OS6xxx Data

value is not a timeframe.

What it means

The units are case sensitive:

So "1M" is one month and "1m" is one minute, and "60" and "1h" are the same timeframe. Anything else is refused: a word such as "hourly", a lower-case day or week such as "1d", or "D" with no count. A timeframe written in the source is checked when the script compiles; one that comes from an input() is checked when the study loads, with the same code.

One case catches people out on /trading. The chart's daily interval is named D, which is not a timeframe the language reads, so req.timeframe(chart.interval, close) compiles and is then refused with this code when the study loads on a daily chart. Write "1D" in the request instead of passing chart.interval.

How to fix it

Write a count and a unit, or a bare number of minutes: "5m", "1h", "1D", "1W", "60".

d = req.timeframe("hourly", high)

d = req.timeframe("1h", high)

The chart is chart and the request asks for requested.

What it means

Folding bars upward works: twelve 5 minute bars make an hour. Folding downward cannot, because the chart was never given the prices inside its own bars, and a study that invented them would repaint. So a request for an interval finer than the chart's, such as "5" on a 60 minute chart, is refused when the study loads, naming both intervals. If you need 5 minute detail, put the chart on 5 minutes and read the coarser interval from there.

How to fix it

Request chart or higher, or change the chart's interval to the lower one and fold upwards instead.

m5 = req.timeframe("5", close)

h1 = req.timeframe("60", close)

requested is not a whole multiple of chart.

What it means

An intraday request is built by counting chart bars into groups, so its interval must be a whole multiple of the chart's. On a 5 minute chart, "15" and "60" fold cleanly; on a 30 minute chart, "45" does not, because 45 minutes is one and a half chart bars. Day, week and month requests are built from the calendar and the session instead, so they are exempt. The study is refused when it loads, and the fix names an interval that works.

How to fix it

Request a multiple of chart, for example suggestion.

r = req.timeframe("45", close)

r = req.timeframe("60", close)

The host has no timeframe data for symbol; it offers available.

What it means

A timeframe can be well formed and still be one the data source does not store for this instrument, such as 3 minute bars from a feed that keeps 1 and 5 minute bars. The host answers with the intervals it does serve, and the message lists them. Like the other request answers on this page, it stops nothing: the read is absent and req.error() carries the message. Request one of the listed intervals, or a coarser one that folds from them.

How to fix it

Request one of available, or derive the interval you want from a lower one the host does serve.

r = req.timeframe("3", close)

r = req.timeframe("5", close)

This request asked for first on bar 0 and for found on bar bar.

What it means

The symbol and the timeframe of a request are settled once, before the first bar, so that the host can fetch each series once and keep it in step with the chart. A request whose identity changed from bar to bar would need a new fetch on a bar that had already been drawn.

Not raised yet. In version 0.5.0 nothing raises OS6013, because nothing can reach it: a timeframe or a symbol computed from bar data, like the one in the example below, is refused when the script compiles, with OS3003. Take the timeframe from a literal or from an input() with kind = "interval", as the fix does.

How to fix it

Compute the symbol and the timeframe from literals or inputs, not from bar data.

tf = close > open ? "60" : "1D"
h = req.timeframe(tf, high)

tf = input("60", "Higher timeframe", kind = "interval")
h = req.timeframe(tf, high)

name is computed on this chart's bars, so it has no meaning on the requested ones.

What it means

The expression passed to req.timeframe() or req.symbol() is computed on the requested bars, in their own time: daily bars for a "1D" read, the other instrument's bars for a symbol read. A value computed on the chart's own bars, such as a 20 bar average of 5 minute closes, has no meaning on a daily bar, so the compiler refuses it.

In version 0.5.0 the only names from the rest of the file the expression can read are inputs, the names an input() assigns. Every other name is refused, even one that holds a plain number:

k = 20
d = req.timeframe("1D", sma(close, k))
plot(d, "Daily average")

Write numbers and arithmetic inside the expression instead, such as sma(close, 2 * 10), or make the number an input. Move any calculation inside the expression, so it is computed on the requested bars, as the example at the top of this page does with ema(close, len), where len is an input.

How to fix it

Move the calculation inside the request expression, or pass a constant: a literal or an input().

m = sma(close, 20)
d = req.timeframe("1D", close > m)

d = req.timeframe("1D", close > sma(close, 20))

The host does not know symbol on exchange.

What it means

The host resolves every symbol a script names against the instruments it can serve. When it does not know the symbol on the exchange named, or on the chart's own exchange when the read names none, the read is refused with this code rather than returned empty, because an empty series looks exactly like an instrument that did not trade. The rest of the study keeps drawing, the read is absent, and req.error() returns the message.

