Multi-DataSeries throws exception with tick replay

[NinjaTrader_ChelseaB]

Hello Harry,

Thank you for your input on this.

I was able to create a short test script and reproduce this behavior.

https://www.screencast.com/t/aPJ6kDgsOs

I've reported this behavior to our development. Once I have a tracking ID for the behavior I will post this in this thread for future reference.

[Harry]

Reproduce the issue

Please take the Pivot indicator that ships with NinjaTrader 8.

Apply it to a chart with tick replay and set it to "HLC calculation mode" = "Use daily bars".

It will throw the same exception:

Indicator "Pivots". Error on calling 'OnBarUpdate' method on bar 111: Object reference not set to an instance of an object.

NinjaTrader 8 has a general problem with processing the last daily bar. I have started another thread on this issue, but have not yet received any satisfactory answer. I would call it a superbug, which is currently being neglected. Also I am not getting any feedback on this issue as needed.

[Harry]

Hello Chelsea,


That was a fast response! Much appreciated.

I have changed my first post, as I now understand that the issue is linked to daily bars.

That said you can directly use the Pivots indicator that ships with NinjaTrader to reproduce the issue.

[NinjaTrader_ChelseaB]

Hi Harry,

That's the key piece of information missing from the thread below.

http://ninjatrader.com/support/forum/showthread.php?t=95371

TickReplay is the culprit.

[Harry]

DayCount problem

I have used BarsArray[].DayCount to check whether it is possible to use GetBars(). As far as I had understood, BarsArray[].DayCount either returns the value 0 or the value 1.

I have applied BarsArray[].DayCount to secondary bar series, both daily bars and minute bars. This works well as long it is being used on standard data.

With Tick Replay, BarsArray[1].DayCount returns the value 0 for minute data, although I have years of minute data sitting in my database.

Here come my questions:

(1) Is there any documentation anywhere on DayCount? I have not found it in the help file.

(2) Was DayCount intended for use other than with daily bars? It does not work with minute data when Tick Replay is active, but works with minute data when it is inactive.

(3) Why would I use DayCount and not simply check whether CurrentBars[] is greater or equal to zero?

[NinjaTrader_ChelseaB]

Hello Harry,

That is correct BarsArray[int index].DayCount is not documented and I don't have lot of information about this.

My understanding this is for intra-day bars series to get a count of the number of sessions without having to add a secondary day series.

My lead has suggested trying:
BarsArray[int index].BarsSeries.DayCount

[Harry]

Hello Harry,

That is correct BarsArray[int index].DayCount is not documented and I don't have lot of information about this.

My understanding this is for intra-day bars series to get a count of the number of sessions without having to add a secondary day series.

My lead has suggested trying:
BarsArray[int index].BarsSeries.DayCount

It is called DayCount, so may be it was created to deal with specific problems related to the way NinjaTrader processes daily bars series. I won't try to use it anymore for other than daily bars.