WL4 script compiled with some error messages

Author: denoving

Creation Date: 8/1/2012 11:35 PM

Wealth Lab » WealthScript Translator » WL4 script compiled with some error messages

denoving

8/1/2012 11:35 PM

The following code is code that I was evolving into something new, but
I never got it finished. I figure I can start evolving again as soon as
I can get a baseline to compile and run....

The code runs for about 500 milliseconds, and then I get the following
messages:

Runtime error: Specified argument was out of the range of valid values.
at wealthlabcompile2.strategy.execute[]
at wealthlapcompile2.strategy.plotMAEMFEProfit[]
at finantic.tl.wealthscriptTL.positionOpenMAE(int32 bar, int32 P)
at finantic.tl.wealthscriptTL.check_position(int32 position)

What do you recommend that I do?

Here's the code....

CODE:
Please log in to see this code.

Size:

Color:

The following code is code that I was evolving into something new, but
I never got it finished.  I figure I can start evolving again as soon as
I can get a baseline to compile and run....

The code runs for about 500 milliseconds, and then I get the following 
messages:

Runtime error: Specified argument was out of the range of valid values.
at wealthlabcompile2.strategy.execute[]
at wealthlapcompile2.strategy.plotMAEMFEProfit[]
at finantic.tl.wealthscriptTL.positionOpenMAE(int32 bar, int32 P)
at finantic.tl.wealthscriptTL.check_position(int32 position)

What do you recommend that I do?

Here's the code....

[CODE]/*****************************************************************/

using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using System.Threading; // Sleep()
using System.Windows.Forms;
using WealthLab;
using WealthLab.Indicators;
using finantic.TL; // WealthScriptTL

namespace WealthLabCompile2
{
    class Strategy : WealthScriptTL
    {
#region file ChartScript

// start of prolog: This is a comment at the top of each file
		public new void Init(){
			base.Init();
			//optional settings
			UseUpdatedEMA(true);
			SetStdDevCalculation(StdDevCalculation.Population);
		}
// end of prolog: This is a comment at the top of each file

/**  general variables */

public  /**  general variables */ 
bool Cond1, Cond2, cond3, cond19, cond4, armed, sellarmed, buyflag, avedownflag = false;
public double sma_score, gain_20, UPPERBAND, LowerBand, lastbuyprice = 0.0;
public int RSISer, RSIPane, CMOSer, CMOPane, hSMA, hSMAPct, RSISer1 = 0;
public int RSIPane1, CMOSer1, CMOPane1, hSMA1, hSMAPct1 = 0;
public int Bar, p, armedbar, lastshortbar, bi = 0;
public bool buy_cover_phase, sell_short_phase = false;
public  /**   trailing gain change chart feature variables here */ 
double smasum, lownumsum = 0.0;
public int smoothpane, gapser = 0;
public int LastDate, chg2days, chg30days = 0;
public int chg90days, chg20days, chg260days, chg40days, chg65days = 0;
public int chg10days, smasummer, smasummer_p = 0;
public int chg1days, chg3days, chg4days, chg5days, chg6days, chg120days = 0;
public double diff, NextBuyPercent, sum4, gapsum3 = 0.0;
public  /** //variables for std dev normalized diff of price to sma */ 
int per1, SMA_LT, diff_LT, NormDiff_LT = 0;
public int Pane4, sma33, sma39, sma4, sma3 = 0;
public  /**  variables for rsi feature */ 
double rsilevel = 0.0;

/** if bi < 1 then
  ShowMessage('Not an intraday chart')
else
  ShowMessage('The intraday bar interval is '
             + IntToStr( bi ) );       */ 
public void bar_spacing_setup(){
    bi = (int)Bars.BarInterval;
    switch (bi) {
        case 1:
            {
                 /**    for 1 minute bars use the following.... */ 
                UPPERBAND = (double)0.1875;
                LowerBand = (double)0.1875;
                
            }
            break;
        case  /** 1 min bars */ 
        3:
            {
                 /**    for 3 minute bars use the following.... */ 
                UPPERBAND = (double)0.1875;
                LowerBand = (double)0.1875;
                
            }
            break;
        case  /** 3 min bars */ 
        5:
            {
                 /**    for 5 minute bars use the following.... */ 
                UPPERBAND = (double)1.0;
                LowerBand = (double)1.0;
                
            }
            break;
        case  /** 5 min bars */ 
        10:
            {
                 /**    for 10 minute bars use the following.... */ 
                UPPERBAND = (double)1.0;
                LowerBand = (double)1.0;
                