Check the spelling and the exchange. In OpenAlgo an index has an exchange code of its own: NIFTY is read with exchange = "NSE_INDEX", not "NSE", and an option or future on it with exchange = "NFO". See Other instruments.

How to fix it

Correct the symbol, and name the exchange it trades on when it is not the chart's: req.symbol("SYMBOL", "1D", close, exchange = "EXCHANGE").

other = req.symbol("SYMBL", "1D", close)

other = req.symbol("SYMBOL", "1D", close, exchange = "EXCHANGE")

symbol at timeframe returned no bars over the range this chart covers.

What it means

The host found the instrument and had no bars for it over the range the chart covers. A futures or options contract that has expired, one that had not been listed yet, and a range older than the stored history all end here. As with OS6007, the read is absent, req.error() carries the message, and the rest of the study keeps drawing.

For NFO and MCX contracts, which expire on a fixed schedule, read the contract that was trading over the chart's range, or move the chart into the period the contract traded.

How to fix it

Move the chart's range into the period the instrument traded, or request a symbol that covers it.

fut = req.symbol("EXPIRED_CONTRACT", "1D", close)

fut = req.symbol("CURRENT_CONTRACT", "1D", close)

The host could not fetch symbol at timeframe: reason.

What it means

The host knows the instrument and could not get its bars: the data source refused, did not answer, or limited how often it may be asked. The message carries the host's own reason, and that reason is the thing to act on: it describes a connection, permission or quota problem, not a problem in your script. The read is absent and req.error() carries the message.

If the value can be worked out from the chart's own bars, such as the day's high on an intraday chart, derive it and drop the request, as the fix below does with session.isFirstBar. That fix needs the instrument's session hours, which the /trading chart does not state in this release, so there reset on a new IST date instead:

newDay = isNone(time[1]) or not date.isSameDay(time, time[1], "Asia/Kolkata")

var dayHigh = none
if newDay
    dayHigh = high
else
    dayHigh = max(dayHigh, high)

plot(dayHigh, "Day high so far", aqua, style = "step")

How to fix it

Act on reason in the host: it is a connection, permission or quota problem. Where the value can be derived from the chart's own bars, derive it and drop the request.

dayHigh = req.timeframe("1D", high)

var dayHigh = none
if session.isFirstBar
    dayHigh = high
else
    dayHigh = max(dayHigh, high)

The host did not supply fact for symbol.

What it means

Tick size, lot size, the trading session and the timezone come from the host's record of the instrument, not from the bars. In version 0.5.0 the engine raises this code when it loads a program and that record cannot be read: a session stated without the timezone it is measured in, a timezone the calendar does not know, or session hours not written as HH:MM. It is a problem in the host's record, not in your script.

A fact the host simply leaves out does not raise this code. chart.tickSize or chart.lotSize reads as absent, roundToTick() returns absent, and an order priced or sized from them stops with OS7002. On the /trading chart chart.lotSize is absent, so a study that works in money takes the lot size from an input(), as the fix below does. You can also meet this code's message without an error: a daily, weekly or monthly read on a host that states no timezone is absent, and req.error() returns this message for it.

How to fix it

Supply fact in the host's instrument record, or stop depending on it: round with a number the script chooses rather than chart.tickSize.

qty = lots * chart.lotSize

lotSize = input(1, "Lot size", min = 1)
qty = lots * lotSize

value is not a timezone this host knows.

What it means

A timezone is named by area and location, such as "Asia/Kolkata" or "UTC", from the host's timezone database. An abbreviation such as "IST" is not a timezone name, because several abbreviations mean different offsets in different parts of the world, and a session test cannot carry that ambiguity. An unknown name stops the study on the first bar that calls the function.

Write "Asia/Kolkata" for Indian exchanges, or leave the argument out to use the chart's own timezone. See Sessions and time.

How to fix it

Use a full area and location name from the host's list, or leave the argument out to use the chart's own timezone.

h = date.hour(time, "IST")

h = date.hour(time, "Asia/Kolkata")

There are no bars for symbol at timeframe, so the script cannot run.

What it means

A script is the body of a loop over the chart's bars, and with no bars there is nothing to run. The engine says so rather than drawing an empty pane, which would look like a script that computed nothing. The message names the symbol and the interval.

It means the instrument has no history at that interval in the range loaded: a contract before it was listed, an interval the chart has no data for, or a date range with no trading in it. Choose an instrument and interval that have history, or widen the range.

How to fix it

Choose an instrument and interval that have history, or widen the chart's date range until bars exist.

host input: symbol SYMBOL, interval 5, bars 0

host input: symbol SYMBOL, interval 5, bars 1240

Bar index is dated time, which is not after bar previous.

