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MACD Arrows - glitch


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MACD Arrows - glitch

  #1 (permalink)
 
Slipknot511's Avatar
 Slipknot511 
Springfield,Missouri, USA
 
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I'm having issues with an indicator that I use. I'm not a programmer and have no desire to be one, but I would like to see if anyone here can find and repair whatever is causing this indicator to not plot.

This indicator is not mine, but it is open source to the best of my knowledge. It is an MACD that plots arrows on the chart after a MACD/Average crossover, but also uses SMA and Stoch conditions before plotting.

The problem is that after using for a short while, this indicator will simply not plot after changing anything on the chart. It could be as simple as changing the instrument or days loaded that will cause it to glitch. Once it stops plotting, I have been unable to ever get it to plot again. I've tried everything from re-importing, re-booting Windows, and even re-installing NinjaTrader.
It is a fairly old indicator. Probably exported with NT6. It imports fine, compiles fine in both 6.5 and 7.

If anyone can discover why it is doing this and repair it, I'd be very grateful.

Attached is the indicator plus a txt file that accompanied it giving a decent description of how it works.

Attached Files
Elite Membership required to download: MACDScalpArrow.zip
Elite Membership required to download: MACDScalpArrow Explanation.txt
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  #3 (permalink)
 
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 Fat Tails 
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If you access Stochastics(8, 3, 3).K[2] for CurrentBar = 1, this is not defined, so you may run into problems. Not tested.

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 Slipknot511 
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Thanks for the reply, but I have no idea what that means. See if what I write below is relevant to what you are saying.

Update: It seems to have something to do with the amount of data. For example, if I plot a 6range chart, the indicator is OK as long as I don't have more than 2 days loaded. With a 15 minute chart, I can have 20 days.
I have the "Maximum bars look back" set to infinite, but that doesn't fix anything.
Any ideas?

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 Big Mike 
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Please post code in the [code](put code here)[/code] tags. When posting an entire indicator please add it as an attachment instead of pasting it into the body of your message.



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  #6 (permalink)
 vegasfoster 
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Slipknot511 View Post
I have the "Maximum bars look back" set to infinite, but that doesn't fix anything.
Any ideas?


I think that would make it worse. Unless the formula is looking back more than 256 bars, you want to set it at 256.

Fat is saying you need to edit the indicator and change If (Currentbar == 0) to If (Currentbar < fast + slow + smooth +20). For any indicator you want to return null or 0 when referencing a prior bar for initial periods in an amount greater than the longest period parameter length. The simplest thing is to add up all period parameters and add some margin of safety, e.g. 20, then you know you have your bases covered or you can just use some big number like a 100. Otherwise on bar 1 or bar 2 or whatever, the code it is looking for information in the past that does not exist on the chart and it gets confused.

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 Slipknot511 
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vegasfoster View Post
I think that would make it worse. Unless the formula is looking back more than 256 bars, you want to set it at 256.

Fat is saying you need to edit the indicator and change If (Currentbar == 0) to If (Currentbar < fast + slow + smooth +20). For any indicator you want to return null or 0 when referencing a prior bar for initial periods in an amount greater than the longest period parameter length. The simplest thing is to add up all period parameters and add some margin of safety, e.g. 20, then you know you have your bases covered or you can just use some big number like a 100. Otherwise on bar 1 or bar 2 or whatever, the code it is looking for information in the past that does not exist on the chart and it gets confused.

That did. Thanks much to Fat Tails for identifying the problem so quickly & thank-you vegasfoster for "putting the cookies on the bottom shelf" so even I could understand it.

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 Fat Tails 
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Just quickly installed the indicator, toggled to CL and indicator disappeared.

This is the message shown in the trace file:

2010-11-19 22:54:53:593 ERROR: Error on calling 'OnBarUpdate' method for indicator 'MACDScalpArrow' on bar 1: You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

This confirms exactly what I supposed.

If you are at bar 1 - which is the second bar of your chart - and you call a data series value two bars ago that would be the bar -1, which prior to the start of the chart. That creates an out-of range exception.

When I try to export the indicator this cannot be done, because the NinjaTrader Stochastics indicator has a bug. So what I suggest is that you simple copy the indicator attached below into your indicator directory open it from within NinjaTrader and compile it.

Here is the stochastics bug already confirmed, was not the first to discover it. Was the third new NinjaTrader bug that I found this week.

https://forum.ninjatrader.com/showthread.php?p=205168

Attached Files
Elite Membership required to download: MACDScalpArrow.cs
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 sharmas 
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  #10 (permalink)
 
Slipknot511's Avatar
 Slipknot511 
Springfield,Missouri, USA
 
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Thank you very much. I copied and compiled and it works great.
How you could see that so easily is beyond me.
I don't use very many indicators, but this is one that I like. I really appreciate your help.

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Last Updated on November 19, 2010


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