"Interacting with Equity" error message after upgrading to 6.2

Author: elliottp

Creation Date: 7/21/2011 1:56 PM

Wealth Lab » Extensions » "Interacting with Equity" error message after upgrading to 6.2

elliottp

7/21/2011 1:56 PM

This page has a sample on it that loads a strategy by name and executes it: http://www2.wealth-lab.com/WL5Wiki/kbInteractingWithPortfolioEquity.ashx. However, when I run the sample, I get a null pointer exception with the following stack trace:

at Community.Components.Utility.runDonor(WealthScript yourStrategy)
at WealthLab.WealthScript.SetContext(String symbol, Boolean synchronize)
at WealthLab.Bars.ctor(Bars b)

I think the offending line of code is:
// Loop through the DataSet to collect its symbols for MS
obj.SetContext(obj.DataSetSymbols[b], false);

I'm not sure why I'm getting this error, my thought is that it may have something to do with the upgrade to version 6.2. It doesn't seem to matter what strategy I try to run.

Eugene

7/21/2011 2:34 PM

Have you upgraded to the latest build of the library?

Community Components Change Log

v.2011.07, first line

elliottp

7/21/2011 3:14 PM

Yes, I just checked the extension manager and I am using 2011.07

Eugene

7/21/2011 3:22 PM

Everything works for me.

Please provide more information: data provider, which strategies, symbols, data loading range... in other words, anything that can help reproduce the effect.

elliottp

7/21/2011 3:43 PM

I'm running WL dev 6.2 with Community Components 2011.07.

Data provider: Yahoo
Symbols: Yahoo S&P100 basket
Data Range: 10 years
Scale: Daily
Position Size: $5,000 (RP)

The sub-strategy I'm trying to run it the built-in "RSI Rotation" strategy (just for testing). If you run it on a single symbol you can see the full stack trace for the null pointer exception. If you run it on the basket the debug log shows the same for each symbol (but without the full stack trace).

CODE:
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I'm running WL dev 6.2 with Community Components 2011.07.

Data provider: Yahoo
Symbols: Yahoo S&P100 basket
Data Range: 10 years
Scale: Daily
Position Size: $5,000 (RP)

The sub-strategy I'm trying to run it the built-in "RSI Rotation" strategy (just for testing). If you run it on a single symbol you can see the full stack trace for the null pointer exception. If you run it on the basket the debug log shows the same for each symbol (but without the full stack trace).

[CODE]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components;

namespace WealthLab.Strategies
{
	public class Test : WealthScript
	{
		// this code taken from: http://www2.wealth-lab.com/WL5Wiki/kbInteractingWithPortfolioEquity.ashx
		protected override void Execute()
		{
			// Community.Components utility class
			Utility u = new Utility(this);
			
			// save symbol in WL's global memory
			string firstRun = ""; string results = "";
			SetGlobal( firstRun, Bars.Symbol );

string myStrategyName = "RSI Rotation";
			
			if( (string)GetGlobal( firstRun ) == DataSetSymbols[0] )
			{
				RemoveGlobal( results + "_PerformanceResults" );
				WealthScript myStrategy = u.LoadStrategyFromDisk( myStrategyName );
				SystemPerformance sp = u.runDonor( myStrategy );
				SetGlobal( results + "_PerformanceResults", sp.Results );
			}
			
			// Retrieve system results from the GOP and plot portfolio equity
			SystemResults sr = (SystemResults)GetGlobal( results + "_PerformanceResults" );
			DataSeries globalEquity = sr.EquityCurve; globalEquity.Description = "Portfolio Equity";
			globalEquity = Synchronize( globalEquity );
			ChartPane gEqPane = CreatePane( 40, false, true );
			PlotSeries( gEqPane, globalEquity, Color.DarkGreen, LineStyle.Histogram, 2 );
			HideVolume();
			
			for(int bar = 20; bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					//code your exit rules here
				}
				else
				{
					//code your entry rules here
				}
			}
		}
	}
}
[/CODE]

Eugene

7/21/2011 4:20 PM

It works for me on any DataSet w/o an error, regardless of settings, strategy type etc.

1. Make sure you're executing the code on the first symbol of the DataSet.
2. Run "Bad history data check" on the DataSet and exclude any symbols with 0 bars.

Optionally, you might want to add ClearGlobals() on top of the code to clear any garbage in the GOP from unsuccessful runs. (Remove it after the strategy has run fine.)