Error on calling 'OnBarUpdate' method on bar 0??

[focus333]

Hi there,

Pretty confused!

The code below compiles, works and paints the bars:

protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;

candle = Close[0] > Open[0];

if (candle) {
BarBrush = Brushes.Blue;
}

}

================================================== ======

This almost IDENTICAL code below fails:

protected override void OnBarUpdate()
{
if (BarsInProgress != 0)
return;

candle = Open[0] >= Low[1] && Close[0] <= High[1];

if (candle) {
BarBrush = Brushes.Blue;
}
}


ERROR: Strategy 'st1': 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.

Why would it fail when trying to access the previous bar [1]?

Right now it's Saturday and the market is closed by I still don't get it, the chart has the data from the previous candle, no? Also confused why the error says bar 0 when clearly if I only use bar 0 there's no problems, only when I attempt bar 1 (Low[1] or High[1])

Why does this happen and how can I fix it? Thank you kindly for taking the time to read and reply.


UPDATE: Any bars except for 0 throw the error! If I use Low[1], Low[2], Low[3], etc.. all error out!

[UltraNIX]

Trying to get help on a similar issue:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/1122065-error-on-calling-onbarupdate-method-on-bar-0

[focus333]

So, I think I sorta figure it out just now UltraNIX. Don't really fully understand but time is of the essence so I am going with this:


protected override void OnBarUpdate()
{
if (BarsInProgress != 0 || CurrentBar < 1)
return;

// YOUR CODE STARTS HERE

[UltraNIX]

For me it doesn't solve the issue, but I'm happy that it solved issue for you.

[bltdavid]

So, I think I sorta figure it out just now UltraNIX. Don't really fully understand but time is of the essence so I am going with this:


protected override void OnBarUpdate()
{
if (BarsInProgress != 0 || CurrentBar < 1)
return;

Ah, the young -- they are not fully grown members of the herd, and
they are easy prey to bugs and misunderstandings ...

I'm talking about the first few bars -- the very young bars, such as the
very first bar -- what is so special about it?

It's the first one!
Meaning -- the first bar has no previous bar!
It's the only bar, the only bar ever, that has no previous bar.

So, on the very first bar, code like this fails,

candle = Open[0] >= Low[1] && Close[0] <= High[1];

Why? Because Low[1] is accessing the previous bar, which does not exist
on the very first bar -- so specifying '1' as the index produces an out of range
error -- this is called a runtime error, because it only happens when this code
actually runs on a chart, ya know, when it actually processes each bar and
adds it to the chart.

That very first bar on the chart is a *****, er, I mean, is a gotcha.

NinjaScript does nothing to compensate for the lack of a previous bar.
This error is a human error -- the C# code has no way of knowing that
your code works on 2,999 bars of a 3,000 bar chart, but fails on the
very first bar.

The index out of range makes perfect sense. What if you tried to go back
and look at the 4,000th bar ago, using code like,

candle = Close[4000] > Open[4000];

Obviously, no one would do this. But this code fails for the first 4000 bars
on the chart -- because until you have 4,001 bars, using index 4000 is out
of range. Indexes start at 0 -- ya gotta remember that, too.

Close[0] is looking at the close price of the current bar, but on the very
first bar on the chart, this is bar number 0.

Close[1] is looking at the close price of the previous bar, but on the very
first bar on the chart, this doesn't exist yet -- so if your code needs to look
at two consecutive bars, you must wait for 2 bars to arrive, otherwise your
code will produce a runtime out-of-range error.

The '[0]' index is not related to the bar number '0' -- they just happen to be
the same value on the very first bar.

The next bar on the chart is bar number 1, but Close[0] still means the close
price of the current bar -- but the current bar has changed -- it is now advanced
to the next bar, which is the new most recently closed bar, which is bar number 1.

This makes sense -- as bars are added to the chart, the concept of the current
bar means it must change -- generally speaking, 'current bar' is defined(*) as the
the most recently closed bar, whatever bar number that happens to be. It is a
moving concept, because accessing a Series via index '[n]' shifts towards the
new bar each time a new bar arrives.

Don't confuse accessing a Series with accessing an Array or List -- these are not
the same data structure -- their indexing schemes are the reverse of each other.
Array and List indexes '[n]' never change which physical element they point to,
but Series indexes are always adjusting every time a new element, er, I mean,
a new bar, is added to the chart. In a sense, they grow in opposite directions.

One more thing. Your comment,

UPDATE: Any bars except for 0 throw the error! If I use Low[1], Low[2], Low[3], etc.. all error out!

If you were to use Low[3] anywhere in your OnBarUpdate, it means your code
needs 4 bars to arrive before it can run. Why? Because Low[3] is accessing
the oldest bar in a 4 bar sequence -- if your formula needs to look at that bar,
well, you need to wait until you have at least 4 bars before you let that code
execute. How do you do that?

The easiest way is to note the highest BarsAgo index of all your Series accesses
and simply use that value in a 'guard' at the top of your OnBarUpdate, like this,

protected override void OnBarUpdate()
{
    // this guard protects the code below until enough bars arrive
​    if (CurrentBar < 3)
       return;

    // YOUR CODE STARTS HERE
}

Since bar numbers start at 0, this 'guard' code returns on the first 3 bars,
allowing full processing only for the 4th bar.

bar number 0 - return
bar number 1 - return
bar number 2 - return
bar number 3 <-- this is the 4th bar, full processing can begin

Make sense?

(*) In NT7, the 'current bar' is a definition that changed depending upon the
CalculateOnBarClose setting. When True, the 'current bar' was the most
recently closed bar. When False, it was the active bar under construction.
In NT8, the Calculate replaces CalculateOnBarClose, but the realization
that 'current bar' changes meaning depending upon the value of Calculate
could still be helpful to a fuller understanding.

[focus333]

bltdavid


Hahaha!! David, you are AWESOME! Not only I really appreciate you taking the time to explain this is detail like you did but I loved your humorous writing style, I cracked up!

Also, additional bonus thank you for the pro tips towards the bottom! I could not have asked for more, hope to one day return the favor when I am a better ninja

[NinjaTrader_ChelseaB]

Hello focus333,

bltdavid has provided the right information.

I wanted to provide some additional resources.

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

https://ninjatrader.com/support/helpGuides/nt8/make_sure_you_have_enough_bars.htm

https://ninjatrader.com/support/helpGuides/nt8/currentbar.htm

https://ninjatrader.com/support/helpGuides/nt8/?referencing_the_correct_bar.htm

[bltdavid]

You're welcome!

After I re-read it a few times, I thought to myself,
"Wait, that 'youngest bar' metaphor was kinda dumb, because when ya think
about, ya dumb doofus David, the very first bar is the oldest bar of all".

Oh well, I decided not to change it, hoping no one would notice ...

I'm glad you enjoyed my answer!

[MotoGPFan101]

That very first bar on the chart is a *****, er, I mean, is a gotcha.

.

1,000,000 upvotes good sir, detailed answer

I just quoted the sarcasm part because it was funny, but seriously, thank you for your answer