Volumetric Bars method with Strategy

[Lopat]

Hello,

i want to build a strategy based on the volumetric bars. I get the message that "The Name "bars.Type" is not available." Code CS0103

// Short Set
if (barsType.Volumes[CurrentBar].BarDelta < DeltaShortS)

Somebody knows how to fix ist?

[NinjaTrader_Emily]

Hello Lopat,

Thank you for your post.

Are the volumetric bars the primary bars in the series or an added data series? The sample script on the help guide page for Order Flow Volumetric bars demonstrates how to define the barsType as the volumetric bars:

https://ninjatrader.com/support/helpGuides/nt8/order_flow_volumetric_bars2.htm

Keeping that sample in mind, you should be able to compile the following successfully (you may need to use the commented lines in the case that the volumetric bars are an added series and not the primary series):

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


       // This sample assumes the Volumetric series is the primary DataSeries on the chart, if you would want to add a Volumetric series to a  

       // script, you could call AddVolumetric() in State.Configure and then for example use
       // NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = BarsArray[1].BarsType as

       // NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;



        NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = Bars.BarsSeries.BarsType as    
        NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;

        if (barsType == null)
          return;


        try
        {
          double price;
          Print("=========================================================================");
          Print("Bar: " + CurrentBar);
          Print("Delta for bar: " + barsType.Volumes[CurrentBar].BarDelta);
          if (barsType.Volumes[CurrentBar].BarDelta < DeltaShortS[INDENT=2]// do something[/INDENT]
         }
        catch{}
}
​

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

[Lopat]

Hello Emily,

thanks that helped. But i need some more help to debug. All of a sudden my strategy isnt working anymore. i get following error:

Error on calling 'OnStateChange' mehtod: Index was outside the bounds of the array.

But i didnt changed the method...

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Geben Sie hier die Beschreibung für die neue benutzerdefinierte Strategie.";
Name = "VolumetricBarsV3";
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 = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;

//Parameters
DeltaLongS = -100;
DeltaShortS = 100;
TakeProfit = 100;
StopLoss = 50;

}

[NinjaTrader_Emily]

Hello Lopat,

Thank you for your reply.

The snippet you have shared does not seem to indicate the cause of the error. In order to narrow down which part of your script is throwing the error, you could add Print() statements throughout your script. For example, if you add a print every few lines that prints the line number, you can see which print was the last to come up in the NinjaScript Output window before the error is thrown. This will help you to identify which lines of code are the cause and then you can work toward a solution to prevent the error. Here are some helpful links related to prints and debugging your script:

• https://ninjatrader.com/support/foru...ing#post791121
• https://forum.ninjatrader.com/forum/...956#post671956

Please let me know if I may be of further assistance.