RightEdge Forums / Programming and Software Development / Programming Questions

error message

adiaco — Wed, 08 Feb 2012 11:23:40 GMT

I seem to get the following error message all the time. Usually I fiddle with things until it goes away, but I'm stuck this time and I'd really like to understand and get to the bottom of it.

An exception of type System.NullReferenceException was thrown.
Object reference not set to an instance of an object.

It usually happens when I am opening a position with a PositionSettings option. ie.

pos = OpenPosition(settings);

The only reason I know of to get this error is that 'settings' isn't defined, but...

I have initialized:
PositionSettings settings = new PositionSettings();
and have several settings defined:
settings.OrderType = OrderType.Stop;
settings.Size = (long)tradeSize;
...
I know all these settings are getting through to the OpenPosition call because I write them to the console directly before calling OpenPosition.

Any idea why else this error seems to pop up all the time for me?

Thanks a lot,
Anthony

removing chart ojects

takacsg84 — Wed, 08 Feb 2012 06:47:36 GMT

Is it possible to remove ChartObjects that I melodramatically added?

Using NLog

gregoryj — Thu, 12 Nov 2009 10:16:09 GMT

Does anyone have a quick example they could post of how to use NLog. I can't seem to get it to write to a file. Not sure its picking up my config.

[code]

private static Logger logger = LogManager.GetLogger("MySymbolScript");

public override void NewBar() {
logger.Trace("Testing");
}

[/code]

timing of OrderFilled method during backtest

uaruss — Wed, 11 Jan 2012 20:11:29 GMT

I posted this on the Yahoo Group as well - not certain if one place is better than another... Anyway, any help is much appreciated!

I understand that the "OrderFilled" method is called when an order is filled.
However, for a backtest that is run EOD with daily data, when exactly does the
order get filled and thus the "OrderFilled" method get called (i.e. after any
lines with Open/Close actions are executed, after the "NewBar" procedure
finishes, etc?)?

I have code that is working fairly well, but there are multiple orders being
unexpectedly cancelled and I'm worried that this could present problems for the
future. I've written out various flags to a CSV file to attempt to understand
better, but still am not certain.

Thanks in advance for any help!

Recommended math/statistics library for C#

rsheftel — Tue, 19 Aug 2008 16:07:21 GMT

As I transition to C# as part of moving to RightEdge, I wanted to get people's recommendations for a good all purpose math-statistics library in C#. I have used R in the past for statistics work, and it is great and seems market standard. For financial math I use FinCAD.

I am looking for the equivalent of a standard math-statistics package for C# to use with RightEdge. Any and all suggestions are welcome. I have run across http://www.gnu.org/software/gsl/ the GNU Statistical Library, but before I commit to something I wanted to get people's suggestions.

Trades executing as "time out"

krschacht — Wed, 04 Jan 2012 16:03:18 GMT

I have a system that I'm ready to turn on live. I was testing it one final time with Paper Broker and just today I'm getting this odd behavior where my existing positions are selling automatically. When I say existing positions, I mean that they're coming from LiveOpenPositions.xml.

I've added a bunch of logging to be sure that my code isn't setting a rogue stop order or something like that. All I see in my logs is that it's calling OrderFilled just like a normal trade was submitted. The tradeType == TradeType.ClosePosition.

When I look in the Live panel under the Closed Positions tab and Close Name says "Time out." I checked the Properties panel and Bar Count Exit = 0 and I checked the XML of LiveOpenPositions and they're 0 there as well.

I can't figure out why they're selling?

-Keith

Accessing trading system class

krschacht — Tue, 03 Jan 2012 13:58:49 GMT

Within the SymbolScript class I can access the trading system by referencing TradingSystem.(various method). However, when I write my own class I can't access TradingSystem methods.

How do I reference it? I tried putting it inside the namespace, outside the namespace. I can't figure out where the main instance of TradingSystem is instantiated.

