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Strategy analyzer issue with version 6.5.1000.1

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    Strategy analyzer issue with version 6.5.1000.1

    I have a strategy that has worked fine for the last couple of months in the NT 6.5 Beta version (and still does) and has now stopped working with version 6.5.1000.1. The indicator that isn't returning the results is volma. I have re-compiled the strategy and all indicators in the strategy, but it still fails to return results when the volma is included in the script. When I take it out, I get the results I expect and I can see the volma on the chart when I load it, so it appears that it has the data. I'm not sure what else to try here, any suggestions?

    #2
    Can you be more specific?

    - Does VOLMA(myPeriod)[0] not return a value other than zero?
    - Does your strategy generate an error (see log tab) when this indicator is called in your strategy?
    RayNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Ray View Post
      Can you be more specific?

      - Does VOLMA(myPeriod)[0] not return a value other than zero?
      - Does your strategy generate an error (see log tab) when this indicator is called in your strategy?

      My script buys or sells based on a number of indicators, including volma. When I include volma in the script and set the volma criteria value to >= 250 the script compiles, runs and returns zero results for the last two month timeframe on the ym's. With the previous version of NT I would get over 20 hits a day with this strategy as the volma on a 1 minute chart is frequently over 250 during the day. When I remove volma as a criteria in my script I get a lot of hits over the last couple of months and during any trading day.

      I will manually re-enter this script tonight and see if it will work. Hopefully this will solve the problem. If not, I will let you know.

      Comment


        #4
        If there are no errors from Ray's suggestions could you also please post the exact code snippet you are using as your criterion? Thanks.
        Josh P.NinjaTrader Customer Service

        Comment


          #5
          Error from the log

          I re-entered the script and it failed again. Thanks for the heads-up on the log as this was very helpful for me to troubleshoot the problem. I have been able to work around this problem by hardcoding the volume in the script. There appears to be a bug in the system, however I have a work-around so I am good to go again. I don't want to post the script as I have been working on it for quite some time and I'm not ready to share it yet.

          This is the error that I received in the log when I ran the script before I hardcoded the volume.
          5/1/2008 16:58StrategyError on getting/setting property 'Volume' for strategy 'DansAWMVOLUMECCIBUYSELL': Object of type 'NinjaTrader.Indicator.VolumeSeriesHelper' cannot be converted to type 'System.Int32'.

          Comment


            #6
            Hi Grizz,

            I fully understand that you don't want to share your code just yet, but I cannot confirm/deny the bug report without knowing how you are generating that error. When you feel ready we would appreciate it if you could post up the few line/lines of code that are generating the error. Thanks.
            Josh P.NinjaTrader Customer Service

            Comment


              #7
              The problem on the error is that you have to make sure that you prevent serialization.

              Your properties should have the following in red.

              [Browsable(false)]
              [XmlIgnore()]
              public DataSeries Avg
              {
              get { return Values[1]; }
              }
              RayNinjaTrader Customer Service

              Comment

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