MTF indicator : System.ArgumentOutOfRangeException* error

[elechim]

Hello,
I'm programming an multi time frame indicator. I have a System.ArgumentOutOfRangeException*error but I can't understand why.

Main indicator

namespace NinjaTrader.NinjaScript.Indicators.Perso
{
	public class Decoupage5M : Indicator
	{
		private Decoupage DM1;
		private Decoupage DM30;
		private Decoupage DM5;
		
		// Variable de travail
		private int idx5 = 0;
		private int idx1 = -1;
		
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"In 5min Découpage in M30 e in M1";
				Name										= "Decoupage5M";

				IsOverlay					= true;
				IsSuspendedWhileInactive	= true;
				//Disable this property if your indicator requires custom values that cumulate with each new market data event. 
				//See Help Guide for additional information.
				IsSuspendedWhileInactive					= true;
				Periodi					= 14;
				AddPlot(new Stroke(Brushes.Orange, 4), PlotStyle.Cross, "M30");
				AddPlot(new Stroke(Brushes.DodgerBlue, 2), PlotStyle.Cross, "M5");
				AddPlot(new Stroke(Brushes.MediumAquamarine, 1), PlotStyle.Cross, "M1");
			}
			else if (State == State.Configure)
			{
				AddDataSeries(Data.BarsPeriodType.Minute, 1);
				AddDataSeries(Data.BarsPeriodType.Minute, 30);
			}
			else if (State == State.DataLoaded)
			{
				DM5= Decoupage(BarsArray[0],Periodi,true);
//				DM1 = Decoupage(BarsArray[1],Periodi,true);
			}
		}

		protected override void OnBarUpdate()
		{
			if (CurrentBars[0] < 1 || CurrentBars[1] < 1 || CurrentBars[2] < 1)
				return;
			
			
		
			
			// 1 minutes
			#region 1min
			else if (BarsInProgress == 1)
			{
				int id = 0;

				DM1 = Decoupage(BarsArray[1],Periodi,true);
	

////>>>>>> THE PROBLEM OCCUR HERE !!!! >>>>>>>>>>>>>>>>>>>
				if(DM1[0] != 0)
				{
				}
				
				Print("    1 min: "+ CurrentBars[1]+ "  "+ Times[1][0]);// +"  "+ DM1[0]);
			}
			#endregion 1min
			
		}

		
		#region Properties
		[NinjaScriptProperty]
		[Range(1, int.MaxValue)]
		[Display(Name="Periodi", Description="Periodi delle medie mobili", Order=1, GroupName="Parameters")]
		public int Periodi
		{ get; set; }

		[Browsable(false)]
		[XmlIgnore]
		public Series<double> M30
		{
			get { return Values[0]; }
		}

		[Browsable(false)]
		[XmlIgnore]
		public Series<double> M5
		{
			get { return Values[1]; }
		}

		[Browsable(false)]
		[XmlIgnore]
		public Series<double> M1
		{
			get { return Values[2]; }
		}
		#endregion

	}
}

Second indicator

amespace NinjaTrader.NinjaScript.Indicators.Perso
{
	public class Decoupage : Indicator
	{
		private SMA smaH;  // Moyenne mobile calée sur le plus haut
		private SMA smaL;  // Moyenne mobile calée sur le plus bas
		
		// Variables de travail
		private int LastPoint = 0;
		
		
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"Cet indicateur vise à faire le découpage ";
				Name										= "Decoupage";
				IsOverlay					= true;
				IsSuspendedWhileInactive	= true;
				AddPlot(new Stroke(Brushes.DodgerBlue,2), PlotStyle.Cross, "Decoupe");
				PerSMA					= 14;
				IndexYesNo					= false;  //Se true rinvia l'indice della barra dove il picco o la cavità si trova
			}
			else if (State == State.Configure)
			{
				smaH = SMA(High,PerSMA);
				smaL = SMA(Low,PerSMA);
			}
		}

		
		
		protected override void OnBarUpdate()
		{
//		    if (CurrentBar < 1)
//		        return;

			
		
			//Initialisation du LastPoint
			if(LastPoint == 0)
			{
				if(Close[0] > smaH[0])  // Recherche d'un pick
				{
					LastPoint = CurrentBar;
				}
				else if(Close[0] < smaL[0]) // Recherche d'un creux
				{
					LastPoint = CurrentBar *-1;		
				}
			}
			// Recherche d'un creux
			else if (LastPoint < 0 && Close[0] > smaH[0])
			{
				int nb = CurrentBar + LastPoint;  //LastPoint est négatif
				int idxc = 0;
				double creux = Low[0];
				
