Using ADE in a Strategy

Hi,

So I've coded a indicator that uses the ADE library, and it works fine. However, when I try to use it as part of a strategy and turn on IOG (Intrabarordergeneration) and the intrabar magnifier I get the following error:


Error in study:

Error Locations: "EL Collections"
Error Category: EL Collections Error
Short STring: EL Collections Error
Source String: "Lookup function requires a sorted list: "

Has anyone had similar issues?

Thanks

Maybe the sorted list is of another timeframe. If you made a list with timeframe 1 minute and you put the intrabar magnifier on it, it will look up values with a timeframe per tick and there is no list of tick values, so it tells you it needs a list.

Solution may be to add a second chart with tick timeframe. You will have two lists of values, one with the normal timeframe and one with the tick timeframe. When you put bar magnifier on it, it can find the tick timeframe list.

Thanks for the response evdl. However, I am using a magnifier TF of 1min for a 60 min chart. I already have the data for the 1min chart being stored.

I never used ADE with bar magnifier but I do use it with IOG. The error message I think means it can not find a value that is requested by ADE.

Be sure that you have 1 minute data and 60 minute data of the symbol you try to backtest.

You also need 1 minute data of the external chart (the data that the indicator is using and stores values of via ADE).

Be sure that the Bar Magnifier interval you use is also coded in your strategy (in case you use another interval normally with your indicator). Different interval will also return errors.

Hey Evdl,

I have loaded the 1 minute and 60 minute data through the quotemanager, and also have a indicator on the 1 minute chart to obtain the higher resolution bars that make up the 60 min bar (i.e. what the bar magnifier is doing itself).

However, I still the get the same error issue.

I just ran into this problem with Windows7 64, and I was able to solve it by unblocking the DLL.

For those unfamiliar how to do this, right-click the DLL file, and click the Unblock button at the bottom of the General tab, then click the OK button.

Hopefully this will help save someone else some troubleshooting time!