            }
            break;
        case  /** 10 min bars */ 
        15:
            {
                 /**    for 15 minute bars use the following.... */ 
                UPPERBAND = (double)1.0;
                LowerBand = (double)1.0;
                
            }
            break;
        case  /** 15 min bars */ 
        30:
            {
                 /**    for 30 minute bars use the following.... */ 
                UPPERBAND = (double)1.2;
                LowerBand = (double)1.2;
                
            }
            break;
        case  /** 30 min bars */ 
        60:
            {
                 /**    for 60 minute bars use the following.... */ 
                UPPERBAND = (double)1.25;
                LowerBand = (double)1.25;
                
            }
            break;
        default: 
            {
                {
                     /**    for day bars use the following.... */ 
                    UPPERBAND = (double)4.0;
                    LowerBand = (double)4.0;
                    
                }
                
            }
            break;
        
    }
}
public  /**   MACD Feature here */ 
int MPane, MHist = 0;

/** ********************************* */ 
public void get_sma_score(){
    Bar = (int)(Bars.Count - 1);
    sma_score = (double)0;
    if ((((GetSeriesValue(Bar, sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 1), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 2), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 3), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 4), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 5), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 6), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 7), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 8), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 9), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 10), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 11), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 12), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 13), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 14), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 15), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 16), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 17), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 18), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 19), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    if ((((GetSeriesValue((Bar - 20), sma3) > 0.01)))) sma_score = (double)(sma_score + 1);
    gain_20 = (double)(((100) * ((PriceClose(Bar) - PriceClose((Bar - 20))))) / (PriceClose((Bar - 20))));
    
}

/** ****************************************************** */ 
public void determine_phase(){
     /**  don't buy shares expensive, hence do not buy above 0, but rather sell orshort */ 
    if ((((GetSeriesValue(Bar, sma3) > 0.0)))) {
        buy_cover_phase = (bool)true;
        sell_short_phase = (bool)false;
        
    }
    else {
        sell_short_phase = (bool)true;
        buy_cover_phase = (bool)false;
        
    }
     /**  don't buy shares expensive, hence do not buy above 0, but rather sell orshort */ 
    if ((((GetSeriesValue(Bar, sma3) >  -0.5)))) armed = (bool)true;
    
}

/**  ************************************************************** */ 
public void PlotMAEMFEProfit(){
    int Bar, p, mafePane, maeSer, mfeSer, pftSer, StartBar, ENDBAR = 0;
    mafePane = (int)CreatePane(75, false, true);
    maeSer = (int)CreateNamedSeries("MAE Series");
    mfeSer = (int)CreateNamedSeries("MFE Series");
    pftSer = (int)CreateNamedSeries("Profit Series");
    for (p = 0; p <= (PositionCount - 1); p++) {
        StartBar = (int)PositionEntryBar(p);
        if ( ! PositionActive(p)) ENDBAR = (int)PositionExitBar(p);
        else ENDBAR = (int)(Bars.Count - 1);
        for (Bar = StartBar; Bar <= ENDBAR; Bar++) {
            GetSeries(maeSer)[Bar] = (GetSeries(maeSer)[Bar] + PositionOpenMAE(p, Bar));
            GetSeries(mfeSer)[Bar] = (GetSeries(mfeSer)[Bar] + PositionOpenMFE(p, Bar));
            GetSeries(pftSer)[Bar] = (GetSeries(pftSer)[Bar] + PositionOpenProfit(Bar, p));
            
        }
        
    }
    for (Bar = 0; Bar <= (Bars.Count - 1); Bar++) if ((GetSeries(pftSer)[Bar] == 0)) SetSeriesBarColor(Bar, pftSer,  -1);
    else SetSeriesBarColor(Bar, pftSer, WL_BLUE);
    PlotSeriesLabel(mfeSer, mafePane, WL_GREEN, WL_HISTOGRAM, "$MFE (Intraday)");
    PlotSeriesLabel(maeSer, mafePane, WL_RED, WL_HISTOGRAM, "$MAE (Intraday)");
    PlotSeriesLabel(pftSer, mafePane, WL_BLUE, WL_THICK, "$Profit (Close)");
    
}

/** This method contains the meat of your script,
    i.e, any statements that are not inside a user defined class or function/procedure. */
protected override void Execute(){
    Init();
    // [declaration for class ChartScript used to be here] 
    
