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The MaxBarsBack setting for the Strategy has to be the highest required by any of the functions you are using but should be the same as for the indicators if you are using simple structures.
But if you code cascaded functions you can need more bars.
For example, if you use a 100 bar simple moving average the MaxBarsBack has to be 100. But if you say:
Avg1 = Average(Close, 100);
Avg2 = Average(Avg1, 100);
Now you need 100 bars for Avg1 plus 100 more bars for Avg2 since it needs 100 bars of Avg1 to calculate it's first value.
Bob Fulks
At 05:22 PM 5/1/2007, drwar wrote:
>Can someone explain why Tradestation wants to see the maxbars setting
>required for an indicator in a strategy almost 7 times that of the maxbars
>setting for the indicator alone. This is creating a data problem for me with
>individual futures contracts.
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