Strategy Analyzer Bug

[marc.newlin]

Hello,

I'm experiencing a bug with the Strategy Analyzer that began happening today. This happens with any backtest.

I am able to run the backtest just fine, but I receive the standard "NinjaTrader has detected a problem and needs to shut down." dialog when I click on any of the following tabs:

Chart
Graphs
Executions
Trades
Periods
Orders

The Summary and Settings tabs to not generate this error. The Chart and Graphs tabs function correctly after clicking 'OK', but the Executions, Trades, Periods and Orders tabs never populate with any data.

The trace data is as follows:

2009-07-18 15:32:45:512 in OnUnhandledThreadException
2009-07-18 15:32:45:512 ********* exception trapped *********
2009-07-18 15:32:45:512 Index was outside the bounds of the array.
2009-07-18 15:32:45:512 at NinjaTrader.Gui.PerformanceViewerControl.RunBackTe st()
at NinjaTrader.Gui.PerformanceViewerControl.Display()
at NinjaTrader.Gui.PerformanceViewerControl.OnTabSele cted(Object sender, EventArgs e)
at System.EventHandler.Invoke(Object sender, EventArgs e)
at System.Windows.Forms.TabControl.OnSelectedIndexCha nged(EventArgs e)
at System.Windows.Forms.TabControl.WmSelChange()
at System.Windows.Forms.TabControl.WndProc(Message& m)
at System.Windows.Forms.Control.ControlNativeWindow.O nMessage(Message& m)
at System.Windows.Forms.Control.ControlNativeWindow.W ndProc(Message& m)
at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)

I've tried the following to troubleshoot this error:

* Reset the DB
* Repair the DB
* Re-compile NinjaTrader.Custom.dll
* Restart NinjaTrader
* Restart my computer
* Clear and reload the historical data

What can I do to alleviate this problem?

Thanks!

[NinjaTrader_RJ]

Hello Marc,

Thank you for your post.

Can you please try renaming your database so that NinjaTrader uses a new one?


1. Shut Down NinjaTrader
2. Go to \Documents\NinjaTrader6.5\db
3. Rename the file NinjaTrader.mbd to OldNinjaTrader.mbd

[marc.newlin]

Hello,

Thank you for the reply. Unfortunately, that did not remedy the problem.

Best,

Marc

[NinjaTrader_RJ]

Hello,

Thank you for the reply. Unfortunately, that did not remedy the problem.

Best,

Marc

1.) Please make sure you are on the latest version of NinjaTrader 6.5.1000.11. You can check under Help --> About.
If not, please download from this link: http://www.ninjatrader.com/webnew/do...g_software.htm

2.) Can you test if this issue persists on the "SampleMACrossover" strategy? If yes, please give me the details of the backtest so I can try to reproduce.

-Does the issue seem to be only with one strategy, or any strategy?

Thank you!

[marc.newlin]

Hello,

Thank you again for the prompt replies on the weekend. It only occurs with a specific strategy I've been working on this weekend. (I wasn't aware of that before trying one of the included strategies.)

I was under the assumption that because no exceptions were raised when the backtest was being run that the problem was outside the scope of my strategy.

I'll debug the problem and will post a reply to this thread when I determine the specific cause.

Thanks,

Marc

[marc.newlin]

Hello,

I was able to remedy the problem, but I do not understand what effect the specific change I made had.

The following code was in the Initialize() method:

           
if (Instrument.FullName == "$EURCAD")
{
    // 1 Minute
    SetProfitTarget("ETB.0", CalculationMode.Ticks, 4 * TicksPerPip);
    SetStopLoss("ETB.0", CalculationMode.Ticks, 25 * TicksPerPip, false);

    // 2 Minutes
    SetProfitTarget("ETB.1", CalculationMode.Ticks, 5 * TicksPerPip);
    SetStopLoss("ETB.1", CalculationMode.Ticks, 25 * TicksPerPip, false);

    // 5 Minutes
    SetProfitTarget("ETB.2", CalculationMode.Ticks, 5 * TicksPerPip);
    SetStopLoss("ETB.2", CalculationMode.Ticks, 30 * TicksPerPip, false);

    // 10 Minutes
    SetProfitTarget("ETB.3", CalculationMode.Ticks, 10 * TicksPerPip);
    SetStopLoss("ETB.3", CalculationMode.Ticks, 35 * TicksPerPip, false);

    Add(PeriodType.Minute, 2);
    Add(PeriodType.Minute, 5);
    Add(PeriodType.Minute, 10);
}

Changing it to this prevented the bug from occurring:

           
if (Instrument.FullName == "$EURCAD")
{
    // 1 Minute
    SetProfitTarget("ETB.0", CalculationMode.Ticks, 4 * TicksPerPip);
    SetStopLoss("ETB.0", CalculationMode.Ticks, 25 * TicksPerPip, false);

    // 2 Minutes
    SetProfitTarget("ETB.1", CalculationMode.Ticks, 5 * TicksPerPip);
    SetStopLoss("ETB.1", CalculationMode.Ticks, 25 * TicksPerPip, false);

    // 5 Minutes
    SetProfitTarget("ETB.2", CalculationMode.Ticks, 5 * TicksPerPip);
    SetStopLoss("ETB.2", CalculationMode.Ticks, 30 * TicksPerPip, false);

    // 10 Minutes
    SetProfitTarget("ETB.3", CalculationMode.Ticks, 10 * TicksPerPip);
    SetStopLoss("ETB.3", CalculationMode.Ticks, 35 * TicksPerPip, false);
}

Add(PeriodType.Minute, 2);
Add(PeriodType.Minute, 5);
Add(PeriodType.Minute, 10);

The if statement was evaluating to True and the three calls to Add() were being executed when the error was occurring. Also, the Summary page shows the same results for both cases.

Do you have any insight as to why this might be causing this bug? I would prefer to have the calls to Add() in the if block, as I have logic for other instruments in Initialize() that require different timeframes.

Thanks,

Marc

[NinjaTrader_Bertrand]

Marc, thanks for the reply - have you tried moving the if (Instrument) block to the start of the OnBarUpdate() and then just leaving the Add() part in the Initialize()?

[marc.newlin]

Hello,

Unfortunately I need to have the instrument if block in Initialize() because I add different timeframes based on the instrument. Please see this pseudo-code as an example:

IF Instrument.FullName == "$EURUSD"
Add (PeriodType.Minute, 1)
Add (PeriodType.Minute, 2)
ENDIF

IF Instrument.FullName == "$EURCAD"
Add (PeriodType.Minute, 3)
Add (PeriodType.Minute, 4)
ENDIF

So, unfortunately, the if logic needs to be in Initialize(). I will instead just add all of the timeframes to each instrument and add logic to OnBarUpdate() to ignore the unnecessary ones.

Thanks,

Marc

[NinjaTrader_JoshP]

marc.newlin,

Unfortunately you will most likely not be able to do such kind of "dynamic" adding instruments in Initialize().

[marc.newlin]

No problem, I was assuming I just didn't completely understand how NinjaTrader handles adding instruments.