Thanks,
Keith

Working with Multiple Symbols

rekab — Thu, 29 Dec 2011 19:21:20 GMT

Can anyone tell me why this throws an error:
[code]public override void Startup()
{
SMA = new SMA(10);
SMA.SetInputs(OtherSymbols["MSFT"].Close);
}[/code]
ERROR:

An exception of type System.ArgumentOutOfRangeException was thrown.
Value must be between 0 and -1, value was 0
Parameter name: nBars
at RightEdge.Common.RList`1.LookBack(Int32 nBars)
at RightEdge.Common.BarElementSeries.LookBack(Int32 nBars)
at RightEdge.Common.SeriesCalculatorBaseWithValues.NewBar()
at RightEdge.Common.IndicatorManager.NewBar(FrequencyNewBarEventArgs args)
at RightEdge.Common.Internal.SystemRunner.UpdateObjects(FrequencyNewBarEventArgs args)
at RightEdge.Common.Internal.SystemRunner.ProcessBarEvents(IEnumerable`1 eventList)
at RightEdge.Common.FrequencyManager.SendPendingBars()
at RightEdge.Common.FrequencyManager.UpdateTime(DateTime dateTime)
at RightEdge.Common.Internal.SystemRunner._tickGenerator_NewBar(Object sender, NewBarEventArgs e)
at RightEdge.Common.TickGenerator.ProcessBar(NewBarEventArgs args)
at RightEdge.Common.Internal.SystemRunner.ProcessBar(NewBarEventArgs newBars)
at RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SharedSystemRunData runData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginSettings dataStoreSettings)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginSettings dataStoreSettings)
at RightEdge.Shared.TradingModuleWrapper.Run(String filename)
at RightEdge.Shared.TradingModuleWrapper.RunSystem(SharedSystemRunData systemRunData)
at RightEdge.SystemProgress.InitAndRunSystem()

Help please.

Thanks!

: )

Convert SMASample1.cs to SMASample1.vb

willy — Mon, 21 Nov 2011 12:54:15 GMT

Here is the visual basic code I generatet.

#Region "Imports statements"
Imports System
Imports System.Drawing
Imports System.Collections.Generic
Imports System.Text

Imports RightEdge.Common
Imports RightEdge.Indicators
#End Region

Namespace awSampleIndicators

' Use the Indicator Attribute to provide information such as the
' name and description of your indicator. If you do not include
' this attribute, your indicator will not show up in the indicator
' list.
' The Id attribute needs to be set to a unique code that will identify
' your indicator. A GUID is a good candidate.
' Indicators must be marked Serializable in order to be used in
' trading systems.
' Use the SeriesInputAttribute to specify how many inputs your
' indicator uses.
Author:="my name", _
CompanyName:="Company", _
Description:="Sample Simple Moving Average Indicator #1", _
GroupName:="Samples", _
HelpText:="Computes the moving average of the input.", _
Id:="{20b8d55d-72c7-4199-8f5d-432a165f7510}", _
Name:="SMASample1")> _
_
_
Public Class SMASample1
Inherits SeriesCalculatorBaseWithValues
Private _periods As Integer

' You can add ConstructorArgumentAttributes to your constructor to specify
' the name and default value of the argument.
_
Public Sub New(ByVal periods As Integer)
MyBase.New(1)
If periods <= 0 Then
Throw New ArgumentException("Periods must be greater than zero")
End If
_periods = periods
End Sub

' This method is where you calculate the indicator value for a given bar.
' The index parameter to this method tells you which value you need to
' calculate.
' You can access the first input series with inputs[0], the second
' input series with inputs[1], etc.
Protected Overrides Function CalcNewValue(ByVal index As Integer) As Double
If index < _periods - 1 Then
Return Double.NaN
End If

Dim sum As Double = 0.0
For i As Integer = index - _periods + 1 To index
sum += inputs(0)(i) <------------------------------- this is the point where the error occured
Next

Return sum / _periods
End Function

Protected Overrides Sub Reset()
' This method is called when the series needs to be recalculated.
' If you save any state between calls to CalcNewValue(), you should
' reset that state in this method.

