Strategy requires X reserved bars
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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?
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こんにちは、,
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
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Just want to say Thanks. The solution was really easy)
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ブラッドフォード・マッカーサー
1年前 #289075
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.
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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.
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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.
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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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