Ninjatrader 8 and Arrays: A Bar Problem

[Spiderbird]

Hi there,

When converting my NT7 code to NT8, I also changed a lot of my variables to arrays to clean things up. However, when I loaded my strategy against a paper account feed from IB, the strategy immediately disables and shows the following error message:

Strategy 'PPJuly2018': Error on calling 'OnBarUpdate' method on bar 1: Index was outside the bounds of the array.

After a bit of searching here on the forums and elsewhere, I thought it could be a matter of data not being loaded in, so I took the following code that AlanP had posted that waited for bars to be loaded before executing OnBarUpdate:

if ( CurrentBar < 100)
			{
			return;
			}

After a while, the output window showed this, and my strategy disabled again:

Strategy 'PPJuly2018': Error on calling 'OnBarUpdate' method on bar 100: Index was outside the bounds of the array.
Disabling NinjaScript strategy (...)

So... where I should start in terms of debugging this problem?
Thanks in advance for any answers!

[NinjaTrader_Jim]

Hello Spiderbird,

Thanks for your post.

Though this is commonly seen when a script does not make sure that there enough bars for your NinjaScripts calculations, "Index was outside the bounds of the array" could be seen in other instances where you are referencing an index that does exist in an object.

My recommendation would be to add prints throughout your strategy's OnBarUpdate() method so you may narrow the issue down to the line of code that is throwing the error. Once you see which line is throwing the error, the indexing issue should be evident and you should be able to fix it.

Additional debugging tips can be found in our help guide. I'll provide a link below.

Debugging Tips - https://ninjatrader.com/support/help...script_cod.htm

Please let us know if we can be of further assistance.

[Spiderbird]

Hi Jim,

Thanks for your response. I'll start on that this weekend and work through the code.

Quick question... generally in NT8, is it considered best practice to define the values of arrays through State.Configure?

I'm referencing the following...

protected override void OnStateChange()
{
  // Complex operations should be delayed to >= State.Configure
  if (State == State.Configure)
  {
    for (int i = 0; i < = array.length; i ++)
        DoWork(i);
  }
 
  // information related to market data is not available until at least State.DataLoaded
  else if (State == State.DataLoaded)
  {
    Period = 5 * TickSize;
  }
}

Thanks in advance!

[NinjaTrader_Jim]

Hello Spiderbird,

It will really depend on what you are using the array for, but it would be best practice to instantiate the array in State.Configure and assign values then if those values do not depend on data to be loaded or processed in OnBarUpdate().

If the elements depend on data that does not need processing in OnBarUpdate() these values should be assigned in State.DataLoaded.

Generally, any complex operation that only needs to be done once in the NinjaScript's life should be done at the beginning of the script's life before data gets processed. State.Configure or State.DataLoaded would be used for those purposes. More information on State Management Best Practices can be referenced below.

State Management Best Practices - https://ninjatrader.com/support/help...urceManagement

Let us know if you have any additional questions.