' For this indicator, we don't need to do anything in this method.
End Sub
End Class
End Namespace

Then I got the following error message:

Fehler 1 Die Schnittstelle "RightEdge.Common.ISeries" kann nicht indiziert werden, da keine Standardeigenschaft vorhanden ist. D:\VisualBasic\ClassLibrary1\ClassLibrary1\SMASampleIndicator_01.vb 60 24 ClassLibrary1

Ok I have to translate it for you.

Error 1 The "RightEdge.Common.ISeries" interface can not be indexed, because no standard property is available.

I need some help here to go ahead.

Using AverageTrueRange in an indicator

rterbush — Fri, 02 Jul 2010 00:15:40 GMT

I'm trying to use AverageTrueRange in an indicator. My indicator is currently erroring out when loading, complaining with:

"An exception of type System.ArgumentOutOfRangeException was thrown.
Value must be between 0 and -1, value was 0"

I am using inputs as defined:

[SeriesInputAttribute("Input High", 1, Value = BarElement.High)]

[SeriesInputAttribute("Input Low", 2, Value = BarElement.Low)]

I'm initializing the indicator with:

ATR = new AverageTrueRange(length);

And I am trying to use the current value of the ATR with:

ATR.Current which is where it is blowing up in the debugger.

Here is the relevant piece of code:

protected override double CalcNewValue(int index)

{

smaHigh.AddValue(inputs[0].LookBack(index));

smaLow.AddValue(inputs[1].LookBack(index));

if (!smaHigh.Full || !smaLow.Full)

return double.NaN;

double relLow = inputs[1].LookBack(index) - ((smaHigh.Average + smaLow.Average) / 2);

return relLow / (ATR.Current * 0.16);

}

Do I need to have more inputs available to ATR and do I need to be using ATR.AddValue to populate it?

Thanks for any help.

Get opening price of minute bar BEFORE bar is complete?

rekab — Fri, 16 Dec 2011 11:50:50 GMT

Hi,

I'm trying to get the opening price of the current minute bar before the bar is complete. If I use Bars.Current.Open, I get the open of the last complete bar, but I can see in my live charts that RE knows the opening price of the currently developing minute bar as soon as the first tick comes in. How do I access it?

Get opening price of the bar when an order is placed?

rekab — Wed, 14 Dec 2011 11:34:10 GMT

Hi I'm trying to set my profit target to be a percentage based on the opening price of the bar when the order was placed. Can anyone tell me how to do that in C#?

So far, I've got:
[code]
public override void OrderFilled(Position position, Trade trade)
{
if (trade.TransactionType == TransactionType.Buy || trade.TransactionType == TransactionType.Short )
{
position.SetProfitTargetPrice(Bars.Current.Open * (1 + ProfitTarget));
}
}
[/code]
But if the order doesn't get filled on the same bar as when the order was placed, that won't work. So what I want is something like:
[code]
public override void OrderFilled(Position position, Trade trade)
{
if (trade.TransactionType == TransactionType.Buy || trade.TransactionType == TransactionType.Short )
{
position.SetProfitTargetPrice(Bars.[b][color="ff0000"]position.EntryTime[/color][/b].Open * (1 + ProfitTarget));
}
}
[/code]
Of course, that won't work.

Any help would be greatly appreciated.

Thanks!

Debugging question

krschacht — Sun, 11 Dec 2011 01:31:42 GMT

Within my trading system's SystemBase class I want to write some information to the Output panel. However, I've discovered OutputMessage nor an equivalent method is available. What's the best way to do this from within SystemBase?

Thanks,
Keith

cover short and go long on same bar?

uaruss — Thu, 08 Dec 2011 00:40:39 GMT

All - I have a scenario where I want to close a short position and go long a position on the same day. It appears my code is simply closing the short position and ignoring the opening of the long position. I have parameters set to invest 100% of the account and have a max of 1 position open at a time.

Can someone tell me how to get around this issue? Basically, it seems that doing a "pos.CloseAtMarket()" followed by a "OpenPosition(PositionType.Long, OrderType.Market)" command, during the same bar, doesn't appear to work? Should it or is there some better method?

