in Output.

In the strategy, I again Add() stock B. However, in the Strategy Analyzer when stock A is selected as the target of the backtest, I get this error:

Error on calling 'OnBarUpdate' method for indicator 'PairsIndicator' on bar 0: Object reference not set to an instance of an object.

After the failed backtest, on the chart of stock A in strategy analyzer, trying to plot the Indicator doesn't work at all - the panel is created but nothing is plotted. This puzzles me as to why the Indicator would work in regular charting and not in backtesting. The MinBarsRequired setting is 0 in both cases.

Any ideas to why this is the case problem would be much appreciated.

I googled that declaring data series and in variables which are not initiated may cause this problem. This isn't the case here.

Thanks in advance!

---

Update: Also getting this error sometimes:

Error on calling 'OnBarUpdate' method for indicator 'PairsIndicator' on bar 0: 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've looked through the code and still can't find anything. Surely if this was the problem, it would cause the same thing in regular charting?

[NinjaTrader_AdamP]

wuilengh,

I am happy to assist you.

I would suggest using a Try/Catch to print to your Output Window the error that occurred. It will even tell you which line this error is coming from in many cases.

http://www.ninjatrader.com/support/forum/showthread.php?t=9825

[wuilengh]

Thanks, I've run the catch and try block and the problem seems to be within this bit of code I have in the indicator.

if (Bars.FirstBarOfSession)
{
openpricea = Opens[InstrumentB][0];
openpriceb = Opens[InstrumentA][0];

The error message output is this:

8/13/2012 5:02:00 PM System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
at System.Collections.ArrayList.get_Item(Int32 index)
at NinjaTrader.Data.MemBars.GetOpen(Int32 index)
at NinjaTrader.Data.Bars.GetOpen(Int32 index)
at NinjaTrader.Indicator.DataSeriesHelper.get_Item(In t32 barsAgo)
at NinjaTrader.Indicator.VXXPremiumDiscount.OnBarUpda te()
Note that I'm living 12 hours away from EST so 5:02 PM is actually 5:02 AM premarket. I'm thinking that premarket data is causing the problem. However, under the backtest settings I've set the session template to "US Equities RTH" (just as I usually do in charts) and even the chart displayed in Strategy Analyzer is from 9:30 AM - 4:00 PM (9:30 PM - 4:00 AM in my case).

How is the indicator receiving data out of the session template when it's not even displayed and how can I remedy this?

Thanks again.

[wuilengh]

Solved by going into Instrument Manager and switching the Session Templates for Stock B to US Equities RTH.

For some reason Charting assumes this for Stock B given that Stock A is set to US Equities RTH. Backtesting doesn't for some reason.

Thanks again!