What it means

Everything in the language assumes that bar times strictly increase: the history operator, warmup and every session test depend on it. When the host hands over a bar whose time is not after the one before it, a duplicate or a bar out of order, the engine refuses it rather than computing quietly wrong values, and names the bar.

This is a problem in the data feed or the host, not in your script. Reload the history. If the same bar repeats, the feed is sending duplicates, and the host has to sort and deduplicate the bars before the engine runs.

How to fix it

Reload the history; if the same bar repeats, the feed is sending duplicates and the host has to sort and deduplicate the bars before the engine runs.

host input:
  bar 41  09:15
  bar 42  09:15
  bar 43  09:10

host input:
  bar 41  09:10
  bar 42  09:15
  bar 43  09:20

Entry index of the program names name with arity arguments; this engine's manifest has manifest.

What it means

A compiled program carries its own table of the library functions it calls, with the number of arguments each takes, and the engine checks every entry against its own library when it loads the program. A mismatch means the program was compiled against a different version of the library, and running it could compute wrong numbers before anything noticed.

You meet this only when a compiled program moves between versions, for example a program stored before an upgrade. Recompile the script from its source with the engine you run it on.

How to fix it

Recompile the script against this engine's library, or run the program on an engine with the library version it was compiled against.

program: library 5, entry 12 name "stdev" arity 3
engine:  library 4, entry "stdev" arity 2

program: library 4, entry 12 name "stdev" arity 2
engine:  library 4, entry "stdev" arity 2

This program requires tag and this engine does not have it.

What it means

A compiled program lists the capabilities it needs, such as orders for a strategy that places orders or req.symbol for a read of another instrument, and an engine that lacks one refuses the program when it loads, naming the capability. Refusing before the first bar is better than meeting an instruction the engine cannot run halfway through the chart.

In the /trading Backtest panel this is the refusal a strategy meets when it reads another instrument with req.symbol(): a backtest is given only the chart's own bars and cannot fetch another instrument's. The same read works on the chart. Remove the feature the message names, or run the program where it is available.

How to fix it

Run the program on an engine that has tag, or remove the feature that needs it: the tag names it.

program requires: core.1, arrays, orders
engine has:       core.1, arrays

program requires: core.1, arrays
engine has:       core.1, arrays

This program is in compiled format found and this engine implements format max; a different major number is a different format, whether it is higher or lower.

What it means

The compiled program is a versioned data format, 1.1 in this release. An engine loads a program whose major number (the part before the dot) matches its own, whatever the minor number after it, and refuses one whose major number differs, older or newer, rather than guessing at instructions it cannot read. The message gives both numbers.

Recompile the script from its source with the compiler that matches the engine: in /trading, open the script and save it.

How to fix it

Run the program on an engine that implements format found, or recompile the source with a compiler that emits format max.

program: compiled format 0.9
engine:  compiled format 1.0

program: compiled format 1.0
engine:  compiled format 1.0

This program was compiled from language version found, and this engine implements versions.

What it means

The first line of a script, version 1, names its language version, and the program compiled from it carries that number. An engine runs every language version it implements exactly as before, and refuses one it does not have rather than running it approximately, because a saved script has to keep producing the same numbers. Version 0.5.0 implements language version 1.

A program compiled from a newer language version needs a newer engine, or a recompile against a version this engine has.

How to fix it

Upgrade the engine to one that implements language version found, or recompile the source against a version it has.

program: language version 2
engine:  language version 1

program: language version 1
engine:  language version 1

The program failed verification at location: reason.

What it means

Before an engine runs a program, it checks that the program is well formed: every instruction points at something that exists, and every field has the shape the format requires. A program that fails is refused whole, before any bar, and the message says where it failed. A program straight from the compiler passes, so a failure means the stored program was damaged or edited after it was compiled. Recompile it from the source.

In version 0.5.0 the compiler itself can also report OS6018 on a line, beside another error such as OS2005 for a function that calls itself, or OS3003. Fix the other error and it goes with it. If OS6018 is the only diagnostic on an unchanged script, the fault is in the compiler, and its message asks you to report it with the script. See Reading an error.

How to fix it

Recompile the script from its source; a program that fails verification came from a broken compiler or was edited after it was written, and neither is repairable by hand.

instruction 402: JUMP target 9911, program holds 812 instructions

instruction 402: JUMP target 411, program holds 812 instructions

The host supplied value for key, and validation.

What it means

Every input() validates what the settings supply: the type, a number's min and max, and membership of an options list. When a setting falls outside those rules, for example a length of 0 saved before the script added min = 1, the study is refused when it loads, rather than quietly running with the default, because a settings dialog that ignores what you typed is worse than one that tells you the value is out of range. The message names the input, the value and the rule it broke.

