Back-test slow due to 100,000+ trades...

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Once an initial trade is placed, if the new stop price is > old stop price, the pending order will delete and the new "calibrated" order (stop, lots and targets) is then placed....

Problem is, We're talking 100k+ as each trade setup may "calibrate" 20+ times, 4 separate trades respectively....

 

My question is, rather than ST holding all these calibrated pending orders, is there a way to "flush" (for lack of a better word) the journal, as it seems to clog it up? (just stabbing in the dark here)? 

 
DomGilberto: delete and the new placed....
  1. Do you really think you're not going to get error 8 from your broker?
  2. Stops and limits are for us humans that can't watch the market every second. EA's can. Just wait for the market to reach your price and open. Solved.
 
Definite food for thought there. I don't bombard the server. Its only once an hour and if it requires calibrating. It's because I am back-testing from 2000 - 2014 Aug...

With regards to your second point, using stop orders in the context of accounts copying mine will closely mirror my returns (disregarding broker differentials, latency issues etc.) over that of a market order... Or would you say I am wrong?
 
I'm going to take your advice in reflection - none the less I am experiencing issues with Market Orders: https://www.mql5.com/en/forum/153216 when modifying the trades...
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