Index was out of range. - Wealth Lab Forum

soniasrm

#1

10/17/2011 5:42 AM

I translated a code from wl4 to wl6 and I haven't errors when complile. However, when I run the strategy for all Symbols in Euro Stoxx (from MetaStock), I have a error for more than 200 stocks "Error processing symbol AALB.NA Index was out of range. Must be non-negative and less than the size of the collection.", but when I run the strategy for only one stock (for example AALB.NA that have error in the "backtest") it run ok.

Thanks and regards

Eugene

#2

10/17/2011 6:11 AM

When you see an error message, it's usually a good idea to browse our Knowledge Base (Wiki), Errors section: Errors when working with Wealth-Lab.

From there you could find the following: Errors | Strategy > (scroll down to) "Index was out of range"

To me it seems like #2 (live bug - workaround is available by following the link on the page.)

soniasrm

#3

10/20/2011 10:37 AM

Can be the error (30248) Backtest broken with Index Out Of Range message with enabled Benchmark Buy&Hold and a DataSet symbol doesn't contain dates within backtest range ?Synchronization issue: enabled Benchmark Buy&Hold symbol breaks a multi-symbol backtest and generates an "Index Out Of Range" exception when backtested DataSet contains a symbol whose starting date doesn't fall in selected data loading range. (http://www2.wealth-lab.com/WL5WIKI/OpenIssues.ashx?NoRedirect=1#New_Existing_Issues_foundintroduced_in_GC_3)

But how can I solve the problem? I run your strategy “Bad History Data Check” and only have gaps between dates (pe Gap of 5 days in data at bar 5412 (4/26/2011 12:00:00 AM)).

In my test strategy I don’t call historical bars, only “Bar.Count-1”:

If you could help me, here you are the data:

WealthLabDev Version 6.2.34.0
PC with Windows 7 Enterprise, Intel® core™2 processor, 2.00 GB of RAM, 32 BIT op system
daily data from MetaStock, stocks of Euro Stoxx, except BCP (311 stocks).

Thanks

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Can be the error (30248) Backtest broken with Index Out Of Range message with enabled Benchmark Buy&Hold and a DataSet symbol doesn't contain dates within backtest range ?Synchronization issue: enabled Benchmark Buy&Hold symbol breaks a multi-symbol backtest and generates an "Index Out Of Range" exception when backtested DataSet contains a symbol whose starting date doesn't fall in selected data loading range. (http://www2.wealth-lab.com/WL5WIKI/OpenIssues.ashx?NoRedirect=1#New_Existing_Issues_foundintroduced_in_GC_3)

But how can I solve the problem? I run your strategy “Bad History Data Check” and only have gaps between dates (pe Gap of 5 days in data at bar 5412 (4/26/2011 12:00:00 AM)).

In my test strategy I don’t call historical bars, only “Bar.Count-1”:

[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Indicators;
using System.Threading; // Sleep()
using System.Windows.Forms;
using finantic.TL; // WealthScriptTL

namespace WealthLabCompile2
{
	class Strategy : WealthScriptTL
	{
		#region file ChartScript

public new void Init()
		{
			base.Init();
			//optional settings
			UseUpdatedEMA(true);
			SetStdDevCalculation(StdDevCalculation.Population);
		}

//----------------------------------------------------------	
		// //DEFINIÇÃO DE VARIÁVEIS
		
		public int Bar, bb, BW, P1, p2  = 0; 
		
		public int ATLAS, VOLUMEX, MACDADX = 0;
		public string R, R1, R2, R4, C, C1, C2, C3, B, B1, F, F1, F2 = null;

/** This method contains the meat of your script,
		i.e, any statements that are not inside a user defined class or function/procedure. */
		protected override void Execute()
		{
			// print the header when running the first symbol			
			if( Bars.Symbol == DataSetSymbols[0] ) 	
			{
				ClearDebug();
				PrintDebug("Symbol\tDate\tChartScript\tDTStatus\tDailyTrend\tadx");
			}

//----------------------------------------------------------
			// OPINIÃO DE CURTO A MÉDIO PRAZO #2 - TENDÊNCIA DIÁRIA
			//----------------------------------------------------------
			int DTStatus = 0;
			string DailyTrend = null;
			
			DailyTrend = (string)"No short-term trend definition.";
			DTStatus = (int)0;
			
			double adx = ADX((Bars.Count - 1), 14);
			
			/** Define tendencia negativa */ 
			if (( adx > 20)) 
				if ((MACD((Bars.Count - 1), WL_CLOSE) < EMA((Bars.Count - 1), MACDSeries(WL_CLOSE), 9))) 
					if ((DIPlus((Bars.Count - 1), 14) < DIMinus((Bars.Count - 1), 14))) 
					{
						DailyTrend = (string)"Short-term trend is negative.";
						DTStatus = (int) -1;
					}
			/** Define tendencia positiva */ 
			if ((ADX((Bars.Count - 1), 14) > 20)) 
				if ((MACD((Bars.Count - 1), WL_CLOSE) > EMA((Bars.Count - 1), MACDSeries(WL_CLOSE), 9))) 
					if ((DIPlus((Bars.Count - 1), 14) > DIMinus((Bars.Count - 1), 14))) 
					{
						DailyTrend = (string)"Short-term trend is positive.";
						DTStatus = (int)1;
					}

//custom columns
			//ClearDebug();
			
			PrintDebug(Bars.Symbol + 
				"\t" +Date[Bars.Count - 1].ToShortDateString() + 
				"\t" + "ChartScript" + 
				"\t" + DTStatus +			
				"\t" + DailyTrend + 
				"\t" + adx + 
				"\t");	
			
		} //override
		
		#region .cs includes 
		/** could not find C# Include cstest2.cs */
		#endregion .cs includes 
		
	} // class Strategy
} // namespace

#endregion file ChartScript
[/CODE]

If you could help me, here you are the data:

WealthLabDev Version 6.2.34.0
PC with Windows 7 Enterprise, Intel® core™2  processor, 2.00 GB of RAM, 32 BIT op system
daily data from MetaStock, stocks of Euro Stoxx, except BCP (311 stocks).

Thanks

Eugene

#4

10/20/2011 10:47 AM

Have you disabled Benchmark Buy&Hold symbol in Wealth-Lab's Preferences dialog?

soniasrm

#5

10/21/2011 3:43 AM

Yes, all options are disable in the Backtest Settings in WL's Preferences

Cone

#6

10/21/2011 4:06 AM

I'm always suspicious of the translator, so please try running a Strategy that hasn't been translated, like "Glitch Index" on the DataSet and range. Is there a problem there?

If not, this strategy would be pretty simple to whip for you in native C#.

Eugene

#7

10/21/2011 5:00 AM

OK fine, then we may exclude Benchmark B&H.

The code is very simple but maybe you're not familiar with C# yet if you're trying to use WSTL? In any case, the translation result is valid.

I guess that your strategy accesses the data at an invalid bar number or the data that does not exist. Right after the opening parenthesis of void Execute(), insert the two highlighted lines, "Compile" and "Go" (or click "Execute" that re-compiles and runs):

If that makes the IOOR error go away, then with your selected data loading range (for example, "Date Range") there are symbols with zero bars (i.e. had stopped trading or were added later).

Also, it makes sense to inspect your DataSet in Data Manager and exclude any symbols with 0 bars: click on "Symbol Details" and examine the output in the Bars column.

soniasrm

#8

10/21/2011 5:26 AM

In fact, I didn't have problems with this strategy. I also suspected the code after translate, but I tried to change the code [p.e. from MACDSeries(WL_CLOSE), 9) for MACD.Series(Close, 14)] but appeared a compile error. Maybe because I'm using "finantic.TL;class Strategy : WealthScriptTL"....

I tried to use WealthScriptTL in strategy Glitch Index and I also had errors [p.e. error CS0119 @ (39.25): 'finantic.TL.WealthSriptTL.SMA(int.int.int)' is a 'method'. which is not valid in the given context]

Could you explain me the difference between using "class Strategy : WealthScriptTL" and "class Strategy : WealthScript"? Thank you

Eugene

#9

10/21/2011 5:49 AM

Don't try to mix WSTL generated code with pure C# WealthScript code. It's a no-no.

The difference between ": WealthScriptTL" and ": WealthScript" is that the first strategy inherits from the WealthScriptTL class (i.e. is a product of WSTL) and the other is a native, pure WealthScript code.

soniasrm

#10

10/21/2011 6:31 AM

So, I can use WealthScriptTL, right?

Replying Eugene 5:00 AM: with the code "if( Bars.Count < 14 ), Abort();" in the beginning the error continue.

I think that the problem can't be about the bars, because when I run the code for only one ticker sometimes it doesn’t have error and sometimes not...

When error appear for only one ticker the error in the bottom of the windows with green color is
"Runtime error: Index was out of range. Must be non-negative and less than the size of the collection.
at WealthLabCompile2.Strategy.Execute()
at finantic.TL.WealthScriptTL.MACD(Int32 bar.Int32 series)
at WealthLab.DataSeries.get Item (Int32 i)
at System.Collections.Generic.List'1.get Item (Int32 index)
at System.ThrowHelper.ThrowArgumentOutOfRangeException()
at System.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument Argument.ExceptionResource resource)"
but after that I click "Run the Strategy" (for the same ticker), and appear in the Debug and Error Messages ""AC.FP 10/19/2011 ChartScript 1 Short-term trend is positive. 20.7575422856003 ""

Thanks

Cone

#11

10/21/2011 8:17 AM

I just did a quick test with your strategy and I see the data errors too - but only with that strategy. Other strategies that use precisely the same data loading don't have the problem. I've never used (and never will use) WealthScriptTL, but the problem seems to be there, so I recommend knocking out this strategy in pure C#. If you can paste the WL4 code, I can whip it up pretty quickly.

soniasrm

#12

10/21/2011 9:14 AM

I'm not familiar with pure C# code, and the posted code is very simple because I was deleting code for find the first error in the original strategy translated for WL6 (after I had the code without compiled errors, appear the "green error" Runtime error: not supported. The original WL4 code is more than 2000 lines, including functions and Community Indicators (as Hilbert Transformations).

The WL4 code only for the posted code before in WSTL:

The return of the original code isn't a test for trading, it is values based in indicators defined by us, equal for each stock, that after we transfer for excel.

Thanks

Eugene

#13

10/22/2011 2:26 AM

Run this screen on single symbol w/ longest history:

soniasrm

#14

10/25/2011 5:42 AM

Hi, thank you for the code. It run ok, and it returns the same results of WL4 for 99% of Euro Stoxx's companies.

I'm trying to re-write the code from WSTL to WS. Could we post in this category doubts about WS code, or should we use the category WealthScript (.NET)?

With the same structure, I tried to re-write another part of the big code. But in this case, I have a cycle "for" for all bars of each stock and appears a new error: "Error in Visualizer: TabPage: {Drawdown}, removing.
Exception of type ‘System.OutOfMemoryException’ was thown."

Thanks for your help.

Size:

Color:

Hi, thank you for the code. It run ok, and it returns the same results of WL4 for 99% of Euro Stoxx's companies.

I'm trying to re-write the code from WSTL to WS. Could we post in this category doubts about WS code, or should we use the category WealthScript (.NET)?

With the same structure, I tried to re-write another part of the big code. But in this case, I have a cycle "for" for all bars of each stock and appears a new error: "Error in Visualizer: TabPage: {Drawdown}, removing.
Exception of type ‘System.OutOfMemoryException’ was thown."

