Strategy requires X reserved bars

I am using SQX141 and I am running into an issue where I create a template entry conditions sma50 + random condition, exit after 5 bars.  When I use template in builder, all stratigies are rejected because of error “Strategy requires X reserved bars”.  I’ve tried making a new template, removing blocks and ensuring that global indicator period is 5-100.  I have even tried different markets, but nothing seems to get past this error.  Can someone explain what it is and some suggestions of settings that I can change to resolve it?

Hi,

the solution could be simple. Just navigate to Builder -> Trading options and increase amount of “Reserved bars” to let’s say to 200 or 300

Just want to say Thanks. The solution was really easy)

Hi, I’m running into the same issue. Setting global indicator period from 5-40 and then setting reserved bars to an extreme 500 and still getting 10% of strategies rejected with ‘strategy require x reserved bars’. Lowering global indicator or raising x reserved bars seems to have no impact on what percentage are cut.

Try to check which strategies are discarded and whether they have indicators with a long period. Sometimes it is useful to explicitly set strategy.reserveBars in the code.

I am getting drawdowns in the 1000’s and and profits in the billions with TradeStation data. I followed all of the instructions.

I am also still getting the reserved bars issue after setting them to 200-300.

After a lot of tinkering, I finally got 0 “reserved bar” messages during strategy generation.  Thanks to multiple threads, I pieced together this solution:

1)  Set lookback = 1080 for 1M.  My stratagy/indicators max length/value is 200.

2)  Exclude the first Week of data for all testing, IS and OOS.  again, for 1min.

I kicked off generation a few minutes ago – 450 strats generated, none rejected for ‘reserved bar’.

Thanks to everyone for the ideas!