Unable to cast object of type error with compressed intraday data on in MSB mode

Author: jeffwcpa

Creation Date: 11/7/2019 3:22 PM

Wealth Lab » WealthScript (.NET) » Unable to cast object of type error with compressed intraday data on in MSB mode

jeffwcpa

11/7/2019 3:22 PM

I keep getting a Error processing symbol WPP Unable to cast object of type 'WealthLab.DataSeries' to type 'WealthLab.Indicators.StochD' when running against intraday and compressed daily data.. I found on the Wiki that this error can occur if data is missing for one of the symbols. I downloaded the daily and intraday date and use a date range prior to today's date but still get this error. I only get this error when executed against a dataset but not individual symbols.

Any ideas as to the problem?

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I keep getting a Error processing symbol WPP	Unable to cast object of type 'WealthLab.DataSeries' to type 'WealthLab.Indicators.StochD' when running against intraday and compressed daily data.. I found on the Wiki that this error can occur if data is missing for one of the symbols. I downloaded the daily and intraday date and use a date range prior to today's date but still get this error. I only get this error when executed against a dataset but not individual symbols.

Any ideas as to the problem?

[code]
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class JswMyStrategy : WealthScript
	{

private StrategyParameter paramPT;
		private StrategyParameter paramSL;

public JswMyStrategy()
		{
			paramPT = CreateParameter("Profit Target %", 1, 1, 20, 1.0);
			paramSL = CreateParameter("Stop Loss %", 0.5, 0.5, 10, 0.5);
		}

public int GetTime(int bar)
		{
			return Date[bar].Hour * 100 + Date[bar].Minute;
		}

protected override void Execute()
		{
			double target = paramPT.Value;
			double stop = paramSL.Value;
			int n = Bars.BarInterval;

ChartPane StochPane = CreatePane(75, true, true);
			DataSeries SlowK = StochD.Series(Bars, 14, 3);
			DataSeries SlowD = SMA.Series(SlowK, 3);

SetScaleDaily();
			DataSeries SlowKDaily = StochD.Series(Bars, 14, 3);
			DataSeries SlowDDaily = SMA.Series(SlowKDaily, 3);
			RestoreScale();
			SlowKDaily = Synchronize(SlowKDaily) >> 1;
			SlowDDaily = Synchronize(SlowDDaily) >> 1;

PlotSeries(StochPane, SlowK, Color.Purple, WealthLab.LineStyle.Solid, 2);
			PlotSeries(StochPane, SlowD, Color.Black, WealthLab.LineStyle.Solid, 2);
			PlotSeries(StochPane, SlowKDaily, Color.Red, WealthLab.LineStyle.Solid, 2);
			PlotSeries(StochPane, SlowDDaily, Color.PaleVioletRed, WealthLab.LineStyle.Solid, 2);
			DrawHorzLine(StochPane, 20, Color.Green, LineStyle.Solid, 1);

for(int bar = GetTradingLoopStartBar(11); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if ((GetTime(bar) >= 1600 - n)) // exit on the last bar of the day
					{
						ExitAtMarket(bar + 1, p, "16:00");
					}

if (p.PositionType == PositionType.Long)
					{
						//double ProfitTgt = p.EntryPrice + 500d;
						//double StopPrice = p.EntryPrice - 300d;
						double ProfitTgt = p.EntryPrice * (1 + target / 100.0d);
						double StopPrice = p.EntryPrice * (1 - stop / 100.0d);

if (!SellAtStop(bar + 1, p, StopPrice, "Stop Loss"))
							SellAtLimit(bar + 1, p, ProfitTgt, "Profit Target");
					}
					else
					{
						//double ProfitTgt = p.EntryPrice - 500d;
						//double StopPrice = p.EntryPrice + 300d;
						double ProfitTgt = p.EntryPrice * (1 - target / 100.0d);
						double StopPrice = p.EntryPrice * (1 + stop / 100.0d);

if (!CoverAtStop(bar + 1, p, StopPrice, "Stop Loss"))
							CoverAtLimit(bar + 1, p, ProfitTgt, "Profit Target");
					}

}
				else
				{
					if (SlowKDaily[bar] < 20)
					{
						if (CrossOver(bar, SlowK, 20))
						{
							if (Bars.IsIntraday && (Date[bar].Hour * 100 + Date[bar].Minute) < 1100)
							{
								BuyAtClose(bar, "");
							}
						}
					}
				}
			}
		}
	}
}
[/code]

Eugene

11/7/2019 3:53 PM

You're not doing anything wrong. Not many ideas except that it's been a known issue without resolution. See Wiki Open Issues:

QUOTE:
When running a Strategy in MSB mode when an indicator is used in multiple scales simultaneously (via SetScale...) and it accepts Bars as a parameter, you get an error message and chart rendering stops incorrectly:
** Error processing symbol XXX Unable to cast object of type 'WealthLab.DataSeries' to type 'WealthLab.Indicators.IndicatorName'

There's no workaround to the issue currently.

P.S. Should you decide to optimize the Stochastic indicator , there's another pitfall to avoid as suggested by the same helpful Open Issues list:

(55091) Calculating StochD gets slower in geometric progression depending on smoothing

You're not optimizing it currently so I leave it as is.