ExitLongLimit and System.IndexOutOfRangeException

[simone]

Hello all,
our ts works fine except this situation.
If connection go down and after a few minute go up, if we call ExitLongLimit we receive an System.IndexOutOfRangeException.
Here an example about instruction

double dblExitPrice= somevalue;

ExitLongLimit(0,true,1,dblExitPrice,this.Name + "_ExitLongLimit","");

We noted this, if we remove a strategy and after re-add it, problem doesn't happen

Complete Error was:
System.IndexOutOfRangeException: Indice oltre i limiti della matrice.
in NinjaTrader.Strategy.StrategyBase.PlaceOrder(Int32 selectedBarsInProgress, Boolean liveUntilCancelled, OrderAction action, OrderType orderType, Int32 quantity, Double limitPrice, Double stopPrice, String signalName, String fromEntrySignal, String oco, Boolean simStop)
in NinjaTrader.Strategy.StrategyBase.ExitLongLimit(In t32 barsInProgressIndex, Boolean liveUntilCancelled, Int32 quantity, Double limitPrice, String signalName, String fromEntrySignal)
in NinjaTrader.Strategy.TS_Break_DAX_2_6.Trade_Enter( String Tipo, String NomeEntrata)

What can we do?
Thank you

[NinjaTrader_RyanM1]

Hello Simone,

What are the results of the exception message when running try catch blocks on this line:

http://www.ninjatrader.com/support/forum/showthread.php?t=9825

[simone]

Hello Simone,

What are the results of the exception message when running try catch blocks on this line:

http://www.ninjatrader.com/support/f...ead.php?t=9825

I already used "try and catch" and print the Message in the output..
I post you the Message in italian because we are using an italian os..
We don't found nothing In the log of ninja, but using TraceOrders=True, before the error, in the output we noted:

Entered internal PlaceOrder() method at 15/12/2010 19.17.18: BarsInProgress=0 Action=Sell OrderType=Limit Quantity=1 LimitPrice=7013,5 StopPrice=0 SignalName='TS_Break_DAX_2_6_ExitLongLimit' FromEntrySignal=''

And after

System.IndexOutOfRangeException: Indice oltre i limiti della matrice.
in NinjaTrader.Strategy.StrategyBase.PlaceOrder(Int32 selectedBarsInProgress, Boolean liveUntilCancelled, OrderAction action, OrderType orderType, Int32 quantity, Double limitPrice, Double stopPrice, String signalName, String fromEntrySignal, String oco, Boolean simStop)
in NinjaTrader.Strategy.StrategyBase.ExitLongLimit(In t32 barsInProgressIndex, Boolean liveUntilCancelled, Int32 quantity, Double limitPrice, String signalName, String fromEntrySignal)
in NinjaTrader.Strategy.TS_Break_DAX_2_6.Trade_Enter( String Tipo, String NomeEntrata)

Thank you

[NinjaTrader_RyanM1]

Is there any improvement if you don't use this.Name in this statement?

[simone]

Is there any improvement if you don't use this.Name in this statement?

Considering that we have a lot of strategies running at the same time, we use "this.name" to differentiate orders..I will try to use instead of "this.name" a constant..
This is a bug?
After I will send you a feedback..

[NinjaTrader_RyanM1]

Thanks for checking into that. I'll try on my side here as well. Please provide the steps needed to see an issue with this statement. Is it anytime this statement is called after a disconnect / reconnect or does the strategy have to be setup a certain way?

[simone]

Thanks for checking into that. I'll try on my side here as well. Please provide the steps needed to see an issue with this statement. Is it anytime this statement is called after a disconnect / reconnect or does the strategy have to be setup a certain way?

In the option we used Handling=KeepRunning..
One consideration: the error explain us that we used an index outside array, but this.Name is only a property!

Thank you

[NinjaTrader_Bertrand]

Simone, is there any stripped down version of the strategy we could run here on our end to reproduce and look into?

Thanks,

[unter821]

Hello there,

Could this thread be solved? Would be very helpful to hear about the reason for the error here.
I have currently a pretty similar problem with this index out of range error happening in ExitLongStop/ExitShortStop also within PlaceOrder().

Thx, Peter

[NinjaTrader_RyanM1]

Hi Peter,

The error is a generic one when accessing objects that don't exist. Can you share what you're using and we will give a run here?

[unter821]

Ryan,

Thx I am trying to solve that topic already with Brett on another thread. Let's keep it there:

http://www.ninjatrader.com/support/forum/showthread.php?p=221676#post221676

Just thought my error is very similar to this one, not sure anymore...

Best, Peter

[simone]

Simone, is there any stripped down version of the strategy we could run here on our end to reproduce and look into?

Thanks,

Hi,
To replicate problem, I create a new strategy for you.
I'm using FDAX with AMP connection, timeframe 1 minute

Please follow next steps.
1) open strategy and change datEnter with now +5min and datExit with now+10 min and after build strategy
2) close NT
3) run NT
4) connect data
5) enable strategy
6) wait as soon ts will be in position (1 Long + 1 Stoploss)
7) disconnect data
8) reconnect data
9) enable ts
10) after few minutes, when datetime of pc>=datExit, TS will send ExitLongLimit. This operation will generate except that will be displayed in the window output

If you retried omitting 7/8/9 step..all work fine

please check
thank you

[NinjaTrader_RyanM1]

Thanks Simone. Will test this on Monday when there is a live feed to work from. I will also need all the strategy settings at run time as well as under tools > Options > Strategies > NinjaScript tab. Screenshots of these two would be helpful.

[simone]

Thanks Simone. Will test this on Monday when there is a live feed to work from. I will also need all the strategy settings at run time as well as under tools > Options > Strategies > NinjaScript tab. Screenshots of these two would be helpful.

In attached you can find screenshoot
Thanks

[NinjaTrader_Bertrand]

Thanks again for the details Simone, will test this next week on live data and update you then on our findings - thanks for the patience and enjoy your weekend.