Exception
Exception
27 Nov 2012, 09:34
Hi,
I build my robot succeeded but when I do the backtest it gives me this error:
| Crashed in OnTick with System.NullReferenceException: Object reference not set to an instance of an object. |
I am using a customized indicator and I alse added Reference for the robot. Could any one please help me with this
Thanks
Replies
phamvanthanh
27 Nov 2012, 11:34
//#reference: ..\Indicators\NonLagDot.algo
//
// -------------------------------------------------------------------------------------------------
//
//
// -------------------------------------------------------------------------------------------------
using System;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
namespace cAlgo.Robots
{
[Robot]
public class NonLagDotBot : Robot
{
private NonLagDot trnd;
private Position position;
[Parameter]
public DataSeries Price { get; set; }
//[Parameter("Take Profit", DefaultValue = 10)]
//public int TakeProfitInPips { get; set; }
[Parameter("Length", DefaultValue = 60)]
public int Length { get; set; }
[Parameter("Displace", DefaultValue = 0)]
public int Displace { get; set; }
[Parameter("Filter", DefaultValue = 0)]
public int Filter { get; set; }
[Parameter("Color", DefaultValue = 1)]
public int ColorFront { get; set; }
[Parameter("ColorBarBack", DefaultValue = 2)]
public int ColorBarBack { get; set; }
[Parameter("Deviation", DefaultValue = 0)]
public double Deviation { get; set; }
[Parameter("Volume", DefaultValue = 10000, MinValue = 0)]
public int Volume { get; set; }
[Parameter("Stop Loss", DefaultValue = 10)]
public int StopLoss { get; set; }
protected override void OnStart()
{
trnd = Indicators.GetIndicator<NonLagDot>(Price, Length, Displace, Filter, ColorFront, ColorBarBack, Deviation);
}
protected override void OnTick()
{
if (Trade.IsExecuting) return;
bool longposition = position != null & position.TradeType == TradeType.Buy;
bool shortposition = position != null & position.TradeType == TradeType.Sell;
if (trnd.markettrend > 0.0 && shortposition)
{
ClosePosition();
Buy();
}
if (trnd.markettrend < 0.0 && longposition)
{
ClosePosition();
Sell();
}
}
private void ClosePosition()
{
if (position != null)
{
Trade.Close(position);
position = null;
}
}
private void Buy()
{
Trade.CreateBuyMarketOrder(Symbol, Volume);
}
private void Sell()
{
Trade.CreateSellMarketOrder(Symbol, Volume);
}
protected override void OnPositionOpened(Position openedPosition)
{
position = openedPosition;
Trade.ModifyPosition(openedPosition, GetAbsoluteStopLoss(openedPosition, StopLoss), null);
}
private double GetAbsoluteStopLoss(Position position, int StopLoss)
{
return position.TradeType == TradeType.Buy
? position.EntryPrice - Symbol.PipSize * StopLoss
: position.EntryPrice + Symbol.PipSize * StopLoss;
}
}
}
and this is the indicator
using System;
using cAlgo.API;
namespace cAlgo.Indicators
{
[Indicator("NonLagDot", IsOverlay = true, ScalePrecision = 5)]
public class NonLagDot : Indicator
{
#region Input
[Parameter]
public DataSeries Price { get; set; }
[Parameter("Length", DefaultValue = 60)]
public int Length { get; set; }
[Parameter("Displace", DefaultValue = 0)]
public int Displace { get; set; }
[Parameter("Filter", DefaultValue = 0)]
public int Filter { get; set; }
[Parameter("Color", DefaultValue = 1)]
public int ColorFront { get; set; }
[Parameter("ColorBarBack", DefaultValue = 6)]
public int ColorBarBack { get; set; }
[Parameter("Deviation", DefaultValue = 0)]
public double Deviation { get; set; }
public double markettrend = 0;
#endregion
#region indicator line
[Output("NLD", Color = Colors.Yellow, PlotType = PlotType.Points)]
public IndicatorDataSeries MABuffer { get; set; }
[Output("Up", Color = Colors.RoyalBlue, PlotType = PlotType.Points)]
public IndicatorDataSeries UpBuffer { get; set; }
[Output("Dn", Color = Colors.Red, PlotType = PlotType.Points)]
public IndicatorDataSeries DnBuffer { get; set; }
//[Output("markettrend")]
//public trend markettrend { get; set; }
#endregion
private IndicatorDataSeries price;
private IndicatorDataSeries trend;
private const double Cycle = 4;
/// <summary>
