Error: Index was out of range

Author: dct73

Creation Date: 7/6/2009 8:36 PM

Wealth Lab » WealthScript (.NET) » Error: Index was out of range

dct73

7/6/2009 8:36 PM

I added the chandelier stop to a strategy and ran it. It compiles and runs ok, just doesn't make any trades now. If I take out the chandelier portion and install a simple stop it works fine again. Any idea what is going on? Is it ok to post the code right here?

Cone

7/6/2009 11:11 PM

Not enough information. Post the code (click the CODE button), and let us know what the symbol, scale, and sizing settings are.

dct73

7/7/2009 7:54 AM

Here is the code. I ran it on the Nasdaq 100. Scale is daily and position size is 2% of equity. I'm getting errors that say "Parameter name: Index Index was out of range. Must be non-negative and less than the size of the collection."

CODE:
Please log in to see this code.

Size:

Color:

Here is the code.  I ran it on the Nasdaq 100.  Scale is daily and position size is 2% of equity.  I'm getting errors that say "Parameter name: Index  Index was out of range.  Must be non-negative and less than the size of the collection."

[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components; 	// includes Chandelier Stop

namespace WealthLab.Strategies
{
	public class ChandelierDemo : WealthScript
	{
		protected override void Execute()
		{
			// Create an instance of the class that returns Chandelier stop value
			SeriesHelper obj = new SeriesHelper( this );
			// Variable that will hold Chandelier stop value
			double chandelierStop = 0.0;
			
			PlotStops(); 	// Ensure Chandelier stop visibility
			
			for(int bar = Bars.FirstActualBar + 10; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					// Let's work directly with the list of active positions, introduced in WL5
					for( int p = ActivePositions.Count - 1; p > -1 ; p-- )
					{
						Position pos = ActivePositions[p];
						
						// Request Chandelier stop value using Period: 14, Coefficient: 3
						chandelierStop = obj.ChandelierStop( Bars, bar, pos, 14, 3 );

if( pos.PositionType == PositionType.Long )
							SellAtTrailingStop( bar + 1, pos, chandelierStop, "Chandelier LX"); 
						else
							if( pos.PositionType == PositionType.Short )
							CoverAtTrailingStop( bar + 1, pos, chandelierStop, "Chandelier SX");
					}
				}
				else
				{
					
					if (Close[bar] > Close[bar - 60])
					{
						if (Close[bar] > Close[bar - 20])
						{
							if (Close[bar-20] > Close[bar-60])
							{	
								if (Close[bar] < Close[bar - 5])
								{
									if (Close[bar] > Close[bar - 1])
									{
										BuyAtMarket(bar + 1, "Group1|");
									}
					
								}
							}				
						}
					}	
				}
			}
		}
	}
}
 [/CODE]

Eugene

7/7/2009 8:44 AM

Chandelier has absolutely nothing to do with this problem, just comment the lines out to see.

This is where the problem is:

CODE:
Please log in to see this code.

You're trying to access data [at bar-60] outside of the main loop. Correct it and the error goes away:

CODE:
Please log in to see this code.

Next problem is trying to mix the pieces of logic from a multi-position strategy with a code block that belongs to a single-position strategy:

CODE:
Please log in to see this code.

The corrected code follows:

CODE:
Please log in to see this code.

Size:

Color:

Chandelier has absolutely nothing to do with this problem, just comment the lines out to see.

This is where the problem is:
[CODE]for(int bar = Bars.FirstActualBar + 10; bar < Bars.Count; bar++)
...
if (Close[bar-20] > Close[bar-60])
[/CODE]
You're trying to access data [at bar-60] outside of the main loop. Correct it and the error goes away:
[CODE]for(int bar = Bars.FirstActualBar + [b]60[/b]; bar < Bars.Count; bar++)[/CODE]
Next problem is trying to mix the pieces of logic from a multi-position strategy with a code block that belongs to a single-position strategy:
[CODE]if (IsLastPositionActive)
...
for( int p = ActivePositions.Count - 1; p > -1 ; p-- )
[/CODE]
The corrected code follows:
[CODE]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components; 	// includes Chandelier Stop

namespace WealthLab.Strategies
{
	public class ChandelierDemo : WealthScript
	{
		protected override void Execute()
		{
			// Create an instance of the class that returns Chandelier stop value
			SeriesHelper obj = new SeriesHelper( this );
			// Variable that will hold Chandelier stop value
			double chandelierStop = 0.0;
			
			PlotStops(); 	// Ensure Chandelier stop visibility
			
			for(int bar = Bars.FirstActualBar + 60; bar < Bars.Count; bar++)
			{
				// Let's work directly with the list of active positions, introduced in WL5
				for( int p = ActivePositions.Count - 1; p > -1 ; p-- )
				{
					Position pos = ActivePositions[p];
						
					// Request Chandelier stop value using Period: 14, Coefficient: 3
					chandelierStop = obj.ChandelierStop( Bars, bar, pos, 14, 3 );

if( pos.PositionType == PositionType.Long )
						SellAtTrailingStop( bar + 1, pos, chandelierStop, "Chandelier LX"); 
					else
						if( pos.PositionType == PositionType.Short )
						CoverAtTrailingStop( bar + 1, pos, chandelierStop, "Chandelier SX");
				}
					
				if (Close[bar] > Close[bar - 60])
						if (Close[bar] > Close[bar - 20])
							if (Close[bar-20] > Close[bar-60])
								if (Close[bar] < Close[bar - 5])
									if (Close[bar] > Close[bar - 1])
										BuyAtMarket(bar + 1, "Group1|");
			}
		}
	}
}
[/CODE]

Wealth Lab » WealthScript (.NET) » Error: Index was out of range