'OnBarUpdate' method: Object reference not set to an instance of an object.
I am trying to develop a multi-timeframe strategy and get the following error as soon as I try to enable the strategy. I have the print(), but I cannot start the strategy before it disables. I was trying to use BarsSinceEntryExecution(), and I changed to BarsSinceEntryExecution(0, "LE01", 0) to fix the initial message (You must use the overload that has barinprogess parameter when calling the BarsSinceEntryExecution().
Would you please help me?
Would you please help me?
Code:
protected override void OnBarUpdate()
{
//Make sure we have enough bars to stablize strategy
if(CurrentBar < BarsRequiredToTrade || CurrentBars[0] < 100 || CurrentBars[1] < 100)
return;
//Process primary data series only, secondary bars for refernce only
if (BarsInProgress != 0)
return;
// at the start of a new exchange session, reset the currentPnL and maximum favorable excursion for a new day of trading
if (Bars.IsFirstBarOfSession)
{
SessionReset(false);
}
//Cancel any long open entry orders at timeout, reset entry bar
if (barNumberOfLongEntries != 0)
if ( CurrentBars[0] > barNumberOfLongEntries + OrderActiveBars )
CancelOpenOrders();
//Cancel any short open entry orders at timeout, reset entry bar
if (barNumberOfShortEntries != 0)
if ( CurrentBars[0] > barNumberOfShortEntries + OrderActiveBars )
CancelOpenOrders();
if ( Position.MarketPosition == MarketPosition.Flat && (BarsSinceEntryExecution(0, "SE11", 0) > 1 || BarsSinceEntryExecution(0, "SE11", 0) == -1))
{
Compra1 = RangodeOperacionCompra(Closes[0]);
Venta1 = RangodeOperacionVenta(Closes[0]);
Range1 = Range(Closes[0]);
largoEMA1 = SMA(Lows[0], 5);
cortoEMA1 = SMA(Highs[0], 5);
Range1SMA = SMA(Range1, 100);
Range2SMA = SMA(Range1, 50);
//If we are already long, return
if ( Position.MarketPosition == MarketPosition.Short )
{
shortSignalOriginal = false;
}
if (///CONFIDENTIAL)
{
Print(string.Format("Short: {0} > {1}; {2} < {3}; {4} > {5}; {6} > {7}; {8} < {9}", sma[0], Volumes[0][0], Volumes[0][1]*1.2, Volumes[0][0], smaD[20], smaD[1], smaD[0], smaD[1], Closes[1][0], smaD[0]));
barNumberOfShortEntries = CurrentBars[0];
shortSignalOriginal = true;
Draw.VerticalLine(this, CurrentBar.ToString(), 0, Brushes.Red, DashStyleHelper.Solid, 4, true);
if(entryOrder01 != null)
CancelOrder(entryOrder01);
EnterShortLimit(0, true, Convert.ToInt32(Order01LotSize), Closes[0][0] + (Range2SMA[1] / TickSize) * 0.5, "SE11");
SetTrailStop("SE11", CalculationMode.Ticks, (Range2SMA[1] / TickSize) * 1, false);
}
shortSignalOriginal =false;
}
//Check for signals and fire orders if we have a new signal, no open entry orders, in our time window, and not at max loss
if ( TimeToTrade() && barNumberOfLongEntries == 0 && okToEnter )
{
if (LongSignal())
{
//Reverse if we are short or have open short orders
if (Position.MarketPosition == MarketPosition.Short || barNumberOfShortEntries > 0)
{
ShortReverse();
}
}
if (ShortSignal())
{
//Reverse if we are long or have open long orders
if ( Position.MarketPosition == MarketPosition.Long || barNumberOfLongEntries > 0 )
{
LongReverse();
}
}
}
// Resets the stop loss to the original value when all positions are closed
if (Position.MarketPosition == MarketPosition.Flat)
{
SetTrailStop("LE01", CalculationMode.Ticks, (Range2SMA[1] / TickSize) * 1, false);
SetTrailStop("SE11", CalculationMode.Ticks, (Range2SMA[1] / TickSize) * 1, false);
maximumTI = 0;
minimumTI = 0;
}
if (Position.MarketPosition == MarketPosition.Short && (BarsSinceEntryExecution(0, "SE11", 0) > 1 || BarsSinceEntryExecution(0, "SE11", 0) == -1))
{
// Once the price is smaller than entry price-20 ticks, set trailingstop
if (Closes[0][0] > Position.AveragePrice - (Range2SMA[1] / TickSize) * 0.3)
{
SetTrailStop("SE11", CalculationMode.Ticks, (Range2SMA[1] / TickSize) * 0.9, false); Print(string.Format("{0} | Cambio1C", Time[0] ));
//Draw.VerticalLine(this, CurrentBar.ToString(), 0, Brushes.White, DashStyleHelper.Dash, 1, true);
// match the text brush to what the user has configured on their chart
Draw.TextFixed(this, "myTextFixed", "First Stop Change!", TextPosition.BottomRight, ChartControl.Properties.ChartText,