/// Indicator initialization function
/// </summary>
protected override void Initialize()
{
price = CreateDataSeries();
trend = CreateDataSeries();
}
/// <summary>
/// NonLagMA_v4 main logic
/// </summary>
/// <param name="index"></param>
public override void Calculate(int index)
{
if (index < Length*Cycle + Length)
{
MABuffer[index] = 0;
UpBuffer[index] = 0;
DnBuffer[index] = 0;
return;
}
const double pi = 3.1415926535;
const double Coeff = 3*pi;
int Phase = Length - 1;
double Len = Length*Cycle + Phase;
double Weight = 0;
double Sum = 0;
double t = 0;
for (int i = 0; i <= Len - 1; i++)
{
double g = 1.0/(Coeff*t + 1);
if (t <= 0.5)
g = 1;
double beta = Math.Cos(pi*t);
double alfa = g*beta;
price[i] = Price[index - i];
Sum += alfa*price[i];
Weight += alfa;
if (t < 1)
t += 1.0/(Phase - 1);
else if (t < Len - 1)
t += (2*Cycle - 1)/(Cycle*Length - 1);
}
if (Weight > 0)
MABuffer[index] = (1.0 + Deviation/100)*Sum/Weight;
double filterFactor = Filter*Symbol.PointSize;
if (Filter > 0)
{
if (Math.Abs(MABuffer[index] - MABuffer[index - 1]) < filterFactor)
MABuffer[index] = MABuffer[index - 1];
}
if (ColorFront <= 0) return;
trend[index] = trend[index - 1];
if (MABuffer[index] - MABuffer[index - 1] > filterFactor)
trend[index] = 1;
if (MABuffer[index - 1] - MABuffer[index] > filterFactor)
trend[index] = -1;
DnBuffer[index] = double.NaN;
UpBuffer[index] = double.NaN;
if (trend[index] > 0)
{
UpBuffer[index] = MABuffer[index];
if (trend[index - ColorBarBack] < 0)
UpBuffer[index - ColorBarBack] = MABuffer[index - ColorBarBack];
}
else if (trend[index] < 0)
{
DnBuffer[index] = MABuffer[index];
if (trend[index - ColorBarBack] > 0)
DnBuffer[index - ColorBarBack] = MABuffer[index - ColorBarBack];
}
markettrend = trend[index];
if (IsRealTime)
{
ChartObjects.DrawText("markettrend", "markettrend = " + markettrend + " ",
StaticPosition.TopLeft, Colors.White);
}
}
}
}
Hi admin,
above are robot and indicators
Thanks
@phamvanthanh
admin
27 Nov 2012, 18:07
The reason it is crasshing is here:
bool longposition = position != null & position.TradeType == TradeType.Buy; bool shortposition = position != null & position.TradeType == TradeType.Sell;
It has to be corrected to this:
bool longposition = position != null && position.TradeType == TradeType.Buy; bool shortposition = position != null && position.TradeType == TradeType.Sell;
One more note, you would need this line
public IndicatorDataSeries MarketTrend { get; set; }
instead of
public double markettrend = 0;
in order to be able to access the values.
@admin
phamvanthanh
28 Nov 2012, 06:04
Hi again,
Could I use
public double MarketTrend { get; set; }
instead of
public double MarketTrend { get; set; }
?
I have done that for the Indicator code an It returns the result as intended. But when I use MarketTrend in robot as below condition
if (Trnd.MarketTrend >= 0.0 && !longposition)
It doesn't work right. Then I use this method in the robot to check its value (Trnd.MarketTrend's value)
ChartObjects.DrawText("\nMarketTrend", "\nMarketTrend_Robot = " + Trnd.MarketTrend + " ",
StaticPosition.TopLeft, Colors.White);
and this method to check in the Indicator
if (IsRealTime)
{
ChartObjects.DrawText("MarketTrend", "MarketTrend_Indicator = " + MarketTrend + " ",
StaticPosition.TopLeft, Colors.White);
}
and the screen shows
"MarketTrend_Indicator = 1" (or -1 denpends on market)
"MarketTrend_Robot = 0" (always)
as Image
I think this issue is easy to you but it quite difficult to me as I am newbie
Thanks
@phamvanthanh
phamvanthanh
28 Nov 2012, 06:16
Sorry,
I mean I'd like to use
public double MarketTrend { get; set; }
instead of
public IndicatorDataSeries MarketTrend { get; set; }
because I intend to use MarketTrend with the value "-1"and "1" depend on market's move as condition for robot.
If I use
public "IndicatorDataSeries MarketTrend { get; set; } I don't know how to use its value for the robot nor to convert it to double or integer.
thanks
@phamvanthanh
admin
27 Nov 2012, 09:45
It referes to a variable that has not been initialized. You may send us the code to point out exactly where the error is.
@admin