State.Terminated not reading updated values

[jaybedreamin]

Hi all,

I am working on a script to track opening range values. The script is a backtest that will run from some start date to some end date. At the end of the backtest (on the final day), I want to print some results to the output window. However, the results I am trying to print are all zero, any idea what's going on? I'm getting an error that I am attempting to divide by zero in OnStateChange. I'm updating these values as each bar is processed, so at the end of the script, they shouldn't be zero but all of them are. Any thoughts?

Here's the script:

namespace NinjaTrader.NinjaScript.Strategies.JBAlgos

{

public class OpeningRange : Strategy

{

private double ORLow, ORHigh;

private bool hasConfirmedLong, hasConfirmedShort;

private int occurrenceCount, confirmationCount, shortConfirmationCount, longConfirmationCount, violationCount;





protected override void OnStateChange()

{

if (State == State.SetDefaults)

{

Description = @"Enter the description for your new custom Strategy here.";

Name = "OpeningRange";

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 = 1;

// Disable this property for performance gains in Strategy Analyzer optimizations

// See the Help Guide for additional information

IsInstantiatedOnEachOptimizationIteration = true;

}

else if (State == State.Terminated)

{

if(confirmationCount > 0 && shortConfirmationCount > 0 && longConfirmationCount > 0 && violationCount > 0){

Print(string.Format("Found {0} confirmations total, {1} were short and {2} were long. Success {3}%, violation {4}%", confirmationCount, shortConfirmationCount,

longConfirmationCount, (confirmationCount / occurrenceCount ) * 100, (violationCount / occurrenceCount) * 100));

}

}

}




protected override void OnBarUpdate()

{





if(Bars.IsFirstBarOfSession){

ORLow = Low[0];

ORHigh = High[0];

}



if(ToTime(Time[0]) > 93000 && ToTime(Time[0]) < 103500){

if(Low[0] < ORLow){

ORLow = Low[0];

}



if(High[0] > ORHigh){

ORHigh = High[0];

}

}



if(ToTime(Time[0]) == 103500){

Print(string.Format("ORHigh is {0}, ORLow is {1}, Date: {2}", ORHigh, ORLow, Time[0]));

occurrenceCount++;

}



if(!hasConfirmedShort && Close[0] > ORHigh){

hasConfirmedLong = true;

longConfirmationCount++;

confirmationCount++;

}



if(!hasConfirmedLong && Close[0] < ORLow){

hasConfirmedShort = true;

longConfirmationCount++;

confirmationCount++;

}



if(hasConfirmedLong && Low[0] < ORLow)

violationCount++;



if(hasConfirmedShort && High[0] > ORHigh)

violationCount++;



if(Bars.IsLastBarOfSession)

return;



}

}

}

[jaybedreamin]

I should note that I am getting the divide by zero error if I comment out the if condition in the State.Terminated block, otherwise nothing prints at all.

[NinjaTrader_Emily]

Hello jaybedreamin,

Thank you for your note.

Since nothing prints at all when the condition is in place, that would suggest that the condition is not evaluated to be true and therefore one or more of the variables in the condition is not greater than 0. When you comment out the condition, the divide by zero error confirms that ocurrenceCount is likely set to 0 since that is the value you are dividing by. I see you have the following print statement in the condition that increments occurrenceCount:
Print(string.Format("ORHigh is {0}, ORLow is {1}, Date: {2}", ORHigh, ORLow, Time[0]));
]
Does this print appear in your output? I suggest adding additional prints for each condition to see whether each count is actually being incremented or not. For more information about using prints to debug unexpected behavior and better understand your script, please see the following post:

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working#post791121

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