Hi all,

I need to buy a vowel. I have been working on a strategy that bases exits on the Pivots indicator. I was having some problems getting the indicator to properly report the pivots and s/r levels so I decided to write my own pivot and s/r level calculations. The problem is I'm getting a "**NT** Error on calling 'OnStartUp' method for strategy 'PivotPlay/d93c1269d8904ff99817bfaa496ee2a4': Object reference not set to an instance of an object."

I have troubleshot it down to the statements in bold in the code that follows. Warning, this is a work in progress. it compiles fine but pitches the error on enabling.

Any help you can provide on this would be greatly appreciated.
Thanks

Ragdoll

 

Code

#region Using declarations using System; using System.ComponentModel; using System.Diagnostics; using System.Drawing; using System.Drawing.Drawing2D; using System.Xml.Serialization; using NinjaTrader.Cbi; using NinjaTrader.Data; using NinjaTrader.Indicator; using NinjaTrader.Gui.Chart; using NinjaTrader.Strategy; #endregion // This namespace holds all strategies and is required. Do not change it. namespace NinjaTrader.Strategy { /// <summary> /// this is a strategythat uses pivot points and support / resistance levels to set exit and entry points /// </summary> [Description("this is a strategythat uses pivot points and support / resistance levels to set exit and entry points")] public class PivotPlay : Strategy { #region Variables // Wizard generated variables private double pct = 0.005; // Default setting for Pct // User defined variables (add any user defined variables below private bool firstTime; private bool islong; private double pvtu; private double pvtl; private double rl1u; private double rl1l; private double rl2u; private double rl2l; private double rl3u; private double rl3l; private double sl1u; private double sl1l; private double sl2u; private double sl2l; private double sl3u; private double sl3l; private double pvt; private double rl1; private double rl2; private double rl3; private double sl1; private double sl2; private double sl3; private double prevDayClose; private double prevDayHigh; private double prevDayLow; #endregion /// <summary> /// This method is used to configure the strategy and is called once before any strategy method is called. /// </summary> protected override void Initialize() { firstTime = false; islong = false; CalculateOnBarClose = true; } protected override void OnStartUp() { prevDayClose = Bars.GetDayBar(1).Close; prevDayHigh = Bars.GetDayBar(1).High; prevDayLow = Bars.GetDayBar(1).Low; pvt = (prevDayClose + prevDayHigh + prevDayLow) / 3; rl1 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R1[0]; rl2 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R2[0]; rl3 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R3[0]; sl1 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).S1[0]; sl2 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).S2[0]; sl3 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).S3[0]; pvtu = pvt + (pvt * pct); pvtl = pvt - (pvt * pct); rl1u = rl1 + (rl1 * pct); rl1l = rl1 - (rl1 * pct); rl2u = rl2 + (rl2 * pct); rl2l = rl2 - (rl2 * pct); rl3u = rl3 + (rl3 * pct); rl3l = rl3 - (rl3 * pct); sl1u = sl1 + (sl1 * pct); sl1l = sl1 - (sl1 * pct); sl2u = sl2 + (sl2 * pct); sl2l = sl2 - (sl2 * pct); sl3u = sl3 + (sl3 * pct); sl3l = sl3 - (sl3 * pct); Print("pvt is "+pvt); Print("pvtu is "+pvtu); Print("rl1l is "+rl1l); } /// <summary> /// Called on each bar update event (incoming tick) /// </summary> protected override void OnBarUpdate() { /// Rule 1; enter long if close above first bar high...; if (Bars.FirstBarOfSession) { return; } else { int barOne = Bars.BarsSinceSession; if (Close[0] > High[barOne]) { islong = true; firstTime = true; EnterLong("Entry"); } } /// rule 2; if (islong) { if (Close[0] > pvtu) { SetStopLoss("Entry",CalculationMode.Price,pvtu,true); }else if ( Close[0] > rl1l) { SetStopLoss("Entry",CalculationMode.Price,rl1l,true); }else if ( Close[0] > rl1u) { SetStopLoss("Entry",CalculationMode.Price,rl1,true); } else { return; } } } #region Properties [Description("")] [GridCategory("Parameters")] public double Pct { get { return pct; } set { pct = Math.Max(0.001, value); } } #endregion } }

You cannot access bar series in OnStartUp().

The following code section needs to be transferred to OnBarUpdate():

 

Code

prevDayClose = Bars.GetDayBar(1).Close; prevDayHigh = Bars.GetDayBar(1).High; prevDayLow = Bars.GetDayBar(1).Low; pvt = (prevDayClose + prevDayHigh + prevDayLow) / 3; rl1 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R1[0]; rl2 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R2[0]; rl3 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R3[0]; sl1 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).S1[0]; sl2 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).S2[0]; sl3 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).S3[0]; pvtu = pvt + (pvt * pct); pvtl = pvt - (pvt * pct); rl1u = rl1 + (rl1 * pct); rl1l = rl1 - (rl1 * pct); rl2u = rl2 + (rl2 * pct); rl2l = rl2 - (rl2 * pct); rl3u = rl3 + (rl3 * pct); rl3l = rl3 - (rl3 * pct); sl1u = sl1 + (sl1 * pct); sl1l = sl1 - (sl1 * pct); sl2u = sl2 + (sl2 * pct); sl2l = sl2 - (sl2 * pct); sl3u = sl3 + (sl3 * pct); sl3l = sl3 - (sl3 * pct);

Also make sure that your only try to access Bars.GetDayBar(1), if a prior daily bar exists.

I tried that and got the following error:

**NT** Error on calling 'OnBarUpdate' method for strategy 'PivotPlay/d93c1269d8904ff99817bfaa496ee2a4': Object reference not set to an instance of an object.

thanks for the reply.

just tried again. same error message

First of all it's cleaner to just reuse some classes like

#variables

private Pivots myPivots;

#onbarupdate

myPivots = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20);

double r1 = myPivots.R1[0];
double s1 = myPivots.S1[0];

Your error message is most likely because you aren't listening to @Fat Tails and didn't check for CurrentBar or a session count before trying to call Bars.GetDayBar() 1 bar back. I haven't tested your code to know for sure.

Wrap that stuff around a (Bars.FirstBarOfSession && FirstTickOfBar) in #onbarupdate so it's only called at the beginning of a new session, and set a counter so you don't look to call it on the first session in the chart, wait until the second day to call it.

Mike

Ragdoll 

I tried that and got the following error: **NT** Error on calling 'OnBarUpdate' method for strategy 'PivotPlay/d93c1269d8904ff99817bfaa496ee2a4': Object reference not set to an instance of an object. thanks for the reply.

Did you take off the Print instructions?

The NinjaTrader pivots indicator only returns values, once it has detected a day break. Therefore it does not return any values for the first day. Before you access the pivots you actually need to check, whether a value is returned. This can be done with

 

Code

if(Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R1.ContainsValue(0)) rl1 = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R1[0]; else // do something here

Also follow the suggestion by @Big Mike to use an instance of mypivots, but do that in OnStartUp()!

 

Code

# variables private Pivots myPivots; private override void OnStartUp() { myPivots = Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20); ........ } // now it is easier to access the pivots in OnBarUpdate() if(myPivots.R1.ContainsValue(0)) rl1 = myPivots.R1[0]; else ........

I reread your post and saw where you said the Print statement was giving you the errors.

I use a snippet like this when I am using indicators that take a few sessions to populate values, just to prevent me from taking signals due to missing or invalid data.

#variables
private int _totalsessions = 0;

#onbarupdate
if (Bars.FirstBarOfSession && FirstTickOfBar)
{
_totalsessions++;
}

if (_totalsessions < 5) return;

So I don't process any signal code unless we are in session 5 (day 5) or higher, when using weekly indicators like for example a weekly VWAP.

Mike

My apologies for not being clear in my earlier post. I don't want to use the Pivots indicator. I want to write my own pivots based on the previous trading days high, low, and close. I know the formula and I have coded it in Thinkscript before. It should be fairly straight forward. I have cleaned up the code a bit to remove extraneous stuff and enclosed the code in the if section as @Big Mike suggested. I have two basic questions. How do I ensure the GetDayBar call returns data? And how do I put my code in a code box like you did in the previous post?

Here is the latest code:
I got the second question figured out

 

Code

#region Using declarations using System; using System.ComponentModel; using System.Diagnostics; using System.Drawing; using System.Drawing.Drawing2D; using System.Xml.Serialization; using NinjaTrader.Cbi; using NinjaTrader.Data; using NinjaTrader.Indicator; using NinjaTrader.Gui.Chart; using NinjaTrader.Strategy; #endregion // This namespace holds all strategies and is required. Do not change it. namespace NinjaTrader.Strategy { /// <summary> /// this is a strategythat uses pivot points and support / resistance levels to set exit and entry points /// </summary> [Description("this is a strategythat uses pivot points and support / resistance levels to set exit and entry points")] public class PivotPlay : Strategy { #region Variables // Wizard generated variables private double pct = 0.005; // Default setting for Pct // User defined variables (add any user defined variables below private bool firstTime; private bool islong; private double pvtu; private double pvtl; private double rl1u; private double rl1l; private double rl2u; private double rl2l; private double rl3u; private double rl3l; private double sl1u; private double sl1l; private double sl2u; private double sl2l; private double sl3u; private double sl3l; private double pvt; private double rl1; private double rl2; private double rl3; private double sl1; private double sl2; private double sl3; private double prevDayClose; private double prevDayHigh; private double prevDayLow; #endregion /// <summary> /// This method is used to configure the strategy and is called once before any strategy method is called. /// </summary> protected override void Initialize() { firstTime = false; islong = false; CalculateOnBarClose = true; } protected override void OnStartUp() { } /// <summary> /// Called on each bar update event (incoming tick) /// </summary> protected override void OnBarUpdate() { if(Bars.FirstBarOfSession && FirstTickOfBar) { prevDayClose = Bars.GetDayBar(1).Close; prevDayHigh = Bars.GetDayBar(1).High; prevDayLow = Bars.GetDayBar(1).Low; pvt = (prevDayClose + prevDayHigh + prevDayLow) / 3; pvtu = pvt + (pvt * pct); pvtl = pvt - (pvt * pct); rl1u = rl1 + (rl1 * pct); rl1l = rl1 - (rl1 * pct); rl2u = rl2 + (rl2 * pct); rl2l = rl2 - (rl2 * pct); rl3u = rl3 + (rl3 * pct); rl3l = rl3 - (rl3 * pct); sl1u = sl1 + (sl1 * pct); sl1l = sl1 - (sl1 * pct); sl2u = sl2 + (sl2 * pct); sl2l = sl2 - (sl2 * pct); sl3u = sl3 + (sl3 * pct); sl3l = sl3 - (sl3 * pct); } /// Rule 1; enter long if close above first bar high...; if (Bars.FirstBarOfSession) { return; } else { int barOne = Bars.BarsSinceSession; if (Close[0] > High[barOne]) { islong = true; firstTime = true; EnterLong("Entry"); } } /// rule 2; } #region Properties [Description("")] [GridCategory("Parameters")] public double Pct { get { return pct; } set { pct = Math.Max(0.001, value); } } #endregion } }

OK,

I've had my RTFM moment and have solved the object problem with a little help from Bertrand. I added an if statement to check for a null on GetDayBar(1). The problem now is it is always null.