Indexing Problem

[contrlr]

I am trying index the last high or low occurrence of ZigZag as the variable for Range, in order to find the range of price since the last high or low ZigZag. (Range1 is a custom indicator finding the difference between High and Low over its period).

I believe my problem lies when int zigzag returns a value of -1. I'm stuck on work arounds on how to prevent an index value of -1, to avoid a crash.

int zigzag = (Math.Min(ZigZag(DeviationType.Points,VARIABLE1,fa lse).HighBar(0, 1, 1000), ZigZag(DeviationType.Points,VARIABLE1,false).LowBa r(0, 1, 1000)));

Value.Set(Range1(zigzag)[0]);

[NinjaTrader_ChelseaB]

Hello contrlr,

You could try using Math.Max() to ensure the value is 1 or greater. (I'm not certain what the parameter in Range1() is used for, is this used a period as in number of bars?)

For example:
Print(Math.Max(1, zigzag).ToString());

Below is a publicly available link to the Microsoft documentation on Math.Max().

https://msdn.microsoft.com/en-us/library/system.math.max(v=vs.110).aspx

[contrlr]

I've adjusted to Math.Min to reference Math.Max, and I am still getting the same problem. The indicator prints correctly in a chart (I used VARIABLE1 = 50), but when I optimize with as little as 30;50;10, it crashes.

Range1() parameter is the period

int zigzag= Math.Min((Math.Max(1,ZigZag(DeviationType.Points,V ARIABLE1,fa lse).HighBar(0, 1, 1000))),(Math.Max(ZigZag(DeviationType.Points,VARI ABLE1,false).LowBa r(0, 1, 1000), 1)));

Value.Set(Range1(zigzag)[0]);

[NinjaTrader_ChelseaB]

Hello contrlr,

What is the value that is printing?

Is it 1 or above?

Are you certain this value is what is causing the crashing?

Have you set this to a hard value and prevented the crashing?

When you say crashing, is NinjaTrader completely shutting down with a windows error?

Or is the script sending an error to the log and aborting the backtest, or becoming disabled when running live?

[contrlr]

Here is the expanded code including Range1:

int zigzag= Math.Min(
(Math.Max(1,ZigZag(DeviationType.Points,V ARIABLE1,false).HighBar(0, 1, 1000))),(Math.Max(1,ZigZag(DeviationType.Points,VA RI ABLE1,false).LowBar(0, 1, 1000)))
);

double max = MAX(zigzag)[0];
double min = MIN(zigzag) [0];

Value.Set((max-min)/TickSize);


What is the value that is printing? Prints above 1 in the chart

Are you certain this value is what is causing the crashing? If I remove this part of the strategy, it optimizes normally

When you say crashing, is NinjaTrader completely shutting down with a windows error? yes

Or is the script sending an error to the log and aborting the backtest, or becoming disabled when running live? no

[NinjaTrader_ChelseaB]

Hello contrlr,

Specifically I am asking if the issue is an indexing error.

If you use a hard coded 1, does this prevent the crashing?

If I were to add just the code you have posted and set a data series to the calculated value with no other code, would I be able to reproduce the behavior?

If so, I will give this a test on my end.

I see that you are setting Value, however, this is a strategy and not an indicator, is this correct?

Value is a special series that is created for the primary plot in an indicator. I'm not certain this should be usable in a strategy, however, I would recommend using a less ambiguous way of setting this by setting the actual data series.

Do you mean to be setting the data series?

Below is a publicly available link to the help guide on the DataSeries class.

https://ninjatrader.com/support/helpGuides/nt7/dataseries_class.htm

[contrlr]

Just for clarity, what I am trying to do is find the last occurence of Zig High/Low, use that as the period to find the Range of price since the last Zag High/Low. I attached an image of what it looks like in a chart.

If you use a hard coded 1, does this prevent the crashing? If I remove the variable and replace with 50, the issue is still the same.

If I were to add just the code you have posted and set a data series to the calculated value with no other code, would I be able to reproduce the behavior? This might be the case, but the I am trying to use the last instance of Zig High/Low as the period for MIN/MAX, and the regular price data as the data series.

If so, I will give this a test on my end.

I see that you are setting Value, however, this is a strategy and not an indicator, is this correct? It is an indicator that I am using in a larger strategy. Without this indicator in the strategy, it optimizes normally.

[contrlr]

image

http://ibb.co/gmqmmb

[NinjaTrader_PatrickH]

Hello contrlr,

Thank you for your patience.

Can you attach a screenshot of the error that shows up from windows when you optimize?

Can you attach the indicator and strategy to your response or send them over to platformsupport[at]ninjatrader[dot]com with 'ATTN: Patrick H' in the subject line and a reference to this thread in the body of the email?

You can attach your strategy to your response by going to File > Utilities > Export NinjaScript > Export selected source files > select your strategy > select the right arrow > Export. The file will be located under (My) Documents\NinjaTrader 7\bin\Custom\ExportNinjaScript.

I look forward to your response.