Vix

[tonynt]

Hello,

my scripts are working OK, but as soon as I add VIX I have the error message
"7/7/2016 9:54:40 PM Strategy Error on calling 'OnBarUpdate' method for strategy 'a111xESxSxTlevelxVix/733b05791f3d4803b465f42df8e50d84': 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. "

I do in Initialize
Add( "^VIX", PeriodType.Range,2); // dataseries 4

and I do in OnBarUpdate
if(Lows[4][0] <= Instrument.MasterInstrument.Round2TickSize(Donchia nChannel(BarsArray[4],21).Lower[0]))

When I remove the lines concerning VIX I have no message in logtab.

Thank you!
Tony

[NinjaTrader_ZacharyG]

Hello tonynt,

Thank you for writing in.

Please ensure that you have enough bars in the data series you are attempting to access before accessing it: http://ninjatrader.com/support/forum...ead.php?t=3170

Additionally, please ensure that your added ^VIX series is, indeed, at BarsArray[4]. Remember when you are adding additional series to your script, the primary instrument is 0, the first added instrument 1, the second 2, so on and so forth.

[tonynt]

Hello,

thank you for your reply. There are enough bars (range 2 bars) after 4 hours.

And I have

//Add(PeriodType.Tick, 89);
Add(PeriodType.Custom8,144002);//1
//Add(PeriodType.Custom8,144001);//1
Add(PeriodType.Range,2);//2
//Add(PeriodType.Custom8,233002);//1
Add(PeriodType.Range,3);//2
Add( "^VIX", PeriodType.Range,2);
Add( "^VIX", PeriodType.Range,1);

So, I do not see an error referring your reply (I checked the code for what you replied already before doing the question)

Thanks
Tony

[NinjaTrader_ZacharyG]

Hello tonynt,

Please provide a simplified sample script demonstrating this error so I may test it on my end.

To export your script do the following:

1. Click File -> Utilities -> Export NinjaScript
2. Enter a unique name for the file in the value for 'File name:'
3. Select the strategy from the objects list on the left -> click the right facing arrow ">" to add the strategy to the export
4. Click the 'Export' button -> click 'yes' to add any referenced indicators to the export -> click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 7/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.
http://www.ninjatrader.com/support/h...nt7/export.htm

[tonynt]

Hello,

I worked a lot on this in the meantime and I found out that the reason for the issue is the instrument.

My script works OK and there is no error-message in logtab when I add as 5th dataseries any instrument or "$USOIL".

I keep all same in script and simply change the 5th dataseries "$USOIL" to "^VIX" then there appears immediately after enabling the script:

10/4/2016 3:06:33 PM Strategy Error on calling 'OnMarketData' method for strategy 'tka1F5/6cd69507b817488c88d13a4bfc0b495b': 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.



Thanks
Tony

[NinjaTrader_PaulH]

Hello tonynt,

Thanks for your reply.

Do you get a live chart of the ^VIX?

If so, are you accessing the ^VIX during its normal operating times? (US Equities RTH).

[tonynt]

Hello,

yes, live chart and during 8:30 AM - 3:30 PM

Thank you for your support.

[NinjaTrader_PaulH]

Hello tonynt,

Thanks for your reply.

Can you clarify what information that you are trying to obtain from the VIX index with OnMarketData? I suspect the issue is that it is an index that does not have volume or bid/ask data.

[tonynt]

Hello,

thank you for your reply. Close[0]>Open[0] is what I want to obtain from "^VIX".

Another information or question in this concern: why does it plot before 9:30?

You can jump on my PC to see that it is as I write, and that the y-value is the VIX.

Thanks
Tony

[NinjaTrader_PaulH]

Hello tonynt,

Please provide a simplified sample script demonstrating this error so I may test it on my end.

To export your script do the following:
Click File -> Utilities -> Export NinjaScript
Enter a unique name for the file in the value for 'File name:'
Select the strategy from the objects list on the left -> click the right facing arrow ">" to add the strategy to the export
Click the 'Export' button -> click 'yes' to add any referenced indicators to the export -> click OK to clear the export location message

By default your exported file will be in the following location:
(My) Documents/NinjaTrader 7/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.

http://www.ninjatrader.com/support/h...nt7/export.htm

Please send to PlatformSupport[at]NinjaTrader[dot]com, atten Paul and a link to this thread. Also, please advise who is your datafeed provider.