     /**   ************************************************* */ 
    HideVolume();
    PlotSeries(LinearRegSeries(WL_CLOSE, 9), 0, 002, WL_THIN);
    // [declaration for procedure bar_spacing_setup used to be here] 
     /**  below the sma28 line */ 
    bar_spacing_setup();
    MHist = (int)SubtractSeries(MACDSeries(WL_CLOSE), EMASeries(MACDSeries(WL_CLOSE), 9));
    RSISer = (int)RSISeries(WL_CLOSE, 14);
    MPane = (int)CreatePane(50, true, true);
    PlotSeries(MACDSeries(WL_CLOSE), MPane, WL_RED, WL_THIN);
    PlotSeries(EMASeries(MACDSeries(WL_CLOSE), 9), MPane, WL_GREEN, WL_THIN);
    PlotSeries(MHist, MPane, WL_BLACK, WL_HISTOGRAM);
    DrawLabel("MACD and 9 period Signal Line", MPane);
    DrawHorzLine(0, MPane, WL_RED, WL_DOTTED);
     /**  here is the normalized diff of price to sma */ 
    per1 = (int)28;
     /** period of sma subtracted from and normalized */ 
    SMA_LT = (int)SMASeries(WL_CLOSE, per1);
     /** SMA Long-Term /sma100 */ 
    diff_LT = (int)SubtractSeries(WL_CLOSE, SMA_LT);
    NormDiff_LT = (int)DivideSeries(diff_LT, StdDevSeries(diff_LT, per1));
    Pane4 = (int)CreatePane(100, true, true);
    PlotSeries(NormDiff_LT, Pane4, WL_BLACK, WL_THIN);
    sma4 = (int)SMASeries(NormDiff_LT, 3);
    sma3 = (int)SMASeries(sma4, 2);
     /** this just adds clutter */ 
    PlotSeries(sma3, Pane4, WL_BLUE, WL_THICK);
    DrawLabel("normalized price minus ma in std dev", Pane4);
    DrawHorzLine(4, Pane4, WL_GREEN, WL_DOTTED);
    DrawHorzLine(3, Pane4, WL_GREEN, WL_DOTTED);
    DrawHorzLine(2, Pane4, WL_GREEN, WL_DOTTED);
    DrawHorzLine(1.9, Pane4, WL_GREEN, WL_THICK);
    DrawHorzLine(1.1, Pane4, WL_GREEN, WL_THICK);
    DrawHorzLine(1, Pane4, WL_GREEN, WL_THICK);
    DrawHorzLine(0.9, Pane4, WL_RED, WL_DOTTED);
    DrawHorzLine(0, Pane4, WL_BLACK, WL_THICK);
    DrawHorzLine( -0.9, Pane4, WL_GREEN, WL_DOTTED);
    DrawHorzLine( -1, Pane4, WL_RED, WL_THICK);
    DrawHorzLine( -1.1, Pane4, WL_RED, WL_THICK);
    DrawHorzLine( -2, Pane4, WL_RED, WL_THICK);
    DrawHorzLine( -3, Pane4, WL_RED, WL_DOTTED);
    DrawHorzLine( -4, Pane4, WL_RED, WL_DOTTED);
     /** *************************************************** */ 
    RSISer = (int)RSISeries(WL_CLOSE, 14);
    CMOSer = (int)CMOSeries(WL_CLOSE, 14);
    hSMA = (int)SMASeries(WL_CLOSE, 28);
    hSMAPct = (int)MultiplySeriesValue(hSMA, (1 + ((UPPERBAND / 100))));
    RSISer1 = (int)RSISeries(WL_CLOSE, 14);
    CMOSer1 = (int)CMOSeries(WL_CLOSE, 14);
    hSMA1 = (int)SMASeries(WL_CLOSE, 28);
    hSMAPct1 = (int)MultiplySeriesValue(hSMA1, (1 - ((LowerBand / 100))));
     /** PlotSeries( SMASeries( #Close, 28 ), 0, #green, #Thick ); */ 
    PlotSeriesLabel(hSMA, 0, WL_TEAL, WL_THICK, "SMA(#Close,28)");
    PlotSeriesLabel(hSMAPct, 0, WL_TEAL, WL_DOTTED, "SMA(#Close,28)+0.750%");
    RSIPane1 = (int)CreatePane(100, true, true);
     /** plotseries(smaseries(#close,9),0,#black,#thin); */ 
    PlotSeries(SMASeries(WL_CLOSE, 50), 0, WL_BLUE, WL_THIN);
    PlotSeries(RSISer1, RSIPane1, WL_NAVY, WL_THICK);
    DrawLabel("RSI(#Close,14)", RSIPane1);
    DrawHorzLine(70, RSIPane1, WL_SILVER, WL_DOTTED);
    DrawHorzLine(23, RSIPane1, WL_SILVER, WL_DOTTED);
    PlotSeriesLabel(hSMA1, 0, WL_TEAL, WL_THICK, "SMA(#Close,28)");
    PlotSeriesLabel(hSMAPct1, 0, WL_TEAL, WL_DOTTED, "SMA(#Close,28)-0.750%");
    DrawHorzLine(30, RSIPane1, WL_GREEN, WL_THIN);
    DrawHorzLine(40, RSIPane1, WL_GREEN, WL_DOTTED);
    DrawHorzLine(50, RSIPane1, WL_BLACK, WL_THICK);
    DrawHorzLine(60, RSIPane1, WL_GREEN, WL_DOTTED);
    DrawHorzLine(70, RSIPane1, WL_GREEN, WL_DOTTED);
    DrawHorzLine(80, RSIPane1, WL_GREEN, WL_THIN);
     /** smoothpane := createpane(50,true,true); */ 
    chg10days = (int)CreateSeries();
    chg20days = (int)CreateSeries();
    chg30days = (int)CreateSeries();
    chg40days = (int)CreateSeries();
    chg65days = (int)CreateSeries();
    for (Bar = 121; Bar <= (Bars.Count - 1); Bar++) {
        sum4 = (double)0;
        sum4 = (double)(sum4 + diff);
        diff = (double)((100 * ((PriceClose(Bar) - PriceClose((Bar - 20))))) / PriceClose((Bar - 20)));
        SetSeriesValue(Bar, chg20days, diff);
        sum4 = (double)(sum4 + diff);
        diff = (double)((100 * ((PriceClose(Bar) - PriceClose((Bar - 30))))) / PriceClose((Bar - 30)));
        SetSeriesValue(Bar, chg30days, diff);
        sum4 = (double)(sum4 + diff);
        diff = (double)((100 * ((PriceClose(Bar) - PriceClose((Bar - 40))))) / PriceClose((Bar - 40)));
        SetSeriesValue(Bar, chg40days, diff);
        sum4 = (double)(sum4 + diff);
        diff = (double)((100 * ((PriceClose(Bar) - PriceClose((Bar - 65))))) / PriceClose((Bar - 65)));
        SetSeriesValue(Bar, chg65days, diff);
        sum4 = (double)(sum4 + diff);
        
