Getting ArgumentOutOfRangeException for OrderFlowCumulativeDelta

[_jb__]

Hello. I am adding support for the Cumulative Delta indicator into my bot, it seems to be the same setup as VWAP which I have working without issue. But for the Cumulative Delta, I'm getting the below stacktrace.

System.ArgumentOutOfRangeException: Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
at System.ThrowHelper.ThrowArgumentOutOfRangeExceptio n(ExceptionArgument argument, ExceptionResource resource)
at NinjaTrader.NinjaScript.Series`1.get_Item(Int32 barsAgo)
at NinjaTrader.NinjaScript.Strategies.TradingBot.Init ()
at NinjaTrader.NinjaScript.Strategies.TradingBot.OnBa rUpdate()
Strategy 'Trading Bot': Error on calling 'OnBarUpdate' method on bar -1:

Below is the relevant snippets of the code. They basically follow the example in your docs and is the same as I'm using for VWAP which didn't have this issue. Hopefully it's a simple fix of something I overlooked. Thanks!

Configuring 1-tick data series.

...
else if (State == State.Configure) {
        AddDataSeries(Data.BarsPeriodType.Tick, 1);
}
...

Calling the sync code.

...

if (BarsInProgress == 1) {
        vwap.SyncVWAP();
        cumulativeDelta.SyncCumulativeDelta();
}
...

Sync code

...
public void SyncCumulativeDelta() {
        tradingBot.OrderFlowCumulativeDelta(tradingBot.BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0)
                .Update(tradingBot.OrderFlowCumulativeDelta(tradin gBot.BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).BarsArray[1].Count - 1, 1);
}
...

Constructor

...
public CumulativeDelta(TradingBot tradingBot) {
        this.tradingBot = tradingBot;
        this.barsAgo = 0;
        UpdateDelta();
}
...

UpdateDelta. Exception is thrown when calling delta.DeltaOpen[barsAgo]

...
public void UpdateDelta() {
        OrderFlowCumulativeDelta delta = tradingBot.OrderFlowCumulativeDelta(tradingBot.BarsArray[0], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0);

        if (delta != null) {
                sessionDelta = new OHLC(
                        delta.DeltaOpen[barsAgo],[COLOR=#e74c3c] <-- Where exception is thrown.[/COLOR]
                        delta.DeltaHigh[barsAgo],
                        delta.DeltaLow[barsAgo],
                        delta.DeltaClose[barsAgo]);
        }
}
...

[NinjaTrader_ChrisL]

Hello, thanks for your post.

I made a test script that's able to get the last 10 bars of the Cumulative Delta information. Please compare my example to what is being done in your test script to see why your script throws the exception.

Please let me know if I can assist any further.