Index outside the bounds using volumetric bars in an indicator

[javier.filgueira]

Hello,
I am trying to work on an indicator using volumetric bars and I get "Indicator 'IndicatorName': Error on calling 'OnBarUpdate' method on bar 1: Index was outside the bounds of the array.

The chart in which I will add the indicator is configured with volumetric bars, but I didn't find how to get information from these bars so I added another volumetric bars to the indicator code as it is indicated in the user guide, using the following code in OnBarUpdate():

NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = Bars.BarsSeries.BarsType as
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;

Added the bars, I was able to get the information that I need (using GetBidVolumeForPrice and GetAskVolumeForPrice).

All the logic is inside OnBarUpdate(). The problem is when I assing the result of the indicator to Value[0]. When adding the indicator to the chart, it doesn't work. If I do not include the assignment of the result to Value[0], the indicator looks fine in the chart, but I understand that the indicator is not returning any result, so I won't be able to use the indicator in a strategy.

I'd need to know how to pass the result to Value[0] so I can use the indicator in a strategy.

The indicator code is the following:

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = "Description here";
Name = "Name here";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
IsSuspendedWhileInactive = true;
...
...
...

}
}

protected override void OnBarUpdate()
{

(Variables assignments here...)

NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = Bars.BarsSeries.BarsType as
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;

// Init

(some logic here)

for (double i = Low[0]; i < High[0]; i = i + vTickSize)
{

vBidVol = barsType.Volumes[CurrentBar].GetBidVolumeForPrice(i);
vAskVol = barsType.Volumes[CurrentBar].GetAskVolumeForPrice(i + vTickSize);

(som logic and calculation here)
}

// Show the indicator in the chart

if (P_Show_Result)
{
if ( vAlcista == true
&& vAskImbalances != 0)
{
Draw.Text(this, "Imbalances" + CurrentBar, false, "Imb: " + Convert.ToString(vAskImbalances), 0, Low[0], -50,
Brushes.Green, TextFont, TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
}

if ( vAlcista == false
&& vBidImbalances != 0)
{
Draw.Text(this, "Imbalances" + CurrentBar, false, "Imb: " + Convert.ToString(vBidImbalances), 0, High[0], +50,
Brushes.Red, TextFont, TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
}
}

// Return value

Value[0] = vAlcista ? vAskImbalances : vBidImbalances * (-1);

}

#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 Series<double> vResultado
{
get { return Values[0]; }
}

(Parameters here)

Thanks!

[NinjaTrader_ChrisL]

Hello javier.filgueira, thanks for your question.

You should run the script with Visual Studio attached to find where exactly the script fails:

https://ninjatrader.com/support/help..._debugging.htm

If you attach Visual Studio to the NinaTrader process and run the script, Visual Studio will break at the line the exceptions happens on. I can not tell what is wrong from the snippet, unfortunately.

I look forward to hearing of your results.

[javier.filgueira]

Hi Chris,

Thank you for your response.

The error is exactly when it tries to execute:

Value[0] = vAlcista ? vAskImbalances : vBidImbalances * (-1);

If I put Print("something") just before and after this line of code, it prints the first string but not the second. If I comment this line of code, the indicator works right showing the correct output in the chart.

This is the complete code:

namespace NinjaTrader.NinjaScript.Indicators
{
/// <summary>
/// Imbalances muestra la cantidad de imbalances en la vela actual.
/// </summary>
///
public class Imbalances : Indicator
{
private Brush downBrush = Brushes.DimGray;
private Brush upBrush = Brushes.DimGray;
private TextPosition textBoxPosition = TextPosition.BottomRight;
private Brush textBrush = Brushes.DimGray;
private int vBidImbalances = 0;
private int vAskImbalances = 0;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = "Muestra la cantidad de Imbalancess que presenta la vela";
Name = "Imbalances";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
IsSuspendedWhileInactive = true;
P_Imbalances_Ratio = 3;
P_Min_Delta_Imbalances = 50;
P_Min_Imb_Qty = 3;
P_Show_Imb_Count = true;
TextFont = new Gui.Tools.SimpleFont() { Size = 12, Bold = true };

}
}

protected override void OnBarUpdate()
{
if (CurrentBar < 1)
return;

bool vAlcista = true;
double vTickSize = Bars.Instrument.MasterInstrument.TickSize;
long vBidVol = 0;
long vAskVol = 0;

NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = Bars.BarsSeries.BarsType as
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;

// Inicialización

if (Open[0] > Close[0])
{
vAlcista = false;
}

vBidImbalances = 0;
vAskImbalances = 0;


// Calculo cantidad de imbalances

for (double i = Low[0]; i < High[0]; i = i + vTickSize)
{

vBidVol = barsType.Volumes[CurrentBar].GetBidVolumeForPrice(i);
vAskVol = barsType.Volumes[CurrentBar].GetAskVolumeForPrice(i + vTickSize);

if (vBidVol - vAskVol >= P_Min_Delta_Imbalances)
{
if (vAskVol != 0)
{
if (vBidVol / vAskVol >= P_Imbalances_Ratio)
{
vBidImbalances = vBidImbalances +1;
}
}
else
{
vBidImbalances = vBidImbalances +1;
}
}

if (vAskVol - vBidVol >= P_Min_Delta_Imbalances)
{
if (vBidVol != 0)
{
if (vAskVol / vBidVol >= P_Imbalances_Ratio)
{
vAskImbalances = vAskImbalances +1;
}
}
else
{
vAskImbalances = vAskImbalances +1;
}
}

}

if (vAskImbalances < P_Min_Imb_Qty)
{
vAskImbalances = 0;
}

if (vBidImbalances < P_Min_Imb_Qty)
{
vBidImbalances = 0;
}

// Muestro el resultado en el chart

if (P_Show_Imb_Count)
{
if ( vAlcista == true
&& vAskImbalances != 0)
{
Draw.Text(this, "Imbalances" + CurrentBar, false, "Imb: " + Convert.ToString(vAskImbalances), 0, Low[0], -50,
Brushes.Green, TextFont, TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
}

if ( vAlcista == false
&& vBidImbalances != 0)
{
Draw.Text(this, "Imbalances" + CurrentBar, false, "Imb: " + Convert.ToString(vBidImbalances), 0, High[0], +50,
Brushes.Red, TextFont, TextAlignment.Center, Brushes.Transparent, Brushes.Transparent, 0);
}
}

// Print("1");
// Value[0] = vAlcista ? vAskImbalances : vBidImbalances * (-1);
// Print("2");

// if(vResultado[0] != 0) { Print("CurrentBar: " + CurrentBar + " Time: " + Bars.GetTime(CurrentBar) + " vResultado: " + vResultado[0]); }


}

#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 Series<double> vResultado
{
get { return Values[0]; }
}

[Range(0, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Imbalances ratio", GroupName = "NinjaScriptParameters", Order = 0)]
public int P_Imbalances_Ratio
{ get; set; }

[Range(0, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Minimum delta for imbalance", GroupName = "NinjaScriptParameters", Order = 1)]
public int P_Min_Delta_Imbalances
{ get; set; }

[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Minimum imbalances quantity", GroupName = "NinjaScriptParameters", Order = 2)]
public int P_Min_Imb_Qty
{ get; set; }

[Display(ResourceType = typeof(Custom.Resource), Name = "Show Imbalancess count", Description = "Set true to display on chart the count of imbalances", GroupName = "NinjaScriptGeneral", Order = 3)]
public bool P_Show_Imb_Count
{ get; set; }

[Display(ResourceType = typeof(Custom.Resource), Name = "TextFont", Description = "select font, style, size to display on chart", GroupName = "NinjaScriptGeneral", Order = 4)]
public Gui.Tools.SimpleFont TextFont
{ get; set; }


#endregion
}
}

Thanks,

[javier.filgueira]

Uncommenting the following Print sentences:

Print("1");
Value[0] = vAlcista ? vAskImbalances : vBidImbalances * (-1);
Print("2");

This is what happens (in Ninjacript Output):

1
Indicator 'Imbalances': Error on calling 'OnBarUpdate' method on bar 1: Index was outside the bounds of the array.

Thanks.

[NinjaTrader_Jim]

Hello javier.filgueira,

Value is being indexed, but it does not look like you are adding a plot, so there would not be a plot Value to assign unless a plot is is added with AddPlot.

AddPlot - https://ninjatrader.com/support/help...8/?addplot.htm

We look forward to assisting.

[javier.filgueira]

Hi Jim.

It worked. THANKS!