"Error on calling 'OnStateChange' method: Out-of-range" Why??

[tomaslolo]

Hello! I´m coding this strategy:

[SIZE="2"]{
	public class KLL391v2 : Strategy
	{
		private ATR ATR1;

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"Enter the description for your new custom Strategy here.";
				Name										= "KLL391v2";
				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							= 200;
				// Disable this property for performance gains in Strategy Analyzer optimizations
				// See the Help Guide for additional information
				IsInstantiatedOnEachOptimizationIteration	= true;
				PeriodoATR					= 20;
				Multipos					= 0.5;
				Multineg					= -0.5;
				Multicero					= 0.0;
			}
			else if (State == State.Configure)
			{
				ATR1				= ATR(Convert.ToInt32(PeriodoATR));
				SetStopLoss(@"", CalculationMode.Currency, ATR1[0], false);
			}
		}

		protected override void OnBarUpdate()
		{
			if (CurrentBars[0] < 200)
			return;

			 // Set 1
			if (((Open[50]-Low[1]) > (Multipos * ATR1[0]))
				 && ((Close[25]-Open[32]) > (Multicero * ATR1[0])))
			{
				EnterLong(Convert.ToInt32(DefaultQuantity), "");
			}
			 // Set 2
			if (((Open[35]-Open[5]) < (Multineg * ATR1[0]))
				 && ((High[25]-Close[57]) < (Multicero * ATR1[0])))
			{
				EnterShort(Convert.ToInt32(DefaultQuantity), "");
			}
			
		}

		#region Properties
		[NinjaScriptProperty]
		[Range(1, int.MaxValue)]
		[Display(ResourceType = typeof(Custom.Resource), Name="PeriodoATR", Order=1, GroupName="NinjaScriptStrategyParameters")]
		public int PeriodoATR
		{ get; set; }

		[NinjaScriptProperty]
		[Range(-1, double.MaxValue)]
		[Display(ResourceType = typeof(Custom.Resource), Name="Multipos", Description="Multiplicador positivo", Order=2, GroupName="NinjaScriptStrategyParameters")]
		public double Multipos
		{ get; set; }

		[NinjaScriptProperty]
		[Range(-1, double.MaxValue)]
		[Display(ResourceType = typeof(Custom.Resource), Name="Multineg", Description="Multiplicador negativo", Order=3, GroupName="NinjaScriptStrategyParameters")]
		public double Multineg
		{ get; set; }
		
		[NinjaScriptProperty]
		[Range(-1, double.MaxValue)]
		[Display(ResourceType = typeof(Custom.Resource), Name="Multicero", Description="Multiplicador cero", Order=3, GroupName="NinjaScriptStrategyParameters")]
		public double Multicero
		{ get; set; }
		#endregion

	}
}[/SIZE]

It compiles fine, but when backtesting I get his error message as output:

[SIZE="2"]Strategy 'KLL391v2': Error on calling 'OnStateChange' method: 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.[/SIZE]

I´ve tried changing different things but nothing works. There´s enoguh bars to load, so I´m lost wondering what can be wrong in my simple strategy code.

Any clues??

Thank you in advance

[NinjaTrader_AlanP]

Hello tomaslolo,

Thank you for writing in.

If you comment out,

SetStopLoss(@"", CalculationMode.Currency, ATR1[0],false);

The strategy will not produce the error.

The culprit is passing “ATR1[0]” as a price, which in state.configure does not exist yet.

I would suggest moving SetStopLoss to,

protected override void OnExecutionUpdate(Cbi.Execution execution, string executionId, double price, int quantity,

Cbi.MarketPosition marketPosition, string orderId, DateTime time)

 {

SetStopLoss(@"", CalculationMode.Currency, ATR1[0],false);

 }

Where you’ll paste protected override… right after the last } of onbar update.

See OnExecutionUpdate section of our helpguide,

https://ninjatrader.com/support/helpGuides/nt8/en-us/?onexecutionupdate.htm

Please let us know if you need further assistance.