A small piece of code is below. I can post more if it would help, but I write out each bar and several "parameters" to a CSV file to better analyze the action. so more may get confusing. Also the "My_Action" is a variable I set that captures what logic should be occuring (Buy/Sell/Cash)...

*****
ElseIf (OpenPositions.Count > 0 And My_Action = "BUY") Then

For Each pos As Position In OpenPositions

pos.CloseAtMarket()

Next

OtherSymbols("^IXIC").OpenPosition(PositionType.Long, OrderType.Market)
*****

Thanks!

Russell

checking multiple symbols for trading signals?

uaruss — Wed, 09 Nov 2011 21:54:48 GMT

I am trying to look at the value of two separate symbols (on the same New Bar) and, if various parameters are met, perform some action. However, I am not certain as to how to look at multiple symbols at the same time.

For example, if symbol A has close > open for the bar, then the system should determine if symbol B has close < open and, if so, sell symbol B. I tried putting some version of this code in the "New Bar" class, but I'm getting an error message that I can't quite figure out. Thus I have the following questions:

1) Is switching symbols in the "New Bar" class appropriate (assuming I am even switching them correctly. (i.e. --> Symbol.Name = "^IXIC" )?
2) Do I need to have another class to call the new bar class for each symbol, return the results, and then do the comparisons/calculations after each New Bar?
3) Something else?

Thanks!
Russell

SQL server 2012 compatible?

parliament718 — Sun, 27 Nov 2011 01:47:06 GMT

Is the rightedge data store compatible with SQL Server Express 2012 RC0 ? Im downloading it not but if its not ill just uninstall and download 2008.

Does anyone know?

keeping track of previous positions?

uaruss — Sun, 06 Nov 2011 19:40:18 GMT

I need the ability to keep track of the last position, no matter how long ago it was closed (basically, I want the system to wait "x" number of days before acting on a buy signal, if the last position was a short-sale). Anyone have any ideas? I imagine I could write the trades to a file and then read that on each "New Bar", but I was hoping for something a little easier.

Thanks!

Problem with cancelling limit orders

lacos — Fri, 04 Nov 2011 05:18:08 GMT

I have STP and LMT order with every position. Once the stop hit RE sometimes fails to delete the LMT order so I still can see in TWS. Sometimes I get this exception:

Unable to cancel ProfitTarget order:Order not found: 3500
at RightEdge.Common.PositionManager.UpdateSpecialOrder(PositionData pos, TradeType type)
at RightEdge.Common.PositionManager.UpdateSpecialOrders(PositionData pos)
at RightEdge.Common.PositionManager.PositionOrderFilled(PositionData pos, PositionState posState, BrokerOrder order, Fill fill, TradeType tradeType, String description, Boolean sendUpdate)
at RightEdge.Common.PositionManager.OnOrderFilled(BrokerOrder order, Fill fill, PositionData pos, PositionState posState, TradeOrder tradeOrder)
at RightEdge.Common.PositionManager.broker_OrderUpdated(BrokerOrder brokerOrder, Fill fill, String information)
at RightEdge.Shared.BrokerWrapper.<>c__DisplayClass3.b__0(Object )
at RightEdge.Shared.CallbackStub.DoCallback()

The order is in TWS. Any idea what the problem might be?

Does anyone build complete trading systems? I am interested in having one built

lkanteraz — Fri, 04 Nov 2011 00:04:51 GMT

I am looking for someone to build a trading system for me. I don't have the time nor the expertise, however, I know precisely what I want. Please advise.

Determining position status - short vs long?

uaruss — Tue, 01 Nov 2011 04:01:08 GMT

I am having an issue figuring how how to identify my position type. I have tried Position.Type.Equals("Long") and "If(PositionType.Short) Then...", "If(PositionType.Short=1) Then...", etc... but nothing seems to work. I don't have a problem opening a position of long or short, but i just can't do and if/then statement to determine if it's long or short. any help would be much appreciated!

Also, I looked through the help files, but haven't been able to find much on the language portion of this app. I programmed in college and am decent with VB, but it'd be great if there's another help file out there that i'm missing.

