Volume Coding Indicator

[koganam]

Okay, this doesn't make sense, sometimes it works, other times I keep getting this error.

http://screencast.com/t/cHcUpG9nqj

Here's the FULL Code.

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// 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 CustomVolume : Indicator
    {
        #region Variables
        // Wizard generated variables
            private int myInput0 = 1; // Default setting for MyInput0
            private string InstrumentName = " ";
            private string contract = " ";
            
        // User defined variables (add any user defined variables below)
            private bool useFutures = true; //Ask User if they want to use Futures Volume for FOREX
        #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 ()
        {
            //Adding Volume per instruments
            InstrumentName = (Instrument.FullName.ToString());
            if(InstrumentName == "$USDJPY") {contract = "6J 06-14";}
            
            
            Add (new Plot (new Pen (Color.Red, 3), PlotStyle.Line, "VolumePlot"));
            Add ( "6J 06-14", PeriodType.Minute, 5);
            
            Overlay = false;
        }

        protected override void OnBarUpdate ()
        {
            if (CurrentBar < BarsRequired)
                return;
            
            if (Volumes [0] [0] > Volumes [1][0])
                VolumePlot.Set(Volumes [1][0]);
            Print ("The current bar's volume price is greater");
        }

        #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 VolumePlot 
        {
            get { return Values [0]; }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public int MyInput0
        {
            get { return myInput0; }
            set { myInput0 = Math.Max(1, value); }
        }
        
        [Description("Use Futures Volume For FOREX")]
        [GridCategory("Parameters")]
        public bool UseFuturesVolume
        {
            get { return useFutures; }
            set { useFutures = value; }
        }
        #endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    public partial class Indicator : IndicatorBase
    {
        private CustomVolume[] cacheCustomVolume = null;

        private static CustomVolume checkCustomVolume = new CustomVolume();

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public CustomVolume CustomVolume(int myInput0, bool useFuturesVolume)
        {
            return CustomVolume(Input, myInput0, useFuturesVolume);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public CustomVolume CustomVolume(Data.IDataSeries input, int myInput0, bool useFuturesVolume)
        {
            if (cacheCustomVolume != null)
                for (int idx = 0; idx < cacheCustomVolume.Length; idx++)
                    if (cacheCustomVolume[idx].MyInput0 == myInput0 && cacheCustomVolume[idx].UseFuturesVolume == useFuturesVolume && cacheCustomVolume[idx].EqualsInput(input))
                        return cacheCustomVolume[idx];

            lock (checkCustomVolume)
            {
                checkCustomVolume.MyInput0 = myInput0;
                myInput0 = checkCustomVolume.MyInput0;
                checkCustomVolume.UseFuturesVolume = useFuturesVolume;
                useFuturesVolume = checkCustomVolume.UseFuturesVolume;

                if (cacheCustomVolume != null)
                    for (int idx = 0; idx < cacheCustomVolume.Length; idx++)
                        if (cacheCustomVolume[idx].MyInput0 == myInput0 && cacheCustomVolume[idx].UseFuturesVolume == useFuturesVolume && cacheCustomVolume[idx].EqualsInput(input))
                            return cacheCustomVolume[idx];

                CustomVolume indicator = new CustomVolume();
                indicator.BarsRequired = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
                indicator.Input = input;
                indicator.MyInput0 = myInput0;
                indicator.UseFuturesVolume = useFuturesVolume;
                Indicators.Add(indicator);
                indicator.SetUp();

                CustomVolume[] tmp = new CustomVolume[cacheCustomVolume == null ? 1 : cacheCustomVolume.Length + 1];
                if (cacheCustomVolume != null)
                    cacheCustomVolume.CopyTo(tmp, 0);
                tmp[tmp.Length - 1] = indicator;
                cacheCustomVolume = tmp;
                return indicator;
            }
        }
    }
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
    public partial class Column : ColumnBase
    {
        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.CustomVolume CustomVolume(int myInput0, bool useFuturesVolume)
        {
            return _indicator.CustomVolume(Input, myInput0, useFuturesVolume);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public Indicator.CustomVolume CustomVolume(Data.IDataSeries input, int myInput0, bool useFuturesVolume)
        {
            return _indicator.CustomVolume(input, myInput0, useFuturesVolume);
        }
    }
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    public partial class Strategy : StrategyBase
    {
        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.CustomVolume CustomVolume(int myInput0, bool useFuturesVolume)
        {
            return _indicator.CustomVolume(Input, myInput0, useFuturesVolume);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public Indicator.CustomVolume CustomVolume(Data.IDataSeries input, int myInput0, bool useFuturesVolume)
        {
            if (InInitialize && input == null)
                throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

            return _indicator.CustomVolume(input, myInput0, useFuturesVolume);
        }
    }
}
#endregion

As you can see I'm trying to to get the indicator to know which Chart it's on so it knows which FUTURES contract to use. I typed Conditional statements in the void Initialize() area, I don't know if that causes problems.

Can someone please help fix this error.

Contract "6J 06-14" comes into existence on a specific date. Before that date, as the contact does not exist, your second price DataSeries will not be created, so any reference to it will be out of the bounds of any array that references it.

You will have to make some kind of arrangement to make sure that you are referencing existing contracts. One way might be to reverse your logic, and run on the 6J contract, calling $USDJPY, as the latter is an invariant string. Other ways would be more complex, as you would have to determine the date, so that you can use the correct contract.

[ginx10k]

Thanks a lot buddy. We'll Do.