Tried to reference more bars than allowed by the current Max bars back setting

[LGTrader]

Mike,
I've got a bit of a strange problem here. I suspect I'm just
missing something obvious but I figured I would start with the forums
and see if I get a solution before bothering you with gpstrat & data
files. Possibly you or someone else here has run into this. Thank in
advance.

This morning I built a strategy in Builder on the @ESZ11 using 1
point momentum bars. There are two options for doing this in
TradeStation. One uses 1 tick data, which is the one I used to create
the data for the model. The other uses 1 minute data which isn't
nearly as accurate. I built the model in Builder, brought the strategy
back to TradeStation, placed it on the chart I used to create the data
and the model matched very well. Builder told me to use a Max Bars
Back setting of 150 which is what I used. Everything is good so far.

Out of nothing other than curiosity I then applied the same
strategy to a 1 point Momentum chart using 1 minute data instead of 1
tick data. With a Max Bars Back setting of 150 I get the error message
"Tried to reference more bars than allowed by the current Max bars
back setting". I've raised the Max Bars Back setting as high as 500
and I still receive the same error message.

I've also created a new workspace with completely new charts and
got the same results.

Do you (or anyone else here!) have any experience in receiving this
message?

I'm part of the TradeStation Beta Test group. My current version of
TradeStation on this machine is 9.0, Version : 9.31.00.8925. This
might well this be some sort of TradeStation bug. Not sure at this
point.

I can of course supply the strategy as an ELD, or the gpstrat file,
along with the data if needed, but before I did that I figured I might
just get some ideas about what else to look at.

Thanks,
Mark

[Michael R. Bryant]

That's a new one to me. Did you try performing the same build using the 1
tick data to see what if any differences there are and if you get a
different max bars back setting?

Mike Bryant

[Mark Knecht]

Yeah, the problem is a strange one.

I think you've got the experiment backwards as the first build I did
was 1 tick data into Builder which created Easy Language worked fine
on the 1 tick version of the chart but failed on 1 minute version of
the chart.

Assuming I understand your question then the answer is no - I did not
try taking data from the 1 minute version of the chart into Builder
and doing a new run to see what happens. I did do another build using
the same 1 tick data which has completed so tomorrow I'll see if it
works better or has similar issues.

I'll focus first on maybe a different version of TradeStation as I
think it's more likely the problem is there. Code is code and bars
back is just a value, and as best I understand Easy Language there
isn't any reason this should be happening.

Thanks,
Mark

[Michael R. Bryant]

I would also check the data. I've never used momentum bars (and, as I'm sure you know, they are not directly supported in Builder), but 1-point bars based on 1 minute bars may have gaps and/or other problems.

Mike Bryant

[Mark Knecht]

Momentum bars are (as I understand it) simply TradeStation's name for
a range bar. When I ask for 1-point bars they are all 1-point in
range.

Am I mistaken? It is my understanding that Builder does support the
range bar type, according to the help file and as far as I can tell
the program also.

I do understand that you may not have tested them quite as well as
time or tick bars, but hopefully you have tested range bars at least a
little bit?

If I am misinterpreting the help file's meaning of Range bars please
let me know ASAP. However the strategy I did worked perfectly when
placed on the same momentum bar chart that generated the data Builder
used.

Clearly the 1-point range bar built using 1 minute data is different
than when built with 1-tick. Average Range (not ATR) on the 1-tick
version is 1-point dead on. However when built using 1-minute data it
varies a little bit. Using my by-hand developed strategies I don't
generally see a lot of difference in results, but there are definitely
some differences, which is why I was curious what the Builder strategy
I came up with would do.

Thanks,
Mark

[Michael R. Bryant]

Of course, Builder does support range bars, as noted in the user's guide and in the selection on the Markets tab. Momentum bars are not another name for range bars; they differ in a few small ways, as outlined in the TS help files. As I said, I've never used momentum bars, so I don't know if those differences will matter in Builder.

Mike Bryant