X Reserved Bars

Hi all,

I’m new here and my understanding when using builder is that X reserved bars should be longer than indicators. I’m running builder for 5m bars on MES. That said, I’ve tried X reserved bars set at 15 and all the way down to 1. 99% of my strategies are dismissed. What do you all set X reserved bars at to find success and manage fewer rejections?

Hi,

it refers to past data will need to wait a certain number of bars before they can start performing calculations

The higher the number more chances a strategy is accepted since the max period of any indicator used within is less than the “Reserved bars” value

What would be a good standard value for “Reserved Bars” when generating strategies using multiple timeframes ranging from M5 up to H4?

I’m currently building strategies that reference timeframes from 5-minute up to 4-hour, and I want to make sure I’m using a proper amount of reserved bars to avoid synchronization or calculation issues.

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!