Index out of range errors on a lot of S&P 500 symbols
Author: gbullr
Creation Date: 2/9/2010 10:24 PM
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gbullr

#1
CODE:
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Eugene

#2
Something on Index was out of range from the WL5 Wiki.

How to report a Problem?

Please be specific. Give us the details.

* Wealth-Lab tool in use (Strategy Monitor, Strategy Window, etc.)
* Position Sizing Control and Data Loading Control settings
* Options (F12), especially from the Trading Costs/Control group.
* Data provider or real-time data feed
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gbullr

#3
Error list

Parameter name: index
Error processing symbol CBH Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol CC Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol CFC Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol CTX Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol CZN Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol DJ Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol EQ Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol GGP Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol GM Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol HET Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol HPC Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol JAVAD Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol LEH Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol LTR Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol MER Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol MNST Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol NCC Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol ROH Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol SAF Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol SGP Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol SOV Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol TRB Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol UST Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol WB Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol WMI Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol WWY Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
Error processing symbol WYE Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index
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Eugene

#4
Thank you, I'm familiar with the output of this error message - albeit under different conditions.

Assuming Fidelity data, we need few more details to proceed:

* Is this Strategy Monitor or Strategy Window?
* What are your data loading settings? What about the time frame of your DataSet?
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Eugene

#5
Oops. Considering the symbols e.g. GM, JAVAD, WYE, MNST..., the Wealth-Lab 5 Wiki FAQ article explains it pretty well:

Index was out of range happens when...
QUOTE:
accessing the data that does not exist. Example: your DataSet contains the price data for a symbol that stopped trading, and you select the data range that goes beyond that date, and do not account for this fact in your Strategy.

All of these symbols are in Fidelity symbol quarantine i.e. delisted, changed their ticker.

You can remove these symbols from your DataSet, for example.
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