[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 paramPeriod;				
		public MyStrategy()		
		{			
		paramPeriod = CreateParameter("MACD Period", 14, 2, 50, 2);		
		}
		
		// //DEFINIÇÃO DE VARIÁVEIS
		
		public int Bar, trend  = 0; 
		
		//public int ATLAS, VOLUMEX, MACDADX = 0;
		//public string R, R1, R2, R4, C, C1, C2, C3, B, B1, F, F1, F2 = null;
		
		protected override void Execute()		
			
		{			
			PrintDebug("Symbol\tDate\tChartScript\tTrend");
						
			/** definição de variáveis: */ 
			int Lastbar = Bars.Count-1;	
			
			int Period = paramPeriod.ValueInt;	
			double adx = 0.0;
			DataSeries ema = new DataSeries(Bars, "EMA Series");

int DTStatus = 0;			
			string DailyTrend = null;		
			
			foreach(string symbol in DataSetSymbols)			
			{				
				SetContext(symbol, true);				
				if (Bars.FirstActualBar < Lastbar)		
					
				{		
							
					//----------------------------------------------------
					//- CALCULO DO MODO DOMINANTE (TREND OR CYCLE MODE)
					//----------------------------------------------------
					HTPeriod htp = HTPeriod.Series( AveragePrice.Series(Bars) );
			
					HTSin htsin = HTSin.Series( AveragePrice.Series(Bars));
					HTLeadSin htleadsin = HTLeadSin.Series( AveragePrice.Series(Bars));
					HTDCPhase htdc = HTDCPhase.Series( AveragePrice.Series(Bars));
			
					// compute trendline as simple average over dominant cycle period
					HTTrendLine Trendline = HTTrendLine.Series( AveragePrice.Series(Bars));
					
					/** compute dominant cycle phase */ 
					DataSeries SmoothPrice =  WMA.Series( Close, 4 );

int Daysintrend = 0;
			
					double TrendFilter = (2 / 100.0);
			
					for (Bar = 50; Bar <= (Lastbar); Bar++) 
					{
						/** assume trend mode */ 
						trend = (int)1;
        		
						/** measure days in trade since last crossing of sinewave indicator */ 
						if (CrossOver(Bar, htsin, htleadsin ) || CrossOver(Bar, htleadsin, htsin))
						{
							Daysintrend = (int)0;
							trend = (int)0;
						}
						Daysintrend = (int)(Daysintrend + 1);
				
						if (Daysintrend < (0.5 * htp[Bar]))
							trend = (int)0;
				
						/** cycle mode if delta phase is +- 50% of dominant cycle change of phase */ 
						if (htp[Bar] != 0)
							if ((htdc[Bar] - htdc[Bar - 1]) > (240.0 / htp[Bar])) 
								if ((htdc[Bar] - htdc[Bar - 1]) < (540.0 / htp[Bar])) 
									trend = (int)1;
				
						/** declare a trend mode if smoothprice is more than TRENDFILTER % from trendline */ 
						if (((SmoothPrice[Bar] - Trendline[Bar]) / Trendline[Bar]) >= TrendFilter)
							trend = (int)1;

if (((SmoothPrice[Bar] - Trendline[Bar]) / Trendline[Bar]) <= -TrendFilter)
							trend = (int) -1;
					}					
				}
				 
				PrintDebug(Bars.Symbol + 
					"\t" +Date[Bars.Count - 1].ToShortDateString() + 
					"\t" + "ChartScript" + 	
					"\t" + trend +
					"\t");	
				RestoreContext();			
			}		
		}	
	}
}
[/CODE]

Thanks for your help.

Eugene

#15

10/25/2011 6:03 AM

It doesn't really matter as we can move users' posts to the appropriate category.

You might want to review the FAQ for Out of memory problems. and be sure to run the code on 1 symbol. Here's a slightly revamped version:

Size:

Color:

