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TradeStation LIBB Bar Size Requirement

If you use LIBB (Look inside backtest bar) option, then TradeStation requires that the symbol bar size must be evenly divisible by the LIBB bar size.

For example, if your symbol bar size was defined as 1331 and your LIBB bar size was defined as 5, you would receive the following errors:

In MultiWalk:

MultiWalk error message: LIBB bar interval (5 minute) must be evenly divisible into the Data 1 Stream bar interval (1331 minute)

In TradeStation:

TradeStation Strategy Properties with 5 minute LIBB and a Chart Analysis error that the interval must divide evenly into the chart interval

If you are unsure what LIBB bar size you should use, simply use “1” as this will always evenly divide into any symbol bar size and satisfy TradeStation’s LIBB bar size requirement.

You can also download the following Excel spreadsheet to determine valid LIBB bar sizes:

If, for example, your symbol bar size is 1331, then there are only 4 valid LIBB bar sizes that you can use.

Using LIBB 5 minute for symbol bar size 1331:

Excel LIBB bar size checker with symbol bar size 1331 and LIBB bar size 5 flagged as Not a valid LIBB bar size

Using LIBB 1 for symbol bar size 1331:

Excel LIBB bar size checker with symbol bar size 1331 and LIBB bar size 1 flagged as Valid

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