				LastPoint = CurrentBar ;
				
				for (int i = 0; nb > 0 && i <= nb; i++) 
				{
					if(Low[i] < creux)
					{
						creux = Low[i];
						idxc = i;
					}
				}
				if (IndexYesNo)
				{
					if (idxc == 0)
						// Questa cagata serve per riuscire a definire se high o low nel caso in cui l'indice é a zero
						Decoupe[0] = -0.0000001;
					else 
						Decoupe[0] = Convert.ToDouble(idxc) * -1;
				}
				else
					Decoupe[idxc] = creux;				
			}		
			// Recherche d'un pic
			else if (LastPoint > 0 && Close[0] < smaL[0])
			{
				int nb = CurrentBar - LastPoint;
				int idxp = 0;
				double pic = High[0];
				
				LastPoint = CurrentBar * -1;
				
				for (int i = 0; nb > 0 && i <= nb; i++) 
				{
					if(High[i] > pic)
					{				
						pic = High[i];
						idxp = i;
					}
				}
				if (IndexYesNo)
				{
					if (idxp == 0)
						Decoupe[0] = 0.0000001;
					else 
						Decoupe[0] = Convert.ToDouble(idxp);
				}
				else
					Decoupe[idxp] = pic;	
			}
		}

		#region Properties
		[NinjaScriptProperty]
		[Range(1, int.MaxValue)]
		[Display(Name="PerSMA", Description="Nombre de périodes pour les SMA", Order=1, GroupName="Parameters")]
		public int PerSMA
		{ get; set; }
		
		
		[Browsable(false)]
		[XmlIgnore]
		public Series<double> Decoupe
		{
			get { return Values[0]; }
		}		
		
		[NinjaScriptProperty]
		[Display(Name="IndexYesNo", Description="Remplacer val par index?", Order=2, GroupName="Parameters")]
		public bool IndexYesNo
		{ get; set; }			
		#endregion

	}
}

In attached debugging screenshot you can notice that CurrentBar is 27 and the error occurs when the program try to acces the Low[12].

I can understant why?
Could you help me?

Thank you in advance.

Michel

[NinjaTrader_AlanP]

Hello elechim,

Thank you for your note.

Your current bar check for your secondary series,

 CurrentBars[1] < 1

Should check that there are more bars than the period you are trying to reference. For example you only require 1 bar, however Period is set to 14.

	DM1 = Decoupage(BarsArray[1],Periodi,true);

If you were to change your current bar check to,

 CurrentBars[1] < 20

Does this resolve the issue?

I look forward to your reply.

[elechim]

nothing different

Hi Alan,

Thank you for your response.
I try to change CurrentBars[1] < 1 to CurrentBars[1] < 120 : unfortunately the problem remains the same.

See attached files.

Regards,

Michel

[NinjaTrader_AlanP]

Hello elechim,

There isn't enough information from the screen shots to know exactly however you are using High[i] rather than Highs[1][i] which would explicitly refer to the secondary series. High[i] would refer to the bars in progress, which may or may not have enough bars. Furthermore you could use CurrentBars[1] to refer to the current bar of the secondary series.

I would suggest removing the additional data series from the script and seeing if the script runs, replace all High/Close/CurrentBars with

https://ninjatrader.com/support/helpGuides/nt8/en-us/?highs.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/?closes.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/?currentbars.htm

You could also try the following for loop instead of the one you're using,

for(int i=0; i<nb; i++)

Or

for(int i=0; i<CurrentBars[1]-1; i++)

Please let us know if you need further assistance.

[elechim]

Hello Alan,
I have created a indicator ("decoupage") which looks for the HH, HL, LL, LH points of Dow's theory, but I would like to show in the same chart Dow's points on units of time different.
To get there I thought to create another indicator which several time frames bars series s and call the indicator "decoupage" but I have a lot of problem to have enough bars.... . Should I do differently?
Thank you in advance,
Michel

[NinjaTrader_AlanP]

Hello Michel,

It would not be an issue to pull in several data series of different time frames and plot calculations from those additional data series on the primary series.

I would suggest studying the following section in the helpguide, as well as the first two indicators which plot secondary data series calculations on the primary series. You could also see the Pivot indicator preloaded with NinjaTrader.

HelpGuide: Multi-Time Frame & Instruments

https://ninjatrader.com/support/helpGuides/nt8/en-us/?multi-time_frame__instruments.htm

Opening Price (R1)

https://ninjatrader.com/support/forum/local_links.php?action=sendtofriend&catid=7&linkid=830

InsideBarWithShadow

https://ninjatrader.com/support/forum/local_links.php?action=sendtofriend&catid=7&linkid=918

I’ve provided a link covering debugging which you may find helpful.
Debugging: http://ninjatrader.com/support/forum...ead.php?t=3418

You can also contact a professional NinjaScript Consultants who would be eager to create or modify this script at your request or assist you with your script. Please let me know if you would like our business development follow up with you with a list of professional NinjaScript Consultants who would be happy to create this script or any others at your request.

Please let us know if you need further assistance.