[QUOTE]I'm trying to re-write the code from WSTL to WS. Could we post in this category doubts about WS code, or should we use the category WealthScript (.NET)?[/QUOTE]
It doesn't really matter as we can move users' posts to the appropriate category.
[QUOTE]With the same structure, I tried to re-write another part of the big code. But in this case, I have a cycle "for" for all bars of each stock and appears a new error: "Error in Visualizer: TabPage: {Drawdown}, removing.
Exception of type ‘System.OutOfMemoryException’ was thown."[/QUOTE]
You might want to review the FAQ for [LINK=http://www2.wealth-lab.com/WL5WIKI/kbFAQStrategy.ashx]Out of memory problems.[/LINK] and be sure to run the code on 1 symbol. Here's a slightly revamped version:
[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 paramPeriod;				
		public MyStrategy()		
		{			
			paramPeriod = CreateParameter("MACD Period", 14, 2, 50, 2);		
		}
		
		protected override void Execute()		
		{			
			PrintDebug("Symbol\tDate\tChartScript\tTrend");
						
			int Period = paramPeriod.ValueInt;	
			double adx = 0.0;
			DataSeries ema = new DataSeries(Bars, "EMA Series");
			int Lastbar = Bars.Count-1;	
			int trend  = 0; 
			int DTStatus = 0;			
			string DailyTrend = null;		
			
			foreach(string symbol in DataSetSymbols)			
			{				
				SetContext(symbol, true);				
				if (Bars.FirstActualBar < Lastbar)					
				{		
							
					//----------------------------------------------------
					//- CALCULO DO MODO DOMINANTE (TREND OR CYCLE MODE)
					//----------------------------------------------------
					HTPeriod htp = HTPeriod.Series( AveragePrice.Series(Bars) );
			
					HTSin htsin = HTSin.Series( AveragePrice.Series(Bars));
					HTLeadSin htleadsin = HTLeadSin.Series( AveragePrice.Series(Bars));
					HTDCPhase htdc = HTDCPhase.Series( AveragePrice.Series(Bars));
			
					// compute trendline as simple average over dominant cycle period
					HTTrendLine Trendline = HTTrendLine.Series( AveragePrice.Series(Bars));
					
					// compute dominant cycle phase
					DataSeries SmoothPrice =  WMA.Series( Close, 4 );

int Daysintrend = 0;
					double TrendFilter = (2d / 100.0);
					
					for (int bar = 50; bar <= (Lastbar); bar++) 
					{
						// assume trend mode
						trend = 1;
        		
						// measure days in trade since last crossing of sinewave indicator
						if (CrossOver(bar, htsin, htleadsin ) || CrossOver(bar, htleadsin, htsin))
						{
							Daysintrend = 0;
							trend = 0;
						}
						Daysintrend += 1;
				
						if (Daysintrend < (0.5 * htp[bar]))
							trend = 0;
				
						// cycle mode if delta phase is +- 50% of dominant cycle change of phase
						if (htp[bar] != 0)
							if ((htdc[bar] - htdc[bar - 1]) > (240.0 / htp[bar])) 
								if ((htdc[bar] - htdc[bar - 1]) < (540.0 / htp[bar])) 
									trend = 1;
				
						// declare a trend mode if smoothprice is more than TRENDFILTER % from trendline
						if (((SmoothPrice[bar] - Trendline[bar]) / Trendline[bar]) >= TrendFilter)
							trend = 1;

if (((SmoothPrice[bar] - Trendline[bar]) / Trendline[bar]) <= -TrendFilter)
							trend = -1;
					}
				}
				 
				PrintDebug(Bars.Symbol + 
					"\t" +Date[Lastbar].ToShortDateString() + 
					"\t" + "ChartScript" + 	
					"\t" + trend +
					"\t");
				RestoreContext();			
			}		
		}	
	}
}[/CODE]

soniasrm

#16

10/25/2011 9:35 AM

Hi. I’ve already seen the Out of Memory FAQ, and I turned off all Performance Visualizers, but the error continue.

If I break the DataSet SXXE in SXXE-1 and SXXE-2, it run ok but it isn’t the perfect solution…

How can I use the Bars.Cache.Clear in your last code? I tried after RestoreContext(), but without success.

What is the difference between x32 version and x64 version?

Thanks a lot.

Eugene

#17

10/25/2011 9:49 AM

See the Wiki FAQ.

Because the DataSeries are 'attached' to the clicked Bars. In a Strategy that loops by DataSetSymbols, you have to create them after calling SetContext e.g.: