Can some one take a look, i got an error :"Runtime Error: Value was either too large or too small for an Int32."

using System;
using System.Collections;
using System.Collections.Generic;
using System.Globalization;
using QuantConnect.Algorithm;
using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Indicators; 
using QuantConnect.Securities;

namespace QuantConnect
{
   
    public class UVXYwithCatango : QCAlgorithm
    {
        private string symbol="UVXY";
        private string spy_symbol="SPY";
        private double percent=0.8; // total use 20% of cash to short uvxy in the total Portfolio;
        // private  int quantity=500;
        private  int trigger=0;
        private  int vixtrigger=0;
        decimal currCatango;
        RelativeStrengthIndex rsi;

        public override void Initialize()
        {
            SetCash(1000000);
            SetStartDate(2011,01,01);
            SetEndDate(2015, 03, 31);
            AddData<VIX>("VIX");
            AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
            AddSecurity(SecurityType.Equity, spy_symbol, Resolution.Minute);

        //    rsi = RSI("SPY",14, MovingAverageType.Simple, Resolution.Daily);
            // SetWarmUp(TimeSpan.FromDays(30));
            Schedule.On(DateRules.EveryDay("UVXY"), TimeRules.AfterMarketOpen("UVXY",0), () =>
            {
                trigger=-1;
                //Log(Time.ToString()+"");
            });
            
           Schedule.On(DateRules.EveryDay("UVXY"), TimeRules.BeforeMarketClose("UVXY",0), () =>
            {
                trigger=1;
                //Log(Time.ToString()+"");
            });
        }
        
         public void OnData(VIX data)
        {
            
            //currCatango=(data.vix_n/data.vix_f)-1; 
            //Log("current catango: "+currCatango+ data.Time+"\t"+currCatango+"\t"+Convert.ToDouble(currCatango));
            //Log(data.Value+"");
            currCatango=data.Value;
            if(Convert.ToDouble(currCatango)<=0.05)
            {
                //Log("current catango: "+currCatango+ data.Time+"\t"+currCatango+"\t"+Convert.ToDouble(currCatango));

                vixtrigger=1;
            }
            else
            vixtrigger=-1;

        }
        
       public void OnData(TradeBars data) 
        {   
          //  if (!rsi.IsReady) return;
            // if(Time.Hour==9&&Time.Minute==35)
            // Log(Time.ToString()+""+"HELLO");
            double avaiblecash=Convert.ToDouble(percent*Convert.ToDouble(Portfolio.Cash));
            double price=Convert.ToDouble(Portfolio[symbol].Price);
            int quantity=Convert.ToInt32(avaiblecash/price);
             //int quantity=(percent*Convert.ToDouble(Portfolio.Cash))/Convert.ToDouble(Portfolio[symbol].Price);
            
           if(trigger==-1&&vixtrigger==-1&&!Portfolio.HoldStock)
           {
                Log(currCatango+"rsi"+rsi);
           //    Log(Portfolio[symbol].Price+"");
                Order(symbol,-quantity);
           //     Log(Time.ToString()+""+"short"+quantity);
           }
           else if (trigger==1&&Portfolio.HoldStock)
           {
                Liquidate("UVXY");
                //Order(symbol,Portfolio.quantity);
               // Log(Time.ToString()+""+"close"+quantity);

           }
        }

        public class VIX : BaseData
    {
        public decimal Catango = 0;
        public decimal vix_n=0;
        public decimal vix_f=0;
        string format ="yyyy-MM-dd";
        public string url="";
        CultureInfo provider = CultureInfo.InvariantCulture;

 
        public VIX()
        {    
            this.Symbol = "VIX";
        }

    public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
        {
            return new SubscriptionDataSource(url, SubscriptionTransportMedium.RemoteFile);
        }

      public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
        {
            var index = new VIX();

            try
            {
                string[] data = line.Split(',');
                //Dates must be in the format YYYY-MM-DD. If your data source does not have this format, you must use
                //DateTime.ParseExact() and explicit declare the format your data source has.
                string dateString = data[0].Replace("$","");
                index.Time = DateTime.ParseExact(dateString, format, provider);
                index.Symbol = "VIX";
                index.vix_n=Convert.ToDecimal(data[1]);
                index.vix_f=Convert.ToDecimal(data[2]);
                index.Value=(index.vix_n/index.vix_f)-1;
            }
            catch
            {
                

            }
            return index;
        }
    }
    }
    
    
    
    
    
    
    
}

Hi Lifan. Please attach backtests; don't copy and paste entire algorithms. If you do need to attach a small code snippet - use the code widget. The code needs a good tidy up. I think if you spend some time tidying it you'll fix the bug.

hmmm... this is the code... basically, i added two symbols and i handled on in ondata function... 

Your algorithm start date is Jan 1st 2011 and UVXY has started on Oct 4th 2011 (you can check out this information here).
Since you didn't put any check on whether there is information about it on data object, this is happening: 

To fix that, you need to check if data contains UVXY: