Multi-timeframe SetScale/RestoreScale/Synchronize gives consistent index error

Author: kbellare

Creation Date: 1/15/2014 3:25 AM

Wealth Lab » WealthScript (.NET) » Multi-timeframe SetScale/RestoreScale/Synchronize gives consistent index error

kbellare

1/15/2014 3:25 AM

Am trying to convert several Daily strategies to Intra-day so i can insert intra-day Stop Losses. Can't figure out this Run-time error I keep getting when i run these strategy against 60 minute bars - index out-of-range, must be non-negative and within range - attached is exact wording of error message.

To simplify the code, i commented the for (bar) loop, but still run into this error, with these simple commands - SetScale(), RestoreScale(), Synchronize(); Same issue with 30minute bars as well - i tried with ETF, Stock and Future symbols.

Please advise how to fix this ..

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To simplify the code, i commented the for (bar) loop, but still run into this error, with these simple commands - SetScale(), RestoreScale(), Synchronize();  Same issue with 30minute bars as well - i tried with ETF, Stock and Future symbols.

Please advise how to fix this ..

[code]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class Wedges : WealthScript
	{
		private StrategyParameter paramExitDays;
		private StrategyParameter LrxStop;
		private StrategyParameter EnableLrstop;

public Wedges()
		{
			paramExitDays = CreateParameter("Exit after", 20, 2, 50, 2);
			EnableLrstop = CreateParameter("Enable LR Stop",1,0,1,1);
			LrxStop = CreateParameter("LR Stop ATR",0.2,0.2,1.0,0.4);//1,0,1,1

}
		
		protected override void Execute()
		{
			SetScaleDaily();
			SMA sma_v_20 = SMA.Series( Volume,20 );
			SMA sma_c_60 = SMA.Series( Close,60 );
			SMA sma_c_20 = SMA.Series( Close,20 );
			SMA sma_c_50 = SMA.Series( Close,50 );
			SMA sma_c_200 = SMA.Series( Close,200 );
			
			Highest h_30 = Highest.Series( High,30 );
			Highest h_15 = Highest.Series( High,15 );
			Highest h_5 = Highest.Series( High,5 );
			Lowest l_30 = Lowest.Series( Low,30 );
			Lowest l_15 = Lowest.Series( Low,15 );
			Lowest l_5 = Lowest.Series( Low,5 );
			Lowest lowest = Lowest.Series(Low,paramExitDays.ValueInt);
			
			DataSeries range_30 = h_30 - l_30;
			DataSeries range_15 = h_15 - l_15;
			DataSeries range_5 = h_5 - l_5;
			
			OBV obv = OBV.Series( Bars );
			MACD macd = MACD.Series( Close );

DataSeries linreg = LinearReg.Series((Open+Close)/2,4);
			RestoreScale();
			Synchronize(sma_v_20);
			Synchronize(sma_c_60);
			Synchronize(sma_c_20);
			Synchronize(sma_c_50);
			Synchronize(sma_c_200);
			Synchronize(h_30);
			Synchronize(h_15);
			Synchronize(h_5);
			Synchronize(l_30);
			Synchronize(l_15);
			Synchronize(l_5);
			Synchronize(range_30);
			Synchronize(range_15);
			Synchronize(range_5);
			Synchronize(obv);
			Synchronize(macd);
			Synchronize(lowest);
			
			PlotSeries( PricePane, linreg, Color.Purple, LineStyle.Solid,1);

int days = paramExitDays.ValueInt;
			
			/*for(int bar = GetTradingLoopStartBar( 200 ); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					//Exit after N days
					
					Position p = LastPosition;
					//if ( bar+1 - p.EntryBar >= days )
						//ExitAtMarket( bar+1, p, "Timed" ); 
					double lrStop = (linreg[p.EntryBar]-p.EntryPrice)-LrxStop.Value*ATR.Value(bar,Bars,14);
					if (linreg[bar]< p.EntryPrice+lrStop && EnableLrstop.ValueInt==1) SellAtStop(bar+1,p,p.EntryPrice+0.2*ATR.Value(bar,Bars,14),"LR StopLoss");
					else SellAtStop( bar+1, p, lowest[bar] ); 
				}
				else
				{
					bool cond3 = sma_c_50[bar] > sma_c_20[bar];
					bool cond4 = sma_c_50[bar] > sma_c_50[bar-40];
					bool cond5 = range_30[bar] > range_15[bar];
					bool cond6 = range_15[bar] > range_5[bar];
					bool cond9 = sma_c_50[bar] > sma_c_200[bar];
					
					if( cond3 && cond4 && cond5 && cond6 && cond9 )
						BuyAtMarket( bar+1 );					
				}
			}
			*/
		}
	}
}
[/code]

Eugene

1/15/2014 3:30 AM

Check out the QuickRef and the WealthScript Programming for the syntax and examples of using Synchronize(). You're using it incorrectly, like one would do with a void whereas Synchronize() returns a DataSeries and the result of its processing should be assigned back to the original DataSeries.