SampleOnOrderUpdate - BarsRequiredToTrade

[guidoisot]

Hello,
I get the following error message by the attached strategy aa01OnOrderUpdate, derived from strategy SampleOnOrderUpdate posted on the help on line:
“Strategy 'aa01OnOrderUpdate': Error on calling 'OnBarUpdate' method on bar 0: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.” and it does not trigger any trade.
I do not understand why the BarsRequiredToTrade = 20 set in the State.SetDefaults does not satisfy the minimum 5 bars requested mentioned in the error messages. Please could you help to solve this error message?
Thank you.

aa01OnOrderUpdate.zip

[NinjaTrader_ChelseaB]

Hello guidoisot,

The error indicates an invalid index was used.

Below is a link to a forum post that discusses invalid indexes.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/1046200-indicator-that-calculate-in-different-chartime?p=1048513#post1048513

What is the specific line of code that is causing the error?


BarsRequiredToTrade ignores order submissions before there are that many bars. This does not prevent invalid indexes used from causing an indexing error.

[guidoisot]

Thank you, for your support.
I have added this filter
if(Close[0]>Close[Math.Min(CurrentBar,1)])
and now it works.
This strategy works only in real time, so I understand it is not possible to backtest it.
Is market replay the only (quicker) alternative to evaluating it in real time?
Another question I would have is whether it is possible to link the stoploss exit to an indicator or to another parameter, for example: to set an exit Long when last swing low is crossed below, or to set an exit Long when as a trailing at the low of prior bar?
Thx.

[NinjaTrader_ChelseaB]

Hello guidoisot,

Likely, you were using a barsAgo value that is invalid on the first bar (High[1]).

I'm not seeing anything in this script that would prevent the script from placing orders historically.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/104242-how-to-reset-sim-on-ninjatrader-8-can-t-close-open-position?p=811541#post811541

Backtesting in the Strategy Analyzer would be faster than Market Replay, even with 1 tick granularity for accuracy in fill prices.

Yes, the limit price or stop price accepts a double. This could be the double returned by an indicator.

For example:

if (CurrentBar > 1 && SMA(14)[1] < GetCurrentBid())
{
ExitLongStopMarket(SMA(14)[1]);
}