anomalous behavior of the strategy according to the market.

[onurbbruno]

I have built a strategy that uses the prices of the level 2.
Strategy works very well if applied FESX to the futures 06-10, while applying her/it to the futures FDAX 06-10 is not activated and the writing appears:
"
**NT** Enabling NinjaScript strategy 'BrunoBooks021/f60b7789c4fb48ee86e474edcff4bdb5' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=UniqueEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=True CancelExitOrdersOnDisable=True MaxRestarts=4 in 5 minutes
**NT** Error on calling 'OnMarketDepth' method for strategy 'BrunoBooks021/f60b7789c4fb48ee86e474edcff4bdb5': You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart."

For which motive it happens this? Thanks.

[NinjaTrader_Tim]

Hi onurbbruno,

There have been some changes to how OnMarketDepth() is used in NinjaTrader 7, please review the following - http://www.ninjatrader.com/support/f...ead.php?t=3478

And please provide the code snippet of how OnMarketDepth() is being used.

[onurbbruno]

I have tried the code SampleMarketDepth. But it doesn't work. What I don't understand is how come the same strategy with the method OnMarketDepth works with a market (FESX) and not with the FDAX.

[NinjaTrader_Tim]

Hi onurbbruno,

Try running the NT7 version of the sample mentioned earlier. For this test, ensure you don't have a SuperDOM running while you do this.

As for your error...
Please provide the code snippet of how OnMarketDepth() is being used.

[onurbbruno]

Hi
I send my strategy that up to yesterday it worked on FDAX and FESX and it works only today on FESX. Try her and it eventually sends suggestions.

[NinjaTrader_JoshP]

onurbbruno,

I suggest bracketing all of the various segments of your OnMarketDepth() with try-catch blocks to see where it runs into the error. Then you will be able to decipher what is happening from there.