Optimization issue

[pman777]

I have a strategy that I run successfully in playback mode, but when I run it through the strategy analyzer I get this message: "Error on calling 'OnStateChange' method: Object reference not set to an instance of an object.". Any thoughts? thanks

Here's my OnStateChange section:


if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "MyNT8FractalLimit";
Calculate = Calculate.OnEachTick;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
EntriesPerDirection = 99999;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
TraceOrders = true;
BarsRequiredToTrade = 10;
IsInstantiatedOnEachOptimizationIteration = false; // Disable this property for performance gains in Strategy Analyzer optimizations
IsUnmanaged = true;
IsAutoScale = false;
OrderFillResolution = OrderFillResolution.Standard;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;

// // Disable this property for performance gains in Strategy Analyzer optimizations
// IsInstantiatedOnEachOptimizationIteration = false;

smallFont = new Gui.Tools.SimpleFont("Courier New", smallFontSize);
mediumFont = new Gui.Tools.SimpleFont("Courier New", mediumFontSize);
largeFont = new Gui.Tools.SimpleFont("Courier New", largeFontSize);
AddPlot(new Stroke(Brushes.Blue, 2), PlotStyle.Line, "AlligatorJaw");
AddPlot(new Stroke(Brushes.Red, 2), PlotStyle.Line, "AlligatorTeeth");
AddPlot(new Stroke(Brushes.Green, 2), PlotStyle.Line, "AlligatorLip");
Fast = 5;
Slow = 35;
Smooth = 1;
} //State == State.SetDefaults

else if (State == State.Configure)
{
AL1_baseLine = new Series<double>(this, MaximumBarsLookBack.Infinite);
if (outputTab == 1) PrintTo = PrintTo.OutputTab1; else PrintTo = PrintTo.OutputTab2;
ClearOutputWindow();

} //State == State.Configure

else if (State==State.DataLoaded)
{
instName= Instrument.MasterInstrument.Name;
sessionTxtwithSpacers = sessionTxt;
DirectoryInfo dir = new DirectoryInfo(NinjaTrader.Core.Globals.InstallDir + "sounds");
soundFileDir = dir.ToString()+"\";
AL1_firstPasses = true;
MyNT8ZeroLagMACD1 = MyNT8ZeroLagMACD(Close, 12, 26, 9);
VOL1 = VOL(Close);
ATR1 = ATR(Close, ATRperiod);


shortTrades = shortButtonTrades;
longTrades = longButtonTrades;
smoothSma = new Series<double>(this);
smaFast = SMA(Fast);
smaSlow = SMA(Slow);
smaSmooth = SMA(smoothSma, Smooth);
entryStopPrice = new Series<double>(this);

// parameter edits go here:

}
// ************************************************** ****
} //State==State.DataLoaded

else if(State==State.Historical)
{
AddButtonToToolbar();
} //State==State.Historical

else if(State==State.Terminated)
{
if(IsToolBarButtonAdded) DisposeCleanUp();
} //State==State.Terminated

else if (State == State.Realtime)
{
// one time only, as we transition from historical convert any old historical order object references to the new live order submitted to the real-time account
if (longLimitOrder1 != null) longLimitOrder1 = GetRealtimeOrder(longLimitOrder1);
if (longLimitOrder2 != null) longLimitOrder2 = GetRealtimeOrder(longLimitOrder2);
if (longLimitOrder3 != null) longLimitOrder3 = GetRealtimeOrder(longLimitOrder3);
if (shortLimitOrder1 != null) shortLimitOrder1 = GetRealtimeOrder(shortLimitOrder1);
if (shortLimitOrder2 != null) shortLimitOrder2 = GetRealtimeOrder(shortLimitOrder2);
if (shortLimitOrder3 != null) shortLimitOrder3 = GetRealtimeOrder(shortLimitOrder3);
if (stopOrder1 != null) stopOrder1 = GetRealtimeOrder(stopOrder1);
if (stopOrder2 != null) stopOrder2 = GetRealtimeOrder(stopOrder2);
if (stopOrder3 != null) stopOrder3 = GetRealtimeOrder(stopOrder3);
if (targetOrder1 != null) targetOrder1 = GetRealtimeOrder(targetOrder1);
if (targetOrder2 != null) targetOrder2 = GetRealtimeOrder(targetOrder2);
if (targetOrder3 != null) targetOrder3 = GetRealtimeOrder(targetOrder3);
}//State==State.Realtime
}

[NinjaTrader_Jim]

Hello pman777,

Thanks for your post.

I don't see an obvious issue with the code presented. Testing the code with debugging prints added or using try-catches would need to be done to see where exactly the strategy is hitting the error.

You do know that the issue is happening in OnStateChange(), so you could add try catches to each state to see which section the error is getting thrown. You can then add prints to each line to see where exactly the error occurs. It may also be worth checking if your Toolbar adding code references objects like ChartControl without a null check as ChartControl will be null in the Strategy Analyzer.

Also as a tip, you can use the [CODE] blocks when posting your code so proper formatting is maintained and the posted code will be easier to read.

Publicly available resources on debugging from our help guide are linked below.

Debugging Tips - https://ninjatrader.com/support/helpGuides/nt8/en-us/debugging_your_ninjascript_cod.htm

Using try-catches - https://ninjatrader.com/support/helpGuides/nt8/en-us/using_try-catch_blocks.htm

Checking for null references (Object reference not set to an instance of an object) - https://ninjatrader.com/support/helpGuides/nt8/en-us/checking_for_null_references.htm

Please let us know if we can be of further assistance.