Ninjatrader Threading issue with Custom columns, can anyone help?

October 17th, 2016, 03:32 PM

Ok I will test this overnight on Forex 5 minute interval and get back to you.. thank you

Sent from my iPad using futures.io futures trading

October 17th, 2016, 04:46 PM

Try this, if it works it should eliminate the need for the lock.

Anyone have any hints for optimizing C# code?

The main thing is to remember a reference to the indicator, so that you don't have to ask ninja to look it up again. The number of DataSeries you need to look at isn't a factor.

So, your second example--just referencing myMacd.Avg[0]--is the …

Code

        ....   variable declarations...

        private Khaos_QuantumCalc KQC;


        ...     OnStateChange....

        if(State==State.Configure)
               {   KQC=Khaos_QuantumCalc();

               }


        protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)

		{

	if (!IsFirstTickOfBar || CurrentBar < 300) return;			{
				
			
	lock(_syncLock)
        	{   InfoValue =    (int) KQC.Market_Analyzer_Setup_Info[0];
		    SqueezeState = (int) KQC.Market_Analyzer_Squeeze_Info[0];
		}

October 18th, 2016, 03:29 AM

Hi Zondor,

I have it this way... and still the problem, I am not sure if I am doing it where i am using the "init" concept in your referenced post.. but here is my code..

please if you have another idea or if i am not employing your suggestion correctly, let me know how to do it.

Thank you..

Code Below:

Declare

Code

public class KhaosQuantum : MarketAnalyzerColumn
	{
		
		private Khaos_Quantum_Calculator Khaos_QuantumCalc;
...
...

Reference

Code

		else if (State == State.Configure)
			{
		Khaos_QuantumCalc = Khaos_Quantum_Calculator
				(
					9, // BarsLength
					20, // MA Short Length
					50, // MA Medium Length
					200, // MA Long Length
....
....

Method Logic

Code

		protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)

		{
			

				
			
			if (!IsFirstTickOfBar || CurrentBar < 300)
			{
				return;
			}
			
				
			int InfoValue = 0;
			int SqueezeState = 0;
		
		lock(_syncLock)
		{
			 InfoValue =  (int) Khaos_QuantumCalc.Market_Analyzer_Setup_Info[0];
			SqueezeState = (int)Khaos_QuantumCalc.Market_Analyzer_Squeeze_Info[0];
		}

...
...

*** Also note, it seems that when I click reload ninjascript, I really get errors, I just put into testing on a 10 second interval with about 18 or so instruments, when I hit reload ninjascript, and while it is already reloadingi again, many errors occur... Here is the log info:

More info....

It seems if I press the "refresh" on the Market Analyzer it triggers these errors...

Here is the log file...
2016-10-18 14:02:56:851|2|4|Session Break (Version 8.0.0.14)
2016-10-18 14:02:59:038|1|4|Verifying license at primary server...
2016-10-18 14:02:59:308|1|4|Type=Simulation State=Verified Start Date=12/31/2004 End Date=11/30/2099
2016-10-18 14:02:59:418|1|4|Global simulation mode enabled
2016-10-18 14:03:03:511|1|4|Vendor assembly 'System.Speech' version='4.0.0.0' loaded.
2016-10-18 14:03:04:319|1|2|Using IS (is-us-003.ninjatrader.com/31658)
2016-10-18 14:03:04:357|1|4|Automated trading disabled
2016-10-18 14:03:04:358|1|4|Auto connecting 'My FXCM'...
2016-10-18 14:03:04:401|1|2|My FXCM: Primary connection=Connecting, Price feed=Connecting
2016-10-18 14:03:04:651|1|32|Order entry hot keys disabled
2016-10-18 14:03:04:653|1|4|Auto close enabled=False
2016-10-18 14:03:12:147|1|2|My FXCM: Primary connection=Connected, Price feed=Connected
2016-10-18 14:03:12:227|1|2|Time to auto close position='00:00:00', Enabled=False
2016-10-18 14:03:12:228|1|2|Using HDS (hds-us-003.ninjatrader.com/31655)
2016-10-18 14:05:54:630|3|4|Failed to call 'Add' method: System.Threading.LockRecursionException: Write lock may not be acquired with read lock held. This pattern is prone to deadlocks. Please ensure that read locks are released before taking a write lock. If an upgrade is necessary, use an upgrade lock in place of the read lock.
at System.Threading.ReaderWriterLockSlim.TryEnterWriteLockCore(TimeoutTracker timeout)
at System.Threading.ReaderWriterLockSlim.TryEnterWriteLock(TimeoutTracker timeout)
at NinjaTrader.Data.BarsSeries.Add(Bars bars, Double open, Double high, Double low, Double close, DateTime time, Int64 volume, Double tickSize, Boolean isBar, Double bid, Double ask)
2016-10-18 14:31:57:361|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:57:421|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:57:472|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:57:537|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:57:622|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:57:628|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.
2016-10-18 14:31:57:698|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:57:723|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:57:773|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:57:816|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:57:844|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:57:921|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:57:977|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:58:010|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:58:095|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: Object reference not set to an instance of an object.
2016-10-18 14:31:58:095|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.
2016-10-18 14:31:58:095|3|4|Market analyzer column 'KhaosQuantum': Error on calling 'OnMarketData' method on bar -1: You are accessing an index with a value that is invalid since it is out-of-range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

October 21st, 2016, 01:19 AM

I tried with 1 instrument, error comes up.

What I am going to do is put in an indicator column and just have that work for me.

October 21st, 2016, 03:36 AM

You did not make the change I suggested, and don't seem to understand what I said.

I don't think that this is a threading issue.

The indicator crashes because it does not have error handling code. If you trapped the errors, it would probably work.

Refer to a C# tutorial to learn about error handling.

To eliminate the Object Reference exceptions, as a first step add this condition to beginning of OnMarketData and OnBarUpdate methods:

if(CurrentBar == -1) return;

If that doesn't get rid of them, something else is wrong - just like it says, failure to have set an object reference to an instance of an object..

That's about all I can offer based on the information you posted since the problems are in code not revealed..

October 21st, 2016, 08:29 AM

Hi Zandor,

---> I did do a try catch block and posted the results follow up on ninjatrader forum. Eventually ninjatrader suggested I make a new indicator that calls the main indicator, and just use an indicator column.

With the suggested approach, it works fine.

In the ninjatrader form thread, the support person said this

" KhaosTrader,

Thank you for your patience.

To sum it up, even if the custom column has the thread of the instrument and indicator locked we still don't have the bars loaded. We could make a bars request but those bars would not be associated with the indicator and thus we would really be re-writing the entire indicator into the column (which may be an approach you wish to take).

However, I am going to make a feature request to allow for Series<T> types to be the value that is used from the Indicator Column Plot option as well. This would resolve your entire scenario as you could just have an indicator that looks for the conditions and sets a Series<string> to the desired string for the column.

"

The thread is located here:

Custom Column Question - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

As you can see Ninjatrader is thinking about allowing the return of a string value for a custom indicator column. That would be excellent if they do that.

Thank you for your patience and help Zandor.

Ninjatrader Threading issue with Custom columns, can anyone help?

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Ninjatrader Threading issue with Custom columns, can anyone help?