Correct the value in the study's settings, or widen the input's own rules so the value is allowed. See Inputs.

How to fix it

Correct the value in the settings dialog, or widen the input's own min, max or options so the value is allowed.

input len: min 1, max 500
host setting: len = 0

input len: min 1, max 500
host setting: len = 14

The window from from to to holds none of the count bars supplied.

What it means

A backtest run through the library can report on a date window narrower than the bars it was given. When that window holds none of those bars, such as a range entirely before the loaded history or one that falls inside a gap in the data, there is nothing to report, and the run is refused rather than shown as a flat equity curve that would say nothing happened.

Widen the window, or choose one that overlaps the loaded bars. Both ends are inclusive and are compared with the bars' own times, not with the calendar, so a window that falls inside a gap is empty however wide it looks. In the Backtest panel an empty date range stops earlier, with the panel's own message that no bars came back for that range.

How to fix it

Widen the window until it covers bars, or supply the bars it covers. Both bounds are inclusive and are compared against the times of the bars supplied rather than against a calendar, so a window that falls inside a gap in the data is empty however wide it looks.

bars supplied: 1240, first day 1, last day 1240
report window: day 1300 to day 1400, bars inside 0

bars supplied: 1240, first day 1, last day 1240
report window: day 1100 to day 1240, bars inside 141

setting cannot be applied: problem.

What it means

A setting can be well formed and still impossible to carry out on this run. In version 0.5.0 the common cause is sizing: a backtest fills in units and keeps no running equity, so qtyType = "cash" and qtyType = "equityPercent" are refused, and so is qtyType = "lots" on an instrument whose lot size is not known. Slippage stated in ticks when there is no tick size to measure a tick in is refused the same way, and so is a charge levied on another charge that is declared after it. The message names the setting and the reason.

Count in units, or in lots on an instrument that states its lot size. In the Backtest panel only the refusal of "cash" and "equityPercent" can happen: the panel reads the tick and lot size from OpenAlgo's record of the instrument, and when it has none it runs with a tick of 0.05 and a lot of 1 and says so under the report, so check that line before trusting a result counted in lots. See Position and sizing and Costs and fills.

How to fix it

State the setting so it can be carried out: declare a charge line after every line it is levied on, supply the tick size a slippage in ticks is measured in, write down the reason a tolerance needs a bound, or bring a bound past the cap back inside it. Nothing has been computed at the point this is refused, so correcting the setting and running again costs one run.

charge lines: tax on levy, levy
slippage: 2 ticks, tick size not supplied

charge lines: levy, tax on levy
slippage: 2 ticks, tick size 0.05

The bars supplied hash to found, and the record was made from expected.

What it means

A saved run record names the exact bars it was made from by a hash, so a replay can prove it is repeating the same run. Bars do get revised: a feed corrects a price, a session is extended, a split is applied to history. When the bars supplied now hash differently from the ones in the record, the replay is refused rather than reporting the old figures over new data.

You meet this only when you replay records through the library. Replay against the bars the record names, or, where the revision is the point, make a new record over the revised bars and compare the two runs. See Backtesting API.

How to fix it

Replay against the bars the record names. Where the revision is the point, make a second record over the revised bars and compare the two runs, rather than overwriting one run with the other under one name.

record: bars 1240, hash 9f2c4e...
supplied: bars 1240, hash 4ab70d...

record: bars 1240, hash 9f2c4e...
supplied: bars 1240, hash 9f2c4e...

A charge schedule was supplied, and the declaration states a commission of commission in commissionType.

What it means

A strategy's own commission and a charge schedule supplied by the host running the backtest describe the same money. Applied together they would charge it twice, and applied one at a time they would charge whichever an engine happened to prefer, which is a rule nobody wrote down. So a run that has both is refused before the first bar. The message gives the commission the declaration states.

Keep one of the two: leave commission at its default of 0 when a schedule is supplied, or supply no schedule. A schedule can say more, such as a floor, a cap, a charge on another charge, or a cost on one side of the trade only. The Backtest panel supplies no schedule, so there the declaration's commission always applies and this code never appears.

Related. Timeframes, Higher timeframes, Other instruments, Sessions and time, Backtesting, Reading an error

How to fix it

Supply the schedule and leave the declaration's commission at its default of zero, or state the commission in the declaration and supply no schedule. A schedule is the one of the two that can carry a floor, a cap, a charge levied on a charge, and a cost that falls on one side of the trade only.

declaration: commission 20, per trade
host: charge schedule supplied, 4 lines

declaration: commission 0, per trade
host: charge schedule supplied, 4 lines