OnMarketDepth Problems

[turbofib]

hi...
i'm try to do an indicator using OnMarketDepth function..
but i've problem with executions this function in a indicator....
It give me following error :

Error on calling 'OnMarketDepth' method for indicator 'MyCustomIndicator': 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.

Now .. I do not know the specifics of this function because it is 'given by the system ninjatrader

Someone can help me?

[NinjaTrader_ChelseaB]

Hello turbofib,

Thank you for your post.

The error message indicates that you may be trying to access a data series with an index that does not exist.

May I see the code you have written in this method?

[turbofib]

The error is given to me after a successful execution after "n" candles..
So dataserie exist as it would give me error already beginning..
The indicator that I'm doing for now is empty .. I just called the function to see if it gave me problems


// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// Enter the description of your new custom indicator here
/// </summary>
[Description("Enter the description of your new custom indicator here")]
public class MyCustomIndicator : Indicator
{
#region Variables
// Wizard generated variables
private long askCumulativeVolume;
private long bidCumulativeVolume;
private int depthLevels = 5;
private int myInput0 = 1; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion

/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "Plot0"));
Overlay = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
//Plot0.Set(Close[0]);
Plot0.Set(this.bidCumulativeVolume+this.askCumulat iveVolume);
}
protected override void OnMarketDepth(MarketDepthEventArgs e)
{
this.bidCumulativeVolume = e.MarketDepth.Bid.TotalVolume(this.DepthLevels);
this.askCumulativeVolume = e.MarketDepth.Ask.TotalVolume(this.DepthLevels);
}


#region Properties
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries Plot0
{
get { return Values[0]; }
}

[Description("")]
[GridCategory("Parameters")]
public int MyInput0
{
get { return myInput0; }
set { myInput0 = Math.Max(1, value); }
}
[Description("DepthLevels - number of level II levels to accumulate (min 1, max 5)"), NinjaTrader.Gui.Design.DisplayName("p1_DepthLevels "), GridCategory("Parameters")]
public int DepthLevels
{
get
{
return this.depthLevels;
}
set
{
this.depthLevels = Math.Min(Math.Max(1, value), 5);
}
}
#endregion
}
}

[NinjaTrader_ChelseaB]

Hello turbofib,

I have added the code you have supplied to an indicator.

However, I am not getting the error message that you have received.

Also, I don't think these lines of code can cause that error message.

this.bidCumulativeVolume = e.MarketDepth.Bid.TotalVolume(this.DepthLevels);
this.askCumulativeVolume = e.MarketDepth.Ask.TotalVolume(this.DepthLevels);

Have you removed code from this method?

Attached is the indicator that I have put your code in.
Follow these steps to import the NinjaScript:

1. Download the script to your desktop, keep it in the compressed .zip file.
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded .zip file
4. NinjaTrader will then confirm if the import has been successful.

Critical *Note that on any files that say "File already exists on your PC" that start with an "@" symbol are the ones that came preloaded inside of NinjaTrader so you would say "No" so that you do not override those files.

[turbofib]

The error is not immediate..
It give me error after a certain time ...
Now it works properly .. but if you wait a bit of time it give 'error (you should put it on a little volatile futures)



In your file "turbotest.zip"...i test it and i say you if give me an error?

Ok...i import it and now i try it and i give you if give me an error

[turbofib]

Ok...i try your file and it give me following error :

Error on calling 'OnMarketDepth' method for indicator 'TurbofibTest': 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.

[NinjaTrader_ChelseaB]

Hi turbofib,

What instrument and interval are you using to test this?

I have added this to an ES 03-14 1 minute and 10 second chart and have let these run for about an hour and have not received the error message yet..

[turbofib]

I tested it on 6E (euro dollar) graphic 30 seconds ... (I can not test it on other fut so I do not have the qualification for level2)


Below i put setting of 6E

[NinjaTrader_ChelseaB]

Hello turbofib,

I have added the TurbofibTest indicator to a 6E 03-14 chart. The market isn't moving much so I have downloaded a day of Market Replay 6E data and allowed the chart to play back all of Jan 13th without receiving the error.

May I confirm that you have not modified the indicator that I have sent you in anyway?

[turbofib]

of course i don't have modify your indicator...but i think you must run it in realtime..not in replay

But if you do not know how to solve it .. I can make it run in the next few days by another person who has my same data feed (iqfeed)

[NinjaTrader_ChelseaB]

Hi turbofib,

Please send me an email to support[at]ninjatrader[dot]com.

In the email please write Attn Chelsea and add a link to this forum thread.

I would like to schedule a call with you so that I may observe this on your machine.

[turbofib]

I have to be away for several days .... After sending all
thanks

[esignal]

I noticed that it does to me that error .. but only in fut with many decimal places

[NinjaTrader_ChelseaB]

Hi esignal,

Are you getting this error with the sample indicator that I have provided in post #4?

[esignal]

Hi esignal,

Are you getting this error with the sample indicator that I have provided in post #4?

Yes..i try it....it give me error but sometimes not Always
and as turbofib me error only in futures with many decimal places

In other futures with 2 decimal places gives me no errors