IndexOutOfRangeException error in own code

[sidlercom80]

private int GetTickValuePosAvgToTP(Order order)
{
int tickValue = 0;

if (order == null || Position == null)
return 0;

try
{
tickValue = Position.MarketPosition == MarketPosition.Long ? (int)((order.LimitPrice - Position.AveragePrice) / TickSize)
: Position.MarketPosition == MarketPosition.Short ? (int)((Position.AveragePrice - order.LimitPrice) / TickSize)
: 0;
}
catch (Exception ex)
{
string errorMsg = string.Format("[" + this.GetType().Name + "][" + MethodBase.GetCurrentMethod().Name + "]-[ERROR]-{0}", ex.ToString());
Debug.Print(errorMsg);
Print(errorMsg);
Log(errorMsg, LogLevel.Error);
}
return (int)Instrument.MasterInstrument.RoundToTickSize(tickValue);
}

i run this method and get an error message every now and then

02.03.2021 18:16:45:000 > [SidiSystemBase][OnOrderUpdate]-[ERROR]-System.IndexOutOfRangeException: Der Index war außerhalb des Arraybereichs.
bei NinjaTrader.NinjaScript.StrategyBase.get_Position( )
bei NinjaTrader.NinjaScript.Strategies.SidiSystemBase. GetTickValuePosAvgToTP(Order order)

can someone tell me where to look for the error ;-) i am currently stuck looking for IndexOutOfRangeException. where in the code could the error even occur?

[NinjaTrader_Kate]

Hello sidlercom80,

Thank you for your reply.

I suspect it's from checking that Position isn't null instead of checking that it isn't flat before returning 0 - Position isn't ever null. Position.MarketPosition can either be MarketPosition.Flat, MarketPosition.Long, or MarketPosition.Short.

If you switch this:


if (order == null || Position == null)
return 0;

to this:


if (order == null || Position.MarketPosition == MarketPosition.Flat)
return 0;

Do you still get the out of range error?

Thanks in advance; I look forward to assisting you further.

[sidlercom80]

Hi _Kate, the method is called by OnOrderUpdate(), so it should be rather less flat, shouldn't it? but I will try ;-)

[sidlercom80]

so far all is well, it seems that the problem has been solved, thank you very much! if it should occur again, i will get back to you

[sidlercom80]

Hi _Kate the error has just occurred again, so it was not due to the missing "Position.MarketPosition == MarketPosition.Flat"

if (order == null || Position.MarketPosition == MarketPosition.Flat)
return 0;

the code currently in use:

private int GetTickValuePosAvgToTP(Order order)
{
int tickValue = 0;

if (order == null || Position.MarketPosition == MarketPosition.Flat)
return 0;

try
{
tickValue = Position.MarketPosition == MarketPosition.Long ? (int)((order.LimitPrice - Position.AveragePrice) / TickSize)
: Position.MarketPosition == MarketPosition.Short ? (int)((Position.AveragePrice - order.LimitPrice) / TickSize)
: 0;
}
catch (Exception ex)
{
string errorMsg = string.Format("[" + this.GetType().Name + "][" + MethodBase.GetCurrentMethod().Name + "]-[ERROR]-{0}", ex.ToString());
Debug.Print(errorMsg);
Print(errorMsg);
Log(errorMsg, LogLevel.Error);
}
return (int)RoundToTickSize(tickValue);
}

error code:

09.03.2021 17:08:54:000 > [SidiSystemBase][GetTickValuePosAvgToTP]-[ERROR]-System.IndexOutOfRangeException: Der Index war außerhalb des Arraybereichs.
bei NinjaTrader.NinjaScript.NinjaScriptBase.get_TickSi ze()
bei NinjaTrader.NinjaScript.Strategies.SidiSystemBase. GetTickValuePosAvgToTP(Order order) 

do you have any other ideas what it could be?

[NinjaTrader_Kate]

Hello sidlercom80,

Thank you for your reply.

Where are you calling this method in your code? Is it being called from an instrument thread/data processing method, and if not does the issue go away using TriggerCustomEvent?

https://ninjatrader.com/support/helpGuides/nt8/triggercustomevent.htm

Also, can you try Instruments[0].MasterInstrument.TickSize instead of just TickSize to have a definite index for the Instrument?

Thanks in advance; I look forward to assisting you further.

[sidlercom80]

Hi _Kate

Where are you calling this method in your code?

from "OnOrderUpdate" should I therefore use TriggerCustomEvent?

Also, can you try Instruments[0].MasterInstrument.TickSize instead of just TickSize to have a definite index for the Instrument?

I will definitely try it out

[NinjaTrader_Kate]

Hello sidlercom80,

Thanks for your reply.

OnOrderUpdate generally runs on a non-instrument/ui thread, so I'd give it a try there and see if that resolves it, yes.

Thanks in advance; I look forward to assisting you further.