ChartControl.Properties.LabelFont, Brushes.Blue, Brushes.Transparent, 0);
}
if (Closes[0][0] > Position.AveragePrice - (Range2SMA[1] / TickSize) * 0.5)
{
SetTrailStop("SE11", CalculationMode.Ticks, (Range2SMA[1] / TickSize) * 0.8, false); Print(string.Format("{0} | Cambio1C", Time[0] ));
//Draw.VerticalLine(this, CurrentBar.ToString(), 0, Brushes.Gray, DashStyleHelper.Dash, 1, true);
// match the text brush to what the user has configured on their chart
Draw.TextFixed(this, "myTextFixed", "Second Stop Change!", TextPosition.BottomRight, ChartControl.Properties.ChartText,
ChartControl.Properties.LabelFont, Brushes.Blue, Brushes.Transparent, 0);
}
if (Closes[0][0] > Position.AveragePrice - (Range2SMA[1] / TickSize) * 0.7)
{
SetTrailStop("SE11", CalculationMode.Ticks, (Range2SMA[1] / TickSize) * 0.7, false); Print(string.Format("{0} | Cambio2C", Time[0] ));
//Draw.VerticalLine(this, CurrentBar.ToString(), 0, Brushes.Pink, DashStyleHelper.Dash, 1, true);
// match the text brush to what the user has configured on their chart
Draw.TextFixed(this, "myTextFixed", "Third Stop Change!", TextPosition.BottomRight, ChartControl.Properties.ChartText,
ChartControl.Properties.LabelFont, Brushes.Blue, Brushes.Transparent, 0);
}
if (Closes[0][0] > Position.AveragePrice - (Range2SMA[1] / TickSize) * 0.9)
{
SetTrailStop("SE11", CalculationMode.Ticks, (Range2SMA[1] / TickSize) * 0.6, false);
//Draw.VerticalLine(this, CurrentBar.ToString(), 0, Brushes.Brown, DashStyleHelper.Dash, 1, true);
// match the text brush to what the user has configured on their chart
Draw.TextFixed(this, "myTextFixed", "Fourth Stop Change!", TextPosition.BottomRight, ChartControl.Properties.ChartText,
ChartControl.Properties.LabelFont, Brushes.Blue, Brushes.Transparent, 0);
}
}
//evita que se devuelva
if ((Position.MarketPosition != MarketPosition.Flat) && (Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks, Closes[0][0]) > (Range2SMA[1] / TickSize) * 0.8))
{
if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks, Closes[0][0]) > maximumTI)
{
maximumTI = Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks);
}
if (maximumTI - Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks) >= (Range2SMA[1] / TickSize) * 0.3)
{
ExitLong();
ExitShort();
//Draw.VerticalLine(this, CurrentBar.ToString(), 0, Brushes.White, DashStyleHelper.Dash, 2, true);
// match the text brush to what the user has configured on their chart
Draw.TextFixed(this, "myTextFixed", "First Profit Protection Activated!", TextPosition.BottomRight, ChartControl.Properties.ChartText,
ChartControl.Properties.LabelFont, Brushes.Blue, Brushes.Transparent, 0);
}
}
if ((Position.MarketPosition != MarketPosition.Flat) && (Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks, Closes[0][0]) > (Range2SMA[1] / TickSize) * 1))
{
if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks, Closes[0][0]) > maximumTI)
{
maximumTI = Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks);
}
if (maximumTI - Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks) >= (Range2SMA[1] / TickSize) * 0.2)
{
ExitLong();
ExitShort();
Draw.TextFixed(this, "myTextFixed", "Second Profit Protection Activated!", TextPosition.BottomRight, ChartControl.Properties.ChartText,
ChartControl.Properties.LabelFont, Brushes.Blue, Brushes.Transparent, 0);
}
}
if ((Position.MarketPosition != MarketPosition.Flat) && (Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks, Closes[0][0]) > (Range2SMA[1] / TickSize) * 1.2))
{
if (Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks, Closes[0][0]) > maximumTI)
{
maximumTI = Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks);
}
if (maximumTI - Position.GetUnrealizedProfitLoss(PerformanceUnit.Ticks) >= (Range2SMA[1] / TickSize) * 0.1)
{
ExitLong();
ExitShort();
//Draw.VerticalLine(this, CurrentBar.ToString(), 0, Brushes.Gray, DashStyleHelper.Dash, 2, true);
Draw.TextFixed(this, "myTextFixed", "Third Profit Protection Activated!", TextPosition.BottomRight, ChartControl.Properties.ChartText,
ChartControl.Properties.LabelFont, Brushes.Blue, Brushes.Transparent, 0);
}
}
} //End of OnBarUpdate
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