I'm trying to access previous weekly closes in a strategy I'm testing in market replay, however it keeps giving me the indexing error (cannot access a bar that doesn't exist), which confuses me because I have a couple months of historical data downloaded and loaded on the chart when running this strategy.
I've included a simple strategy below that just prints the close of the prior 4 weeks. It prints the first week in the output just fine but then errors on the second (the indexing error). Any thoughts as to why and how to fix this? I did this on ES 12-18 in late November, with historical data loaded back to the beginning of October (8 weeks). Thanks.
#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.Test_Strategies { public class Test_Strat_030719 : Strategy { protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Enter the description for your new custom Strategy here."; Name = "Test_Strat_030719"; Calculate = Calculate.OnPriceChange; EntriesPerDirection = 1; EntryHandling = EntryHandling.AllEntries; IsExitOnSessionCloseStrategy = false; 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(BarsPeriodType.Week, 1); } } protected override void OnBarUpdate() { if (State == State.Historical) return; if (BarsInProgress == 0) { Print("Closes[1][1] = "+Closes[1][1]); Print("Closes[1][2] = "+Closes[1][2]); Print("Closes[1][3] = "+Closes[1][3]); Print("Closes[1][4] = "+Closes[1][4]); } } } }
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