Can anyone Please Help me with that Custom Indicator the Back Testing is extremely slow. Thanks in advance

[Christos Papageorgiou]

//+==================================================================================================+
//|                                                                          NN Indicator EURUSD.mq5 |
//|                                                               Copyright 2018, C. K. Papageorgiou |
//|                                                                                             none |
//+==================================================================================================+
#property copyright "Copyright 2019, C. K. Papageorgiou"
#property link      "none"
#property version   "1.00"
#property indicator_separate_window

#property indicator_plots 1
#property indicator_buffers 1
#property indicator_color1 clrLime
#property indicator_type1 DRAW_LINE
#property indicator_style1 STYLE_SOLID
#property indicator_width1  1

#import "NNTrainDLL_EURUSD.dll"
   int initializeTrainedNN(string nnFile);
   int computeNNIndicator(double& ind1[], double& ind2[],double& ind3[], int size, double& result[], int rates);  
#import


int INPUT_WINDOW = 6;
int PREDICT_WINDOW = 1;
int MaxBars = 5000;

double ind1Arr[], ind2Arr[], ind3Arr[]; 
double neuralArr[];

int hStochastic;
int hWilliamsR;

int hNeuralMA;

//+==================================================================================================+
//| Custom indicator initialization function                                                         |
//+==================================================================================================+
int OnInit()
{
   //Clear Chart
   ObjectsDeleteAll(ChartID(),-1,-1);
   
   //Indicator Shortname
   IndicatorSetString(INDICATOR_SHORTNAME,"NN LOG:");
   
   //Indicator buffers mapping
   SetIndexBuffer(0, neuralArr, INDICATOR_DATA);
   
   ArrayResize(ind1Arr, INPUT_WINDOW);
   ArrayResize(ind2Arr, INPUT_WINDOW);
   ArrayResize(ind3Arr, INPUT_WINDOW);
     
   ArrayInitialize(neuralArr, 0.0);
   
   ArraySetAsSeries(ind1Arr, true);   
   ArraySetAsSeries(ind2Arr, true);  
   ArraySetAsSeries(ind3Arr, true);
  
   ArraySetAsSeries(neuralArr, true);   
            
   hStochastic = iStochastic(Symbol(),Period(), 8, 5, 5, MODE_EMA, STO_LOWHIGH);
   hWilliamsR = iWPR(Symbol(),Period(), 21);
   
   Print(TerminalInfoString(TERMINAL_COMMONDATA_PATH)+"\\MQL5\\Files\\step5_network_"+_Symbol+".eg");
   initializeTrainedNN(TerminalInfoString(TERMINAL_COMMONDATA_PATH)+"\\MQL5\\Files\\step5_network_"+_Symbol+".eg");
   
   return(0);
}

//+==================================================================================================+
//| Custom indicator iteration function                                                              |
//+==================================================================================================+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime& time[],
                const double& open[],
                const double& high[],
                const double& low[],
                const double& close[],
                const long& tick_volume[],
                const long& volume[