[Build 126] Configurable reserved bars to preload
SQ currently loads 1000 bars before the start of tests, so that there is enough data for indicators to be computed.
This is still a problem, if you for example use M15 as main period, and D1 as a second chart.
1000 bars are reserved for main chart (M15) and it is only around 10 days for D1 chart. So if the strategy uses indicator on D1 with period bigger than 10, it will be not computed correctly.
We should make the number of reserved bars it configurable and also dependent on maximum periods configured in builder/in strategy.
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Votes +5
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Project StrategyQuant X
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Type Feature
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Status Fixed
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Priority Normal
History
MF
IH
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m
b
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yusung
17.12.2018 15:57
When will this task be completed? I think this is very important for developing the M15 strategy.Thanks~~
y
yusung
17.12.2018 15:57
When will this task be completed? I think this is very important for developing the M15 strategy.Thanks~~
HH
MF
Mark Fric
27.01.2020 10:17Status changed from New to Fixed
configuration of Reserved bars is there for Tradestation / Multicharts engine, we don't plan to add it for MT4/5 for now.
Votes: +5
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