Simple Multi Instrument strategy error "A hosted indicator ..."

[greagrea]

Hello, I'm having an issue with a strategy. The below simple test which I generated using the NT8 strategy wizard demonstrates the issue I am having. On my NT 8.0.15, loading this strategy onto a 5-minute NQ chart and activating it generates the error: "A hosted indicator tried to load additional data. All data must first be loaded by the hosting NinjaScript in its configure state." The strategy does not do anything except add a daily dataseries of VX futures.

Is anyone able to reproduce this error, and if so, any clues?

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies
{
    public class MultiInstrumentTest : Strategy
    {
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Enter the description for your new custom Strategy here.";
                Name                                        = "MultiInstrumentTest";
                Calculate                                    = Calculate.OnBarClose;
                EntriesPerDirection                            = 1;
                EntryHandling                                = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = true;
                ExitOnSessionCloseSeconds                    = 30;
                IsFillLimitOnTouch                            = false;
                MaximumBarsLookBack                            = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution                            = OrderFillResolution.Standard;
                Slippage                                    = 0;
                StartBehavior                                = StartBehavior.WaitUntilFlat;
                TimeInForce                                    = TimeInForce.Gtc;
                TraceOrders                                    = false;
                RealtimeErrorHandling                        = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling                            = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade                            = 20;
                // Disable this property for performance gains in Strategy Analyzer optimizations
                // See the Help Guide for additional information
                IsInstantiatedOnEachOptimizationIteration    = true;
            }
            else if (State == State.Configure)
            {
                AddDataSeries("VX 12-18", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last);
            }
        }

        protected override void OnBarUpdate()
        {
            //Add your custom strategy logic here.
        }
    }
}

[greagrea]

Hello NT Support,

Bumping this question. I'm looking for some assistance determining if this issue can be replicated.

Thank you.

[NinjaTrader_PaulH]

Hello greagrea,

Thanks for your post.

We apologize for not responding sooner.

I suspect the initial post was missed in the recent transition/upgrade of the forum and we appreciate you bumping for a response.

I've tested with the current release 8.0.15.1 and the latest unreleased version and do not see any errors when loading the strategy that is a copy of what you have posted.

Please make sure you are loading the strategy onto a clean chart with no other indicators as it is possible the error may be generated by some other source.

For a reference of the error, please see the warning notes in https://ninjatrader.com/support/help...dataseries.htm

[greagrea]

Thanks, Paul. I'll try this out on a clean install to remove any other variables. I already tried loading the strategy directly into the strategies tab, rather than onto a chart, with the same result. Maybe some custom code elsewhere causing an issue.