MarketData.GetBars retrieves too few bars

amusleh
31 Mar 2022, 10:44

Hi,

I just tested your code on EURUSD and it works fine, there are enough weekly bars for the moving average.

If bars.LoadMoreHistory() doesn't load enough bars then it means there is not enough historical bars for that symbol time frame.

The code I tested:

using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class MTissue : Robot
    {
        [Parameter("MA TimeFrame", DefaultValue = "Weekly")]
        public TimeFrame MATimeFrame { get; set; }

        [Parameter("MA Period", DefaultValue = 200)]
        public int MAPeriod { get; set; }

        [Parameter("MA Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MAType { get; set; }

        private MovingAverage _ma;

        protected override void OnStart()
        {
            var bars = MarketData.GetBars(MATimeFrame);

            while (bars.Count < MAPeriod * 2)
            {
                var numberOfLoadedBars = bars.LoadMoreHistory();

                Print(numberOfLoadedBars);

                if (numberOfLoadedBars < 1) break;
            }

            Print(bars.Count);

            _ma = Indicators.MovingAverage(bars.ClosePrices, MAPeriod, MAType);
        }

        protected override void OnTick()
        {
            Print("distance={0}", _ma.Result.LastValue.ToString("f2"));
        }
    }
}

Result:

31/03/2022 15:12:37.740 | CBot instance [New cBot, EURUSD, h1] started.
31/03/2022 15:12:38.599 | 1596
31/03/2022 15:12:39.662 | distance=1.15
31/03/2022 15:12:39.958 | distance=1.15
31/03/2022 15:12:40.396 | distance=1.15
31/03/2022 15:12:41.162 | distance=1.15
31/03/2022 15:12:41.505 | distance=1.15
31/03/2022 15:12:42.474 | CBot instance [New cBot, EURUSD, h1] stopped by user.

thomas.abele
31 Mar 2022, 21:34 ( Updated at: 21 Dec 2023, 09:22 )

RE:

amusleh said:

Hi,

I just tested your code on EURUSD and it works fine, there are enough weekly bars for the moving average.

If bars.LoadMoreHistory() doesn't load enough bars then it means there is not enough historical bars for that symbol time frame.

The code I tested:

using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class MTissue : Robot
    {
        [Parameter("MA TimeFrame", DefaultValue = "Weekly")]
        public TimeFrame MATimeFrame { get; set; }

        [Parameter("MA Period", DefaultValue = 200)]
        public int MAPeriod { get; set; }

        [Parameter("MA Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MAType { get; set; }

        private MovingAverage _ma;

        protected override void OnStart()
        {
            var bars = MarketData.GetBars(MATimeFrame);

            while (bars.Count < MAPeriod * 2)
            {
                var numberOfLoadedBars = bars.LoadMoreHistory();

                Print(numberOfLoadedBars);

                if (numberOfLoadedBars < 1) break;
            }

            Print(bars.Count);

            _ma = Indicators.MovingAverage(bars.ClosePrices, MAPeriod, MAType);
        }

        protected override void OnTick()
        {
            Print("distance={0}", _ma.Result.LastValue.ToString("f2"));
        }
    }
}

Result:

31/03/2022 15:12:37.740 | CBot instance [New cBot, EURUSD, h1] started.
31/03/2022 15:12:38.599 | 1596
31/03/2022 15:12:39.662 | distance=1.15
31/03/2022 15:12:39.958 | distance=1.15
31/03/2022 15:12:40.396 | distance=1.15
31/03/2022 15:12:41.162 | distance=1.15
31/03/2022 15:12:41.505 | distance=1.15
31/03/2022 15:12:42.474 | CBot instance [New cBot, EURUSD, h1] stopped by user.

 

Hi Ahmad,

I tried with cTrader 4.1 ICMarkets and TopFX without success. Bars count is only 99 and then MA result is NAN.

Do you use CTrader 4.2?

Best Regards
Thomas

amusleh
04 Apr 2022, 09:50

Hi,

I just tested it on both cTrader 4.1 (IC Markets) and 4.2 (Spotware Beta) and it works fine, it doesn't display any NAN value.