Position Priority issue: Object reference...

Author: Christos

Creation Date: 5/9/2011 8:10 AM

Wealth Lab » WealthScript (.NET) » Position Priority issue: Object reference...

Christos

5/9/2011 8:10 AM

In the code below I am trying to prioritize alerts based on ER. Unfortunatelly I am getting a "Object reference not set to an instance of an object." error.
What am I doing wrong?

CODE:
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In the code below I am trying to prioritize alerts based on ER. Unfortunatelly I am getting a "Object reference not set to an instance of an object." error.
What am I doing wrong?
[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		private StrategyParameter slider1;
		private StrategyParameter slider2;
		private StrategyParameter slider3;
		private StrategyParameter slider4;
		private StrategyParameter slider5;
		
		public MyStrategy()
		{
			slider1 = CreateParameter("KAMA_Period_1",230,50,400,10);
			slider2 = CreateParameter("KAMA_Period_2",10,3,10,1);
			slider3 = CreateParameter("RSI_Period_1",2,0,10,1);
			slider4 = CreateParameter("SL_Long",0.2,0.02,0.5,0.02);
			slider5 = CreateParameter("SL_Short",0.2,0.02,0.5,0.02);
		}
		protected override void Execute()
		{
			KAMA SMA200 = KAMA.Series (Close, slider1.ValueInt);
			KAMA SMA5 = KAMA.Series (Close, slider2.ValueInt);			
			RSI RSI2 = RSI.Series (Close, slider3.ValueInt);
			ER ER10 = ER.Series(Close,10);
			
			ChartPane ErPane = CreatePane(25, false, false);
			PlotSeries(ErPane, ER10, Color.Blue, WealthLab.LineStyle.Solid, 2);
			ChartPane RSI2Pane = CreatePane(25, false, false);
			PlotSeries(RSI2Pane, RSI2, Color.Blue, WealthLab.LineStyle.Solid, 2);
			PlotSeries(PricePane, SMA200, Color.Black, WealthLab.LineStyle.Solid, 2);
			PlotSeries(PricePane, SMA5, Color.Red, WealthLab.LineStyle.Solid, 2);
			
			DataSeries CSI = new DataSeries( Bars, "Commodity Selection Index (CSI)" );

for(int bar = (slider1.ValueInt + 10); bar < Bars.Count; bar++)
			{
				//bool reEntryShort = ( (RSI2[bar] > 94)&& (Close[bar] < SMA200[bar]) );
				//bool reEntryLong = ( (RSI2[bar] < 6)&& (Close[bar] > SMA200[bar]) );
				
				if(ActivePositions.Count < 5 )
				{
					if( (Close[bar] < SMA200[bar]) && (RSI2[bar] > 90) && (Close[bar] >= SMA5[bar]) )
						if( ShortAtMarket (bar+1, "Short Init") != null );	
					LastActivePosition.Priority = ER10[bar];

if( (Close[bar] > SMA200[bar]) && (RSI2[bar] < 10) && (Close[bar] <= SMA5[bar]) )
						if(BuyAtClose (bar+1, "Long Init") != null );
					LastActivePosition.Priority = ER10[bar];
				}
				
				for (int actpos = ActivePositions.Count -1; actpos >= 0; actpos--)
				{
					Position p = ActivePositions [actpos];
					
					
					if(p.PositionType == PositionType.Short)
					{
						if (Close[bar] < SMA5[bar] || RSI2[bar] < 10)
							CoverAtClose(bar+1,p, "Cover - < 5DSMA");	
						if (Close[bar] > 1.1 * SMA200[bar])
							CoverAtClose(bar+1,p, "Cover - < 5DSMA");	
						if (Close[bar]/p.EntryPrice-1 >= 0.15)
							CoverAtClose(bar+1,p, "Stop Loss - S");
					}
					else
					{
						if (Close[bar] > SMA5[bar] || RSI2[bar] > 90)
							SellAtClose(bar+1, p, "Exit - >5DSMA");
						if (Close[bar] < 0.9 * SMA200[bar])
							SellAtClose(bar+1, p, "Exit - >5DSMA");
						if (Close[bar]/p.EntryPrice-1 <= -0.15)
							SellAtClose(bar+1,p, "Stop Loss - L");
					}
				}				
			}
		}
	}
}
[/CODE]