Thanks in advance!

ArgumentOutOfRangeException by GetEuropeanPutPrice and GetEuropeanCallPrice

tikelentrik — Tue, 18 Oct 2011 08:37:16 GMT

Hi,

i was trying to use the GetEuropeanPutPrice and GetEuropeanCallPrice but i get a ArgumentOutOfRangeException is this a internal error or something i have done wrong?

(my vs2005 is a dutch version like you can see)

System.ArgumentOutOfRangeException: De index valt buiten het bereik. Deze mag niet negatief zijn en moet kleiner zijn dan de grootte van de verzameling.
Parameternaam: index
bij System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument, ExceptionResource resource)
bij System.ThrowHelper.ThrowArgumentOutOfRangeException()
bij System.Collections.Generic.List`1.set_Item(Int32 index, T value)
bij RightEdge.Common.OptionCalculator.xd6fe344591fce991(Double x1d65faa42f6259ad, Double xa5425e8080c3dd15, Double x462676cf4d8f618c, Double x36ad99fb5e33a839, Double x0ebe150470f7718d)
bij RightEdge.Common.OptionCalculator.GetEuropeanPutPrice(Double assetPrice, Double strikePrice, Int32 expirationMonth, Int32 expirationYear)
bij TEST_Options_GUI.Form1.TestREOptionsCalc() in D:\Trading SoftWare\Options\TEST Options GUI\Forms\Form1.vb:regel 17

Thanks,
TikElentrik.

Money Management rule implementation

Stefan — Sun, 24 Jul 2011 07:20:47 GMT

Hi, I am testing RE and I am stuck not knowing how to implement the following:

1. MySymbolScript Class: NewBar() runs for every selected symbol in the watchlist (with the same timestamp, i.e. EOD-Date). I do not want to execute Buy/Sell signals immediately but store them in a list, because...

2....after this (in System class) I want to check whether enough cash is available to carry out all buy signals of this NewBar()-run (or to create further buys if the investment ratio of equities in the portfolio gets too low by generated sell signals). If there is not enough cash available I want to filter the given signals and then open positions only for the symbols that are ranked best e.g. by an indicator.

Is there any way to find out when NewBar()-runs for a given timestamp have finished so that then I can oversee all generated Signals and select from there which one to create an order for?

I am not really an experienced programmer so if you have a code snippet in C# for me it would be great!

Thanks, Stefan

Bar Start Time

imcdonald — Thu, 28 Jul 2011 18:59:17 GMT

I haven't found a good answer in any of the posts so I thought I'd ask directly. I can see that the time stamp associated with a bar refers to the start of the bar. Most open-high-low-close data that I have come across uses a time stamp at the end of the bar (or the last time available during the bar). You obviously don't have full information as to the ultimate state of the bar at the beginning, so it seems more natural to have time stamps refer to the end of the bar (or last time information has been received). This is really a choice of convention rather than a problem, but I am curious as to your reasons, or logic, for refrring the time stamp to the the beginning rather than end of the bar.

Thanks.
Ian

How to fire "public override void NewBar()" in less than 1min timeframes

mike — Mon, 11 Jul 2011 15:04:01 GMT

Hi! I know this may be a simple question and after some research, I've found a couple ways of approaching it, but nothing simple.

I want the NewBar() method to fire in increments < 1min , so I can run my (multi time frame) strategy more frequently than 1min. Thoughts?

Thanks!!

Custom Frequencies using Tools>Options

mike — Mon, 18 Jul 2011 18:44:32 GMT

Hi. Following the instructions here: http://www.rightedgesystems.com/Documentation/UserGuide/index.html?managing_frequencies.htm I created a new frequency:

Frequency Type: Time Based
Bar length Settings:
30 Seconds
Frequency Name: 30 Second (30S)

And save. However, it does not show up in BarFrequency drop down. Where/How am I supposed to see and use this newly created frequency?

Thanks for your help!!!

