Errors only when selecting Optimization for Backtest type.

[tonystarks]

For some reason I only get the following error when I select optimization "Error on calling 'OnStateChange' method: Object reference not set to an instance of an object". Everything runs fine in a regular backtest.

namespace NinjaTrader.NinjaScript.Strategies
{
  public class AwesomeStrat : Strategy
  {
    #region Variables

    enum EntryName
    {
      LONG,
      SHORT,
    }

    private const string GROUP_NAME = "AwesomeStrat";
    private const int VOLUMETRIC_BAR = 1;
    private const int TICK_BAR = 2;

    private bool entryLong = false;
    private bool entryShort = false;

    #endregion

    #region Properties

    [NinjaScriptProperty]
    [Display(Name = "Quantity", Description = "The name order quantity.", Order = 0, GroupName = GROUP_NAME)]
    public int Quantity { get; set; }

    [NinjaScriptProperty]
    [Display(Name = "Target", Description = "The target in ticks.", Order = 1, GroupName = GROUP_NAME)]
    public int Target { get; set; }

    [NinjaScriptProperty]
    [Display(Name = "Stop", Description = "The stop in ticks.", Order = 2, GroupName = GROUP_NAME)]
    public int Stop { get; set; }

    [NinjaScriptProperty]
    [Display(Name = "Trading Start Time", Description = "The start time to allow trade entries. (HHMMSS)", Order = 3, GroupName = GROUP_NAME)]
    public int Start { get; set; }

    [NinjaScriptProperty]
    [Display(Name = "Trading End Time", Description = "The end time to stop allowing trade entries. (HHMMSS)", Order = 4, GroupName = GROUP_NAME)]
    public int End { get; set; }

    [NinjaScriptProperty]
    [Display(Name = "Max Bar Look Back", Description = "The maximum bars to look back to contain in list.", Order = 5, GroupName = GROUP_NAME)]
    public int MaxBarLookBack { get; set; }

    [NinjaScriptProperty]
    [Display(Name = "Disable Start/End Time Check", Description = "Disables the check for the start and end time.", Order = 6, GroupName = GROUP_NAME)]
    public bool DisableStartEndTime { get; set; }

    #endregion

    protected override void OnStateChange()
    {
      if (State == State.SetDefaults)
      {
        Description = @"Most Awesome Strat Ever";
        Name = "_AwesomeStrat";
        Calculate = Calculate.OnEachTick;
        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 = 20;
        // Disable this property for performance gains in Strategy Analyzer optimizations
        // See the Help Guide for additional information
        IsInstantiatedOnEachOptimizationIteration = true;

        Quantity = 1;
        Target = 16;
        Stop = 10;
        Start = 094000;
        End = 154000;
        MaxBarLookBack = 3;
        DisableStartEndTime = false;  
      }
      else if (State == State.Configure)
      {
        AddVolumetric(Instrument.FullName, BarsPeriodType.Range, 10, VolumetricDeltaType.BidAsk, 1);
        AddDataSeries(Instrument.FullName, BarsPeriodType.Tick, 1);
      }
    }

    protected override void OnBarUpdate()
    {
      if (Bars == null)
          return;

      if (allowTradeEntry() == false)
        return;

      if (Position.MarketPosition == MarketPosition.Flat)
      {
        if (BarsInProgress == TICK_BAR)
        {
          entryLong = validBullishMomentum();

          if (entryLong)
          {
            validLongEntry();
          }

          if (entryShort)
          {
            validShortEntry();
          }
        }
      }

    }

    private bool validBullishMomentum()
    {
        double previousValue = Momentum(HMA(BarsArray[VOLUMETRIC_BAR], 14), 1)[1];
        double currentValue = Momentum(HMA(BarsArray[VOLUMETRIC_BAR], 14), 1)[0];

        return previousValue < currentValue;
    }

    #region Management

    private bool allowTradeEntry()
    {
      bool isWithinTimeRange = ToTime(Time[0]) >= Start && ToTime(Time[0]) <= End;
      bool isTimeCheckDisabled = DisableStartEndTime ? true : isWithinTimeRange;

      // Disable strategy at end time
      if (ToTime(Time[0]) == End && State == State.Realtime)
      {
        Print("End time reached. Strategy disabled.");

        // Only works in State.Realtime
        CloseStrategy(Name);
      }

      return isTimeCheckDisabled;
    }

    private void validLongEntry()
    {
      SetProfitTarget(EntryName.LONG.ToString(), CalculationMode.Ticks, Target);
      SetStopLoss(EntryName.LONG.ToString(), CalculationMode.Ticks, Stop, false);
      EnterLong(Quantity, EntryName.LONG.ToString());
    }

    private void validShortEntry()
    {
      SetProfitTarget(EntryName.SHORT.ToString(), CalculationMode.Ticks, Target);
      SetStopLoss(EntryName.SHORT.ToString(), CalculationMode.Ticks, Stop, false);
      EnterShort(Quantity, EntryName.SHORT.ToString());
    }

    #endregion
  }
}​

[NinjaTrader_Jesse]

Hello tonystarks,

Do you still see this error if you change to using a hard coded instrument name?

AddVolumetric("ES 12-22", BarsPeriodType.Range, 10, VolumetricDeltaType.BidAsk, 1);
AddDataSeries("ES 12-22", BarsPeriodType.Tick, 1);

Are you also certain that you have 1 tick data for the full time period that you requested in the test?

[tonystarks]

Hello tonystarks,

Do you still see this error if you change to using a hard coded instrument name?

AddVolumetric("ES 12-22", BarsPeriodType.Range, 10, VolumetricDeltaType.BidAsk, 1);
AddDataSeries("ES 12-22", BarsPeriodType.Tick, 1);

Are you also certain that you have 1 tick data for the full time period that you requested in the test?

Thanks. It looks like it is the Instrument.FullName. I came across this: "Arguments supplied to AddDataSeries() should be hardcoded and NOT dependent on run-time variables which cannot be reliably obtained during State.Configure (e.g., Instrument, Bars, or user input)." This seems to be an issue only when I select for backtest optimization. I rather not have to hardcode this in so I don't have to keep changing it. Is there a good approach to this? I'm assuming, I need to hard code it in for backtesting optimization and can just revert back to not having it hardcoded other times.

[NinjaTrader_Jesse]

Hello tonystarks,

That note in the help guide is because AddDataSeries won't work correctly with variables so hard coding it is the only suggestion that we could make. The data may or may not be loaded correctly when using variables so its just suggested to not do that at all to make sure your script works correctly.