    }
    // [declaration for procedure get_sma_score used to be here] 
    // [declaration for procedure determine_phase used to be here] 
     /** ****************************************************** */ 
    buyflag = (bool)false;
    lastshortbar = (int)0;
    for (Bar = per1; Bar <= (Bars.Count - 1); Bar++) {
         /**      determine_phase; */ 
        if ((GetSeriesValue(Bar, sma3) > 1.8)) SetBackgroundColor(Bar, 789);
         /**      determine_phase; */ 
        if ((GetSeriesValue(Bar, sma3) <  -1.8)) SetBackgroundColor(Bar, 781);
        if ((GetSeriesValue(Bar, sma3) <  -3)) SetBackgroundColor(Bar, 761);
        buyflag = (bool)false;
        for (p = 0; p <= (PositionCount - 1); p++) {
             /**  Position Exit Rules  */ 
            Cond1 = (bool)false;
            cond19 = (bool)false;
             /**   determine if long or short for position [p] */ 
            if (PositionLong(p)) {
                 /**  thus if uptrending then set sellarmed to be true */ 
                if (((GetSeriesValue(Bar, sma3) > 1.0))) if (((GetSeriesValue((Bar - 5), sma3) < 1.0))) sellarmed = (bool)true;
                 /**  thus if uptrending then set sellarmed to be true */ 
                 /**  if so then test to see if above 1.75 std dev */ 
                if (sellarmed) if (((GetSeriesValue(Bar, sma3) > 1.75))) Cond1 = (bool)true;
                 /**  if so then test to see if above 1.75 std dev */ 
                 /**  then sell long position */ 
                if (Cond1) {
                    SellAtMarket((Bar + 1), WL_ALL, "Ltzero");
                    SetBackgroundColor(Bar, 877);
                    if ((ActivePositions.Count < 1)) sellarmed = (bool)false;
                    
