Object-reference-not-set

Below is a new version that addresses the problem with matching the trading pairs considering that the benchmark symbol can have many simultaneous open positions when using multiple symbol datasets. However, there still remains an issue with index out of range when using a dataset that has "old" expired symbols such as in the Dow 30 - where if you look in the Data Manager the symbols have a period in them. In the strategy settings if you specify a date range that happens to include one of those "old" symbols then the index out of range error occurs. If the strategy settings do not include dates for those symbols then the strategy runs. Briefly, I tried many workarounds and checks for invalid indexes in relation to the data but could not find why that occurs. Hence, use dates that don't include the problematic symbols. Or, create a new dataset that doesn't include the old problematic symbols.

Also, I did a tad bit more code cleanup...

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Collections.Generic;
using System.Threading;
//using GabrielEmilio;

namespace WealthScript1 
{
   public class PairsTradeRSI : UserStrategyBase
   {

      private static int Stock2PosTag = 100000;
      
      public PairsTradeRSI() : base()
      {
         AddParameter("Std. Devs", ParameterType.Double, 2, 1, 3, 5);
         AddParameter("BB Period", ParameterType.Int32, 50, 10, 80, 10);
         AddParameter("StopLoss", ParameterType.Double, 7, 2, 15, 1);
      }

      public override void Initialize(BarHistory bars)
      {
         string _stock2 = this.Backtester.Strategy.Benchmark;

         stock2 = GetHistory(bars, _stock2);

         nStop = Parameters.FindName("StopLoss").AsDouble;

         nStd_Dev = Parameters.FindName("Std. Devs").AsDouble;
         nBB_Period = Parameters.FindName("BB Period").AsInt;

         xRSI = new RSI(bars.Close, 8);
         PlotTimeSeries(xRSI, "FR", "FR", WLColor.Yellow, PlotStyle.Line, true);

         xBBSma = new SMA(xRSI, nBB_Period);
         PlotTimeSeries(xBBSma, "SMA_FR", "FR", WLColor.White, PlotStyle.DottedLine, true);

         xBBUpper = new BBUpper(xRSI, nBB_Period, nStd_Dev);
         PlotTimeSeries(xBBUpper, "BB_Lower", "FR", WLColor.Gray, PlotStyle.DottedLine, true);

         xBBLower = new BBLower(xRSI, nBB_Period, nStd_Dev);
         PlotTimeSeries(xBBLower, "BB_Lower", "FR", WLColor.Gray, PlotStyle.DottedLine, true);

         StartIndex = Math.Max(Math.Max(Math.Max(xRSI.FirstValidIndex, xBBSma.FirstValidIndex), xBBUpper.FirstValidIndex), xBBLower.FirstValidIndex) + 1;
      }

      public override void Execute(BarHistory bars, int idx)
      {
         if (!HasOpenPosition(bars, PositionType.Long) && !HasOpenPosition(bars, PositionType.Short))
         {
            // When placing trades create a unique PositionTag and record it in the transaction Tag
            // for stock1 (back test symbol) and use that unique PositionTag as the PositionTag for stock2
            // (benchmark symbol).
            // This allows use to find stock2's specific position that is associated with the
            // particular back test position. We need to do this because the benchmark symbol
            // can end up with many positions.
            if (xRSI.CrossesOver(xBBLower, idx))
            {
               var tx = PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, 1);
               var tag = Interlocked.Increment(ref Stock2PosTag);
               tx.Tag = tag;
               PlaceTrade(stock2, TransactionType.Short, OrderType.Market, 0, tag);
            }
            else if (xRSI.CrossesUnder(xBBUpper, idx))
            {
               var tx = PlaceTrade(bars, TransactionType.Short, OrderType.Market, 0, 1);
               var tag = Interlocked.Increment(ref Stock2PosTag);
               tx.Tag = tag;
               PlaceTrade(stock2, TransactionType.Buy, OrderType.Market, 0, tag);
            }
         }
         else
         {
            // fetch the back test position
            Position posBackTest = FindOpenPosition(1);
            var pt = (int)posBackTest.Tag; // the Tag is used to find the associated benchmark position
            Position posBenchmark = null;

            // find the benchmark position based on the benchmark symbol and the associated position tag...
            if (OpenPositionsAllSymbols != null)
            {
               foreach (var pos in OpenPositionsAllSymbols)
               {
                  if (pos.Symbol == stock2.Symbol && pos.PositionTag == pt)
                  {
                     posBenchmark = pos;
                     break;
                  }
               }
            }

            // if we are stopped-out well, then that's it...
            if (posBackTest.ProfitPctAsOf(idx) + posBenchmark?.ProfitPctAsOf(idx) < -nStop)
            {
               ClosePosition(posBackTest, OrderType.Market, 0, "Stop");
               ClosePosition(posBenchmark, OrderType.Market, 0, "Stop");
               return;
            }
            
            // we can use HasOpenPosition because it will always test against the backtest symbol
            if (HasOpenPosition(bars, PositionType.Long))
            {
               // here, posBackTest is the long position and posBenchmark is short
               if (xRSI[idx] >= xBBSma[idx])
               {
                  ClosePosition(posBenchmark, OrderType.Market, 0, "Cover " + posBenchmark.Symbol);
                  ClosePosition(posBackTest, OrderType.Market, 0, "Sell " + posBackTest.Symbol);
               }
            }
            else
            {
               // here, posBenchmark is the long position and posBackTest is short
               if (xRSI[idx] <= xBBSma[idx])
               {
                  ClosePosition(posBenchmark, OrderType.Market, 0, "Sell " + posBenchmark.Symbol);
                  ClosePosition(posBackTest, OrderType.Market, 0, "Cover " + posBackTest.Symbol);
               }
            }
         }
      }

      BarHistory stock1, stock2;

      private double nStd_Dev;
      private int nBB_Period;

      private double nStop;
      private double xStop;

      private TimeSeries xRSI;
      private TimeSeries xBBLower;
      private TimeSeries xBBSma;
      private TimeSeries xBBUpper;
   }
}