Account info of Interactive Broker plugin question

felixtjung — Fri, 26 Nov 2010 21:03:56 GMT

Hi,

I'm just wondering how do I get the value of "Net Liquidation Value" and "RegT Margin" of InteractiveBroker from RightEdge?

P.S: From other post, I learned that I need to use switch "this.SystemData.UseBrokerBuyingPower". But After I enable that option, all I could get is only "buying power".

Thanks,
Felix

How to get the default bar frequency of the running system?

felixtjung — Thu, 24 Mar 2011 09:13:20 GMT

This might be a basic question, but I have searched everywhere with no luck. :(

I just want to know how to get the bar frequency of the running trading system at the moment.

Could someone post the example on how to do it?

Thanks,
Felix

Editing and Cleaning Tick Data

gregoryj — Mon, 07 Feb 2011 16:38:13 GMT

I am working on a strategy that trades only 1 segment of the day. In the Last Hour.

I'd like to have RE only load data for that time range as I am testing across a large symbol list of 1 minute bars.

1) If I wanted to write code to manipulate the tickdata files. Are you just using the BinaryReader and BinaryWriter native to .net?
1a. Are there any samples for manipulating the data in the files?
2) Is there a way to tell RE to only load 1 minute bars between 15:00 and 16:00?

Thanks in advance

Greg

Crash after double clicking symbol in system results window

ArielEM — Wed, 05 Jan 2011 08:45:19 GMT

An exception of type System.NullReferenceException was thrown.
Object reference not set to an instance of an object.
at Easychart.Finance.Objects.x9f75497a618d8c3e.ToPointF(x193cde1b2a5e180e op)
at Easychart.Finance.Objects.x9f75497a618d8c3e.GetControlPoint(Int32 X, Int32 Y)
at Easychart.Finance.Objects.x9deec9457dc2451d.xcb8a8dddba1180d0(Int32 x8df91a2f90079e88, Int32 xc821290d7ecc08bf, x9f75497a618d8c3e& x359cc00a5fd09937)
at Easychart.Finance.Objects.x9deec9457dc2451d.x4f2e95f45a1b4c1f(Object xe0292b9ed559da7d, MouseEventArgs xfbf34718e704c6bc)
at System.Windows.Forms.MouseEventHandler.Invoke(Object sender, MouseEventArgs e)
at System.Windows.Forms.Control.WmMouseDown(Message& m, MouseButtons button, Int32 clicks)
at System.Windows.Forms.Control.WndProc(Message& m)
at System.Windows.Forms.Control.ControlNativewindow.WndProc(Message& m)
at System.Windows.Forms.Nativewindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)

This has poped after double clicking the symbol in the system results window. After dismissing the message the chart appeared correctly and I couldn't reproduce it again.

Is it possible to remove a chartobject or modify the param of the chartobject?

batttttt — Thu, 30 Dec 2010 21:41:13 GMT

I want to know whether it is possible to remove a chartobject or modify the param of the chartobject on-the-fly.
ex. I will use ChartLine() and ChartObjects.Add() to add a line during the analysis. But later maybe new data come in, I want to delete it or move 1 point of the line. Is it possible?

How to detecting if RightEdge has finished loading all active positions

felixtjung — Wed, 08 Dec 2010 17:26:41 GMT

Hi,

I've a problem integrating my custom system with RightEdge. This has to do with my RightEdge strategy that uses System.Timers.Timer to perform the update (E.g. I don't rely on BarClosing / NewTicker / etc) for Live Mode only which is started at the beginning of RightEdge strategy.

The problem is when that strategy is updated (through Timer.Elapsed event), sometimes RightEdge hasn't finished loading the Live Positions correctly. It seems it takes a while to do it. I poke around to see if there's a flags which indicates whether RightEdge has finished the initialisation without no luck. Here's my Timer.Elapsed code:

[code]
private void liveSystemUpdateTimer_Elapsed(object sender, ElapsedEventArgs e) {
if (IsReadyToUpdate) {
executeInMainThread(doLiveUpdate);
}
if (liveSystemUpdateTimer != null) {
liveSystemUpdateTimer.Start();
}
}

private void executeInMainThread(Action action) {
SynchronizationContext context = this.SystemData.SynchronizationContext;
if (context != null) {
context.Send(s => action(), null);
}
}

public bool IsReadyToUpdate
{
get
{
if (this.SystemData.InLeadBars) return false;
if (!this.SystemData.SystemStarted) return false;
return true;
}
}
[/code]

Even with this code, there's high probability that when doLiveUpdate() is executed, the Live Positions hasn't been loaded completely. The number of positions can be potentially large which makes it slower during initial loading.
Can someone devise the right way to solve this problem?

Thanks in advance,
Felix

How to get last updated time of current bar?

felixtjung — Thu, 02 Dec 2010 17:03:01 GMT

Hi,

I'm just wondering how do I get the last updated time of the current bar. I noticed there's BarData.PriceDateTime which is marked as deprecated. The documentation seemed to suggest me to use BarData.PriceTime instead. The problem is, it's not enough information for my strategy. I require something like latest tick time.

P.S: I understand, in backtesting, tick time might be equivalent to End of day time. But that's fine. I'm working on anticipating signal portion of my intermediate system which will only be executed on live system.

Thanks,
Felix

Accessing indicators outside RE

invingator — Mon, 19 Jul 2010 13:42:57 GMT

Hi guys,

I am working on an external application that works in tandem with RE, giving me more flexibility. I am developing using Visual Studio / C#. I am able to read the stock information from the database, and I am trying to get the RE indicators applied to the data I am reading. For example, to calculate a simple moving average. I can do that using external libraries (e.g. TA4.NET), but I am concerned that differences in indicator implementation may pose risks when looking at the data - e.g. not being able to compare apples with apples. So far I could not find a way to easily do it - say,

[quote]
SMA mySMA = new SMA(20);
mySMA.SetInputs(stockClosePrice);
...
//later to compare
if (mySMA.Current >stockClosePrice)
...
[/quote]

Is it possible to use the RE indicators outside RE? It would appear that it could be ... I just haven't found the way yet.

Thanks!

Crash during simulation initialisation

felixtjung — Fri, 26 Nov 2010 08:20:00 GMT

Hi,

I encountered a crash during initialisation. I attached right edge project in its simplest form to reproduce the problem.

Here's the crash log:

[code]An exception of type System.ArgumentException was thrown.
An item with the same key has already been added.
at System.ThrowHelper.ThrowArgumentException(ExceptionResource resource)
at System.Collections.Generic.Dictionary`2.Insert(TKey key, TValue value, Boolean add)
at RightEdge.Common.ChartPane.AddSeries(String name, ChartSeries series)
at RightEdge.Common.IndicatorManager.xf0c3ea8f5e810e86(xcc9f24b2b74c9456 x4a3f0a05c02f235f)
at RightEdge.Common.IndicatorManager.UpdateCharts()
at RightEdge.Common.Internal.SystemRunner.Startup()
at RightEdge.Shared.SystemWrapper.InitializeModule(SystemData systemData, SharedSystemRunData runData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SharedSystemRunData runData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginSettings dataStoreSettings)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginSettings dataStoreSettings)
at RightEdge.Shared.TradingModuleWrapper.Run(String filename)
at RightEdge.Shared.TradingModuleWrapper.RunSystem(SharedSystemRunData systemRunData)
at RightEdge.SystemProgress.InitAndRunSystem()[/code]

SeriesCalculatorBaseWithValues.CalcNewValue(int index)?

felixtjung — Wed, 24 Nov 2010 14:59:25 GMT

Hi,

I try to implement SeriesCalculatorBaseWithValues.CalcNewValue(int index). I didn't have much success with it until I noticed it always ask index = 0??? I suspect index here which is described as "The calculated value of the series at index." means the "The calculated value of the series at lookback index.". Can someone with good RE knowledge confirm this? e.g. index == lookback index

Thanks,
Felix

Exception when opening RightEdge project files which refer to file that no longer exists.

felixtjung — Wed, 24 Nov 2010 05:38:15 GMT

Hi,

I rename some of the *.cs files which are referenced by RightEdge project. When I opened, RightEdge, it throws following exception and died:

[code]An exception of type System.IO.FileNotFoundException was thrown.
Could not find file 'C:\Devel\TradingDevelopment\TradingAutomator\Code\TradingAutomator\RightEdgeUtility\TradingUtils.cs'.
at System.IO.__Error.WinIOError(Int32 errorCode, String maybeFullPath)
at System.IO.FileStream.Init(String path, FileMode mode, FileAccess access, Int32 rights, Boolean useRights, FileShare share, Int32 bufferSize, FileOptions options, SECURITY_ATTRIBUTES secAttrs, String msgPath, Boolean bFromProxy)
at System.IO.FileStream..ctor(String path, FileMode mode, FileAccess access, FileShare share, Int32 bufferSize, FileOptions options)
at System.IO.StreamReader..ctor(String path, Encoding encoding, Boolean detectEncodingFromByteOrderMarks, Int32 bufferSize)
at System.IO.StreamReader..ctor(String path)
at System.IO.File.OpenText(String path)
at ActiproSoftware.SyntaxEditor.Addons.DotNet.Dom.SourceProjectContent.LoadForFile(ISemanticParserServiceProcessor language, String filename)
at RightEdge.xe5110d3d5083f078.x81bcb85aece164fc()
at RightEdge.xe5110d3d5083f078.OpenProject(String fileName)
at RightEdge.xf266856f631ec016.OpenProject(String filename)[/code]

I would imagine, RightEdge will handle it e.g. it should warn user that some of the files referenced can't be found and might not compile successfully and peacefully remove it from project file.

Thanks,
Felix

Unsafe code

Steve2008 — Fri, 19 Nov 2010 18:33:01 GMT

I am able to use unsafe code in a trading system if I compile in Visual Studio with the appropriate build box checked, and I can then run the system in RE.

If I change my code in RE and try to compile there, it gives an error that I need the unsafe setting.

Is there a way to give RE the appropriate setting to compile usafe code?

Thanks.

Management Fees and Performance Fees

diabolischGut — Tue, 09 Nov 2010 11:06:21 GMT

Hy Daniel,

it is me again ;-) Now I have to bother you with a different issue. I want to see how the equity looks like if I had done withdraws. Lets say I do a withdraws every third month. The problem I have is that when I withdraw some money with the Method SystemData.Broker.Withdraw(10000); The Barstatistic cash is not affected.

Could I update the barstatistic cash somewhere?

Thank you in advance

Reflect open positions before backtest starts

diabolischGut — Fri, 29 Oct 2010 15:57:07 GMT

Hi Daniel,

I now try to develope a feature for the community. I want to reflect positions before the backtest starts. (this is needed for the walk forward optimization.)

What I already did
- I save all open positions with the method Positionmanager.SaveOpenPositions(string path) this functions writes all open positions to an xml.
- In the startup method I check if there is a file. if so I setup the reflection and create all positions and add them to Positionmanager._pendingPositions the trades I reflect i add to the Positions. Is that correct so far?
- after that I reflect all BrokerPositions.

my questions are:
-to which field I have to add the brokerposition?
- what else I need to setup or is it enough if I just setup all objects from the openpositions.xml

I am sorry for my englisch.

I really appreciate what you are developing and it would be of great benefit for the whole community if we have this feature.

Kind Regards

Willi

SQL Server Management Studio

phg — Fri, 23 Apr 2010 15:58:05 GMT

SQL Express 2008 installed as a dependency along with Web Developer Express on Windows 7. RE build 20 then successfully configured a database. However, I have not been able to install Management Studio 2008 Express. It seems to download properly, and the install starts, ending with the GUI for the SQL Server Installation Center. Searching the internet suggests that Management Studio should show up in a list of tools that can be installed but it doesn't. Apparently I am not the only one having problems. One post suggests I have to completely uninstall SQL Express and start over by downloading "SQL Server 2008 Express with Tools".

Does anyone have any experience with this? What process did you follow to get the Management Studio to install?

Thanks.