                }
                 /**  then sell long position */ 
                
            }
            else {
                 /**  ***************************** */ 
                if ((PositionEntryPrice(p) > PriceClose(Bar))) if (((GetSeriesValue(Bar, sma3) <  -2.0))) cond19 = (bool)true;
                 /**  ***************************** */ 
                if (armed) if (((GetSeriesValue(Bar, sma3) >  -1.1))) cond19 = (bool)true;
                 /**   if positionentryprice(p) > priceclose(bar)*1.0051 then cond19 := true; */ 
                if (((GetSeriesValue(Bar, sma3) > 0.0)))  /** if (positionentryprice > priceclose(bar)*1.002) then  */ 
                cond19 = (bool)true;
                 /**   if positionentryprice(p) > priceclose(bar)*1.0051 then cond19 := true; */ 
                if (cond19) {
                    CoverAtMarket((Bar + 1), WL_ALL, "Ltzero");
                    SetBackgroundColor(Bar, 877);
                    
                }
                
            }
             /**   determine if long or short for position [p] */ 
            
        }
         /** 
   if buyflag then
   begin
   buyatmarket(bar+1,'followcover');
   buyflag := false;
   end;
 */ 
        if ((lastbuyprice > (PriceClose(Bar) * 1.01))) if ((ActivePositions.Count < 5)) {
            buyflag = (bool)true;
            avedownflag = (bool)true;
            
        }
         /** 
   if buyflag then
   begin
   buyatmarket(bar+1,'followcover');
   buyflag := false;
   end;
 */ 
        if (armed) if ((((GetSeriesValue(Bar, sma3) >  -1.1)))) if ((((GetSeriesValue(Bar, sma3) <  -0.80)))) if (((ActivePositions.Count < 1))) {
            if (avedownflag) BuyAtMarket((Bar + 1), "avedownflag");
            else BuyAtMarket((Bar + 1), "gtzero");
            if ((ActivePositions.Count > 3)) armed = (bool)false;
            
        }
        if ((((GetSeriesValue(Bar, sma3) <  -2.0)))) if ((((ActivePositions.Count > 0)) && ((ActivePositions.Count < 2)))) {
             /**      buyatmarket(bar+1,'gtzero'); */ 
            armed = (bool)true;
            armedbar = (int)Bar;
            
        }
        if ((((GetSeriesValue(Bar, sma3) <  -3.0)))) if ((((ActivePositions.Count > 1)) && ((ActivePositions.Count < 4)))) {
            BuyAtMarket((Bar + 1), "gtzero");
            
        }
        if ((((GetSeriesValue(Bar, sma3) <  -4.0)))) if ((((ActivePositions.Count > 3)) && ((ActivePositions.Count < 6)))) {
            
        }
        if ( ! (armed)) if ((Bar > (lastshortbar + 10))) if ((PriceClose(Bar) < PriceClose((Bar - 10)))) if ((PriceClose((Bar - 10)) < PriceClose((Bar - 20)))) if ((((GetSeriesValue(Bar, sma3) < 0.0)))) if (((ActivePositions.Count < 1))) {
            ShortAtMarket((Bar + 1), "gtzero");
            lastshortbar = (int)Bar;
            
        }
        if ((((GetSeriesValue(Bar, sma3) > 2.0)))) if ((((ActivePositions.Count > 2)) && ((ActivePositions.Count < 5)))) {
            
        }
        
    }
    // [declaration for procedure PlotMAEMFEProfit used to be here] 
     /** *************************************************** */ 
    PlotMAEMFEProfit();
    get_sma_score();
    Bar = (int)(Bars.Count - 1);
     /** addscancolumn('sma4',getseriesvalue(bar,sma4)); */ 
    /**AddScanColumn("diff", GetSeriesValue(Bar, NormDiff_LT));*/
    /**AddScanColumn("gn20", gain_20);*/
    /**AddScanColumn("score", sma_score);*/
    
}

// start of epilog: This is a comment at the end of each file
	} // class Strategy
} // namespace
// end of epilog

#endregion file ChartScript

/*****************************************************************/

[/CODE]

Eugene

8/2/2012 3:13 AM

QUOTE:
at wealthlapcompile2.strategy.plotMAEMFEProfit[]

So the failing piece of code is: PlotMAEMFEProfit(). Considering that this routine serves eye candy kind of purposes, here's a quick & dirty fix:

1. Find this line: