Energy storage (ES), as a fast response technology, creates an opportunity for microgrid (MG) to participate in the reserve market such that MG with ES can act as an independent reserve provider. However, the potential value of MG with ES in the reserve market has not been well realized. From the viewpoint of reserve provider, a novel day-ahead model is proposed comprehensively considering the effect of the real-time scheduling process, which differs from the model that MG with ES acts as a reserve consumer in most existing studies. Based on the proposed model, MG with ES can schedule its internal resources to give reserve service to other external systems as well as to realize optimal self-scheduling. Considering that the proposed model is just in concept and cannot be directly solved, a multi-stage robust optimization reserve provision method is proposed, which leverages the structure of model constraints. Next, the original model can be converted into a mixed-integer linear programming problem and the model is tractable with guaranteed solution feasibility. Numerical tests in a real-world context are provided to demonstrate efficient operation and economic performance.