- ago
KAMA indicator is not functioning and produces following error
"Initialize Exception (VYM) Line 21 - The type initializer for '†††
††††Œ' threw an exception.
at WealthLab.AdvancedSmoothers.KAMA.Populate()
at WealthLab.AdvancedSmoothers.KAMA..ctor(TimeSeries source, Int32 er, Int32 fast, Int32 slow)
at WealthScript8.MyStrategy.Initialize(BarHistory bars) in :line 21
at WealthLab.Backtest.UserStrategyExecutor.FillStub(List`1 symbols)"

CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using WealthLab.Indicators; using System.Drawing; using System.Collections.Generic; using WealthLab.AdvancedSmoothers; namespace WealthScript8 { public class MyStrategy : UserStrategyBase {     public MyStrategy() : base() { } public override void Initialize(BarHistory bars) {          indicator = new KAMA(bars.Close,10,2,30);          PlotIndicator(indicator,Color.FromArgb(255,0,0,0));          indicator2 = new KAMA(bars.Close,10,2,30);          StartIndex = 10; } public override void Execute(BarHistory bars, int idx) {          int index = idx;          Position foundPosition0 = FindOpenPosition(0);          bool condition0;          if (foundPosition0 == null)          {             condition0 = false;             {                if (indicator.CrossesUnder(0.00, index))                {                   condition0 = true;                }             }             if (condition0)             {                _transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, 0, "Buy At Market (1)");             }          }          else          {             condition0 = false;             {                if (indicator2.CrossesOver(0.00, index))                {                   condition0 = true;                }             }             if (condition0)             {                ClosePosition(foundPosition0, OrderType.Market, 0, "Sell At Market (1)");             }          } }       private IndicatorBase indicator;       private IndicatorBase indicator2;       private Transaction _transaction; } }

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- ago
#1
Should't backtesting start at bar 30 rather than 10 given the KAMA slow period is 30?

CODE:
//StartIndex = 10; StartIndex = 30;
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Glitch8
 ( 8.38% )
- ago
#2
I'm not seeing the exception with your code, or with KAMA in general. What version of Advanced Smoothers are you using (check the Help, About box)?
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- ago
#3
I can reproduce it in production build (but StartIndex apparently isn't the culprit here).
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- ago
#4
Using Advanced Smoothers build 2. Problem showed up after updating everything to the latest
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- ago
#5
Simply put, something went wrong during build. Fixed in Advanced Smoothers build 3, to be released together with WL7 build 18. Sorry for the inconvenience.
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