several barsinprogress logic

[tkaboris]

HI i have a question about several adddattaseries.
Since we have to hardcode dataseries. Can we use bools and then based on bools we can select highertime frame? something like below?

else if (State == State.Configure)
{
// Adds a secondary bar object to the indicator
AddDataSeries(BarsPeriodType.Minute, 5);
AddDataSeries(BarsPeriodType.Minute, 60);
AddDataSeries(BarsPeriodType.Minute, 240);
}

protected override void OnBarUpdate()
{


if (CurrentBars[0] < 1 || CurrentBars[1] < 1)
return;

if(5minbool)
{
if (BarsInProgress == 1)
{logic here
}
}

if(60minbool)
{
if (BarsInProgress == 3)
{

}
}

if(240minbool)
{
if (BarsInProgress == 3)
{

}
}



}

[NinjaTrader_ChelseaB]

Hello tkaboris,

You can absolutely have code to run logic during a specific bars in progress using bools in this way.

[tkaboris]

Hi i am getting common error but i looked at the code and made sure i have enough verification coverage. What am i missing?
Error on calling 'OnBarUpdate' method on bar 0:

BarsRequiredToTrade = 10;
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Tick, 1);
AddDataSeries(Data.BarsPeriodType.Tick, 6000);
AddDataSeries(Data.BarsPeriodType.Tick, 2000);
AddDataSeries(Data.BarsPeriodType.Tick, 3000);
AddDataSeries(Data.BarsPeriodType.Tick, 4000);
AddDataSeries(Data.BarsPeriodType.Minute, 15);
AddDataSeries(Data.BarsPeriodType.Minute, 30);
AddDataSeries(Data.BarsPeriodType.Minute, 60);
AddDataSeries(Data.BarsPeriodType.Minute, 240);

fastEMASF = EMA(Close, fastEMAPeriodSF);
slowEMASF = EMA(Close, slowEMAPeriodSF);
TrendMagicModified1 = TrendMagicModified(Close, 20, 14, 1, false);


}


else if (State == State.DataLoaded)
{
ClearOutputWindow(); //Clears Output window every time strategy is enabled
fastEMASF = EMA(fastEMAPeriodSF);
slowEMASF = EMA(slowEMAPeriodSF);
fastEMASF.Plots[0].Brush = Brushes.Blue;
slowEMASF.Plots[0].Brush = Brushes.DarkOrange;
if(ShowEMAs)
{
AddChartIndicator(fastEMASF);
AddChartIndicator(slowEMASF);
}
atrIndicator = ATR(ATRPeriod);


ParabolicSAR1 = ParabolicSAR(Acc, AccStep, AccMax);
ParabolicSAR1.Plots[0].Brush = Brushes.Goldenrod;
AddChartIndicator(ParabolicSAR1);
TrendMagicModified1 = TrendMagicModified(Close, 20, 14, 1, false);
// TrendMagicModified2 = TrendMagicModified(Closes[1], 20, 14, 1, false);
AddChartIndicator(TrendMagicModified1);

}

if (BarsInProgress == 0)
{
if (CurrentBars[0] < 15 || CurrentBars[1] < 15 || CurrentBars[2] < 15 || CurrentBars[3] < 15
|| CurrentBars[4] < 15 || CurrentBars[5] < 15 || CurrentBars[6] < 15
|| CurrentBars[7] < 15 || CurrentBars[8] < 15 || CurrentBars[9] < 15
)
return;

[tkaboris]

Also when i am in barsinprogress2, do i specify
CurrentBars[0] < 2 or CurrentBars[2] < 2 ?

region area barsinprogress = 2
else if(BarsInProgress == 2)
{
if (CurrentBars[0] < 2 )
return;
}

[NinjaTrader_ChelseaB]

Hello tkaboris,

The CurrentBars[barsInProgress index] should be for the BarsInProgress processing.

if (BarsInProgress == 2 && CurrentBars[2] < 2)
return;

What is the full error message you are getting?

What specific line of code is causing the error?

[tkaboris]

HI it seems to be working when i changed barsinprogress from 0 to 2 as you said.

Also are we allowed to do this in stateconfigure or we need to perform selection logic on barsinprogress level?

else if (State == State.Configure)
{
if(tick){
AddDataSeries(Data.BarsPeriodType.Tick, 1);
}
if(tick6000){
AddDataSeries(Data.BarsPeriodType.Tick, 6000);
}

[NinjaTrader_ChelseaB]

Hello tkaboris,

Using a condition to call AddDataSeries() would be loading series dynamically, which is not supported.
(Specifically this will break optimization)

[tkaboris]

HI actually when i run strategy in market replay i get this error

Indicator 'ParabolicSAR': Error on calling 'OnBarUpdate' method on bar 1478: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.


Strategy 'TrendMagicAlgoAlgo': Error on calling 'EventHandlerBarsUpdate' method: Object reference not set to an instance of an object.

else if (State == State.Configure)
            {
                AddDataSeries(Data.BarsPeriodType.Tick, 1);
                AddDataSeries(Data.BarsPeriodType.Tick, 6000);
                AddDataSeries(Data.BarsPeriodType.Tick, 2000);
//                AddDataSeries(Data.BarsPeriodType.Tick, 3000);
                AddDataSeries(Data.BarsPeriodType.Tick, 4000);
                AddDataSeries(Data.BarsPeriodType.Minute, 15);
                AddDataSeries(Data.BarsPeriodType.Minute, 30);
                AddDataSeries(Data.BarsPeriodType.Minute, 60);
//                AddDataSeries(Data.BarsPeriodType.Minute, 240);

//                AddDataSeries("MNQ 09-23", Data.BarsPeriodType.Tick, 1600, Data.MarketDataType.Last);
                fastEMASF = EMA(Close, fastEMAPeriodSF);
                slowEMASF = EMA(Close, slowEMAPeriodSF);
                TrendMagicModified1    = TrendMagicModified(Close, 20, 14, 1, false);


            }


            else if (State == State.DataLoaded)
            {
                ClearOutputWindow(); //Clears Output window every time strategy is enabled                    
                fastEMASF = EMA(fastEMAPeriodSF);
                slowEMASF = EMA(slowEMAPeriodSF);            
                fastEMASF.Plots[0].Brush = Brushes.Blue;
                slowEMASF.Plots[0].Brush = Brushes.DarkOrange;                
                if(ShowEMAs)
                    {
                    AddChartIndicator(fastEMASF);
                    AddChartIndicator(slowEMASF);    
                    }
                atrIndicator  = ATR(ATRPeriod);        


                ParabolicSAR1                = ParabolicSAR(Acc, AccStep, AccMax);
                ParabolicSAR1.Plots[0].Brush = Brushes.Goldenrod;
                AddChartIndicator(ParabolicSAR1);
                TrendMagicModified1                = TrendMagicModified(Close, 20, 14, 1, false);
//                TrendMagicModified2                = TrendMagicModified(Closes[1], 20, 14, 1, false);
                AddChartIndicator(TrendMagicModified1);                

            }​

[NinjaTrader_ChelseaB]

Hello tkaboris,

The indicator is instantiated with BarsInProgress 0

Is the indicator only called in BarsInProgress 0 in OnBarUpdate()?
If not, before calling the indicator, may I confirm CurrentBars[0] is greater than 0?

I gave this a test and wasn't able to reproduce the error. Below is a link to a video of the test
https://drive.google.com/file/d/1FoB...w?usp=drivesdk

Are you able to reproduce using the attached test script?
PSARTest_NT8.zip

[tkaboris]

HI i tested your version and i cant reproduce the error either.

in my script i call indicator in inbarsinprogress2 and others as well

How can i confirm this?
If not, before calling the indicator, may I confirm CurrentBars[0] is greater than 0?

region area barsinprogress = 2
else if(BarsInProgress == 2)
{
if (CurrentBars[2] < 2 )
return;
// if (CurrentBars[0] <= BarsRequiredToTrade )
// return;
// double indicatorValue = TrendMagicModified(Closes[1], 20, 14, 1, false);
TrendMagicModified2 = TrendMagicModified(20, 14, 1, false);
ParabolicSAR2 = ParabolicSAR(0.02, 0.2, 0.02);
// Print("TrendMagicModified1.BullOrBear[0]"+TrendMagicModified1.BullOrBear[0]);
// Print("TrendMagicModified2.BullOrBear[0]"+TrendMagicModified2.BullOrBear[0]);
if ((TrendMagicModified2.BullOrBear[1] == 0)
&& (ParabolicSAR2[0] <= Low[0])
&& (Close[1] > Open[1] && Close[1] > Open[2]))

{
HTFBull = true;
}
else
{
HTFBull = false;
}
if ((TrendMagicModified2.BullOrBear[1] == 1)
&& (ParabolicSAR2[0] >= High[0])
&& (Close[1] < Open[1] && Close[1] < Open[2]))
{
HTFBear = true;
}
else
{
HTFBear = false;
}


}
#endregion

[tkaboris]

its also called in state configure and data loaded. I provided snippets above

[NinjaTrader_ChelseaB]

Hello tkaboris,

if (BarsInProgress == 2)
{
    if (CurrentBars[0] < 1 || CurrentBars[2] < 1)
        return;

   if (ParabolicSAR2[0] >= High[0])
   {
   }
}

OR

if (CurrentBars[0] < 1 || CurrentBars[2] < 2)
return;

if (BarsInProgress == 2)
{
    if (ParabolicSAR2[0] >= High[0])
    {
    }
​}