Reserve Bars Before Testing
6件の返信
I have a problem with Reserve Bars Before Testing.
I attached the message.
Can you tell me how to solve this?
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You need to move the start date forward, so that there are enough bars available before the start date to calculate moving averages etc.
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Already did, 1 year forward and same error message.
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How big are the periods on the indicators?
For example if you are using Daily TF and you have ATR(600) or EMA(900) you would need 600 and 900 days of previous history.
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TF is 14 min and template is 8:00 to 22:15, 855 min, that´s 61 bars for a day.
In case I use a 500 period will need 8 days more or less, but I am going 1 year forward and the error message still appears.
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SQ automatically adjusts for this, this must be another problem somewhere. For example, I ALWAYS start my backtest on the starting day of my backtest data, yet SQ doesn´t complain, it simply won´t do any trades in the backtest until the max period for the indicator that requires the biggest “bars back” has been reached. So in any case, since SQ auto-adjusts for that, you have a problem somewhere else. Best if you attach your strategy.
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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!
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