Open Interest on Intraday charts

Author: adasko

Creation Date: 10/25/2008 1:28 PM

Wealth Lab » WealthScript (.NET) » Open Interest on Intraday charts

adasko

10/25/2008 1:28 PM

Hi,

When I use following code on intraday data:
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CODE:
Please log in to see this code.

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I have received following runtime error:
Runtime error: Object reference not set to an instance of an object.
at WealthLab.Strategies.MyStrategy.Execute()
at WealthLab.WealthScript.PlotSeries(ChartPane pane, DataSeries series, Color color, LineStyle style, Int32 width)
at WealthLab.WealthScript.a(DataSeries A_0)

I checked in data editor that Open Interest data are included in used files. The same code run fine on daily data (EOD data).

Regards,
adasko

Size:

Color:

Hi,

When I use following code on intraday data:
-----------------------------------------------------------------

[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		protected override void Execute()
		{			 
			/* 
				This system buys a new position whenever MACD crosses the signal line from below 0. 
				It sells all open positions when MACD crosses below the signal line from above 0. 
				The trading loop starts at Bar 60 in order to give the 26-period EMA used in the 
				MACD calculation time to stabilize. 
			*/			
			DataSeries macd = MACD.Series( Close );
			DataSeries macdSignal = EMA.Series( macd, 9, WealthLab.Indicators.EMACalculation.Modern );
			DataSeries macdhist= macd - macdSignal;
			
			ChartPane MACDPane = CreatePane( 50, true, true );
			PlotSeries( MACDPane, macd, Color.Brown, WealthLab.LineStyle.Solid, 2 );			
			PlotSeries( MACDPane, macdSignal, Color.Black, WealthLab.LineStyle.Solid, 1 );
			PlotSeries( MACDPane, macdhist, Color.Black, WealthLab.LineStyle.Histogram, 1 );
			
			
			ChartPane OEPane = CreatePane( 50, false, true );
			SetPaneMinMax( OEPane, 0, 100 );
			PlotSeries( OEPane, Bars.FindNamedSeries("Open Interest"), Color.Green,WealthLab.LineStyle.Histogram, 2 );		
			 for (int bar = 0; bar<Bars.Count; bar++)
				if (Close[bar] > Open [bar])
					SetSeriesBarColor (bar, Bars.FindNamedSeries("Open Interest"), Color.Green);
				else
					SetSeriesBarColor (bar, Bars.FindNamedSeries("Open Interest"), Color.Black);
			
			 HideVolume();
		}
	}}[/CODE]

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I have received following runtime error:
Runtime error: Object reference not set to an instance of an object.
     at WealthLab.Strategies.MyStrategy.Execute()
     at WealthLab.WealthScript.PlotSeries(ChartPane pane, DataSeries series, Color color, LineStyle style, Int32 width)
     at WealthLab.WealthScript.a(DataSeries A_0)

I checked in data editor that Open Interest data are included in used files. The same code run fine on daily data (EOD data).

Regards,
adasko