Change from Calculate.OnPriceChange to .OnBarClose makes script freeze

[Orden33]

Can´t figure out what makes my script freeze and the chart stops updating without giving an error message.

The script uses two Bars series and starts with Calculate.OnBarClose then changes to .OnPriceChange when the order is placed. I notice that the problem happens when I revert back to .OnBarClose when the order is closed with the .OnExectionUpdate method



Here is my code:




#region Variables
private Order EntryOrder = null;
#endregion

protected override void OnStateChange(){
if (State == State.SetDefaults)
{
Description = @"";
Name = "AddSeriesTest";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 0;
IsInstantiatedOnEachOptimizationIteration = true;
StopTargetHandling = StopTargetHandling.PerEntryExecution;

}

///////// Adds secondary series, primary series is ES 03-14 loaded by chart
else if (State == State.Configure)
{
AddDataSeries("ES 06-14", Data.BarsPeriodType.Minute, 2, Data.MarketDataType.Last);
}
}

protected override void OnBarUpdate(){

////////// Checks which Bars is calling the bar update based on the day

if( BarsInProgress == 1 && ToDay(Time[0]) < 20140314) //ES 06-14
return;

////////// Submits order on a specific bar in the asigned Bars series and sets Calculate method to OnPriceChange
if(BarsInProgress == 0 && ToDay(Time[0]) == 20140312 && ToTime(Time[0]) == ToTime(14,28,00) )
{
SetProfitTarget(CalculationMode.Ticks,6);
SetStopLoss(CalculationMode.Ticks,9);
EntryOrder = EnterShortLimit(0,true, 1, Close[0],"Entry");
Calculate = Calculate.OnPriceChange;
}
}


protected override void OnExecutionUpdate (Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time){

if(execution.Order.Name == "Entry")
{
Print(ToDay(Time[0]) + @" " + ToTime(Time[0]) + @" " + execution.Order.OrderState + @" in full By Bars: " + BarsInProgress);
}


///////// Reverts back to .OnBarClose on either target or stoploss
if(execution.Order.Name == "Profit target")
{
Calculate = Calculate.OnBarClose;
Print(@"W in Bars: " + BarsInProgress);
}

if(execution.Order.Name == "Stop loss")
{
Calculate = Calculate.OnBarClose;
Print(@"L in Bars: "+ BarsInProgress);
}
}

}

}

[NinjaTrader_ChelseaB]

Hello Orden33,

While it is not explicitly stated in the help guide, the Calculate property should not be changed after the State becomes State.DataLoaded. This should only be set in OnStateChange when the State property is either State.SetDefaults, or State.Configure.

I am sending a request to our product management to update the help guide so that this is mentioned.

Please change the logic so that the Calculate value is not changed after the State becomes State.DataLoaded. (This means the Calculate setting cannot be changed in OnBarUpdate or other data driven methods).

[MartinT]

Hi Chelsea B.,

Just a note about doc update:

I was please to find your clarification here about when "Calculate" could be changed. Because it appears, today(1/21/23) the online documentation still does not reflect this.