Determining time stamp of the last bar on a chart

[Harry]

When I want to catch the timestamp of the last bar in OnRender(), I have used

int  lastBarPainted  = ChartBars.ToIndex;
DateTime lastBarPaintedTime  = BarsArray[0].GetTime(lastBarPainted);

However, this code will throw an exception when the bar period of a multi-series chart is reduced, for example when you toggle a 30 min bar period to 5 min bar period.


Here are the steps to reproduce the problem.

(1) Take any indicator, add this custom plot and compile.

protected override void OnRender(ChartControl chartControl, ChartScale chartScale)
{
    if (ChartBars == null || ChartControl == null) 
        return;
    int    lastBarPainted  = ChartBars.ToIndex;
    DateTime lastBarPaintedTime  = BarsArray[0].GetTime(lastBarPainted);
    base.OnRender(chartControl, chartScale);
}

(2) Open a new default chart and add two data series such as ES 09-17 and YM 09-17 with an identical bar period such as 60 min. You should now see a 60 min chart with two panels holding bars objects.

(3) Add the modified indicator to the upper panel.

(4) Change the bar period from 60 min to 5 min.

The indicator will now throw an exception when BarsArray[0].GetTime(lastBarPainted) is called. No exception will be thrown when the bar period is increased from 5 min back to 60 min. Error messages will only be produced when the bar period is reduced.

[NinjaTrader_ChelseaB]

Hello Harry,

I've tested in an indicator but I am not able to reproduce any errors.

https://www.screencast.com/t/wlWUBrFea

If you test this script are you able to produce errors?

Are you using the latest version of NinjaTrader 8.0.7.1?

[-=Edge=-]

I've tested in an indicator but I am not able to reproduce any errors.https://www.screencast.com/t/wlWUBrFea If you test this script are you able to produce errors?

I believe Harry mentioned to manually add "2" Data Series.. For instance ES in top panel and YM in bottom panel.. Apply your test indy to top panel ES.. then change the interval selecter to a lesser value..

Looks like I've got a couple scripts that are/were effected by this as well.. In this particular case, I believe you could change it as below, and it will no longer produce that error..

DateTime lastBarPaintedTime  = BarsArray[0].GetTime(lastBarPainted);

to

DateTime lastBarPaintedTime  = ChartBars.Bars.GetTime(lastBarPainted);

But... This doesn't work for all cases.. I've got another case where I'm looping thru all the Plot Values[x] for various coordinates, and not real sure how to program around this one.. This produces same type of error..

Loop for X

chartScale.[COLOR=#080808]GetYByValue[COLOR=#000000]([/COLOR][COLOR=#080808]Values[x][/COLOR][COLOR=#000000].[/COLOR][COLOR=#080808]GetValueAt[/COLOR][COLOR=#000000]([/COLOR][COLOR=#080808]ChartBars[/COLOR][COLOR=#000000].[/COLOR][COLOR=#080808]ToIndex[/COLOR][COLOR=#000000] -[/COLOR] [COLOR=#ff8c00]1[/COLOR][COLOR=#000000]))[/COLOR]

[/COLOR]
EndLoop

[Harry]

Hello Harry,

I've tested in an indicator but I am not able to reproduce any errors.

https://www.screencast.com/t/wlWUBrFea

If you test this script are you able to produce errors?

Are you using the latest version of NinjaTrader 8.0.7.1?

Hello Chelsea,

Thank you for coming back.

With a single bar series on your chart, there will be no error. If you repeat the experiment with a second bar series added, then you should see the error in the logs when you reduce the bar period.

[NinjaTrader_ChelseaB]

Hi =Edge=- and Harry,

Thank you for pointing that out.

This would be an attempt to supply the bar number of series 2 where the indicator is in the panel of, but would be attempting to get a bar from series 1, is this correct?

Is there any check to make sure that bar exists first?

I was able to reproduce and I'm looking further into the exact cause.

I appreciate your patience.

[Harry]

In this particular case, I believe you could change it as below, and it will no longer produce that error..

DateTime lastBarPaintedTime  = BarsArray[0].GetTime(lastBarPainted);

to

DateTime lastBarPaintedTime  = ChartBars.Bars.GetTime(lastBarPainted);

This actually fixes my problem. Thank you very much!

However, it remains an interesting question, why BarsArray[0].GetTime(lastBarPainted) does not work on a multi bar series chart, when the bar period is reduced.

- it works on simple charts
- it works on multi bar series charts when the instrument is changed
- it works on mulitbar series charts when the bar period is increased

- but it does not work when a smaller bar period is selected

[Harry]

Hi =Edge=- and Harry,

Thank you for pointing that out.

This would be an attempt to supply the bar number of series 2 where the indicator is in the panel of, but would be attempting to get a bar from series 1, is this correct?

Is there any check to make sure that bar exists first?

I was able to reproduce and I'm looking further into the exact cause.

I appreciate your patience.

The second bar panel is not involved at all. It is simply needed to produce the error.

The indicator is applied to the first panel. It tries to access the index of the last bar of BarsArray[0], which holds the chart bars of the first panel.

[NinjaTrader_ChelseaB]

Hello,

What I think I'm finding is that the dataloads before the script is reloaded with the new data. This causes the last update of OnRender to have the ChartBars.Index much higher than the BarsArray[0].Count.

Print(string.Format("toindex: {0}, count: {1}", ChartBars.ToIndex, BarsArray[0].Count));

Print this before the GetTime call to see what I mean.

Adding a condition to check that the index is not higher than the count will prevent the error.

if (ChartBars.ToIndex > BarsArray[0].Count)
{
	base.OnRender(chartControl, chartScale);
	return;
}

[Harry]

Hello,

What I think I'm finding is that the dataloads before the script is reloaded with the new data. This causes the last update of OnRender to have the ChartBars.Index much higher than the BarsArray[0].Count.

Print(string.Format("toindex: {0}, count: {1}", ChartBars.ToIndex, BarsArray[0].Count));

Print this before the GetTime call to see what I mean.

Adding a condition to check that the index is not higher than the count will prevent the error.

if (ChartBars.ToIndex > BarsArray[0].Count)
{
    base.OnRender(chartControl, chartScale);
    return;
}

That makes perfect sense, as it explains why the error only occurs, when the bar period is reduced. In that case the value of ChartsBars.ToIndex is increased, while BarsArray[0] still holds the old bars.

Your solution to the problem also prevents the error.

I am definitely happy with the two workarounds.


But shouldn't NInjaTrader check whether the new BarsArray[0] has been loaded, before OnRender() is being performed?

This still looks like a bug, which should be fixed.

[-=Edge=-]

I am definitely happy with the two workarounds. But shouldn't NInjaTrader check whether the new BarsArray[0] has been loaded, before OnRender() is being performed? This still looks like a bug, which should be fixed.

I'm happier with the first then the second.. heh.. but hey, that does work, so Thank You for that workaround ChelseaB...

Although while checking the barsarray count against the chartbars does prevent the error from happening, I'm kinda in agreement with FatTails here, This feels like something that maybe should be looked at.. As I'd rather not add un-necessary logic into every render pass if I don't have too..

[NinjaTrader_ChelseaB]

Harry, -=Edge=-,

Development has agreed this is a bug and has already provided a tracking ID, ID #NTEIGHT-11894.

Thank you for reporting this.

As new iterations of NinjaTrader 8 are released, please check the release notes for this ID. Once the ID appears in the release notes please (update and) test for the behavior once more.

http://ninjatrader.com/support/helpGuides/nt8/en-us/release_notes.htm