Hello ! I am having an issue on the Maximum trading bar reference. I used SQ to generate the strategies and I further import the codes into TradeStation for the simulated trading to run. The compilation error was that the trading bar reference exceeded the bars available. For example, I checked 1 strategy required previous 260 bars for reference to generate signal for the current bar. As such, I made sure TS setting on bars was swtiched to auto-detect, but the compilation failed. Then, I switched to the manual setting to input the required number of bars but it still failed. The daily bars and hourly bars available of the TS symbols far exceed 260 bars of histories. I tried out a number of symbols on different time frames that come with more than 1000+ bars history, against a few additional SQ generated strategies which requires minimal 200+ bars history. However, no luck in compilation thus far. Anyone have encounted into similar problems, or may advise me what may be the cause please ? Thank you !
look at the page 133 in SQ PDF guide https://strategyquant.com/licenses/d?code=squg whether that setting change will help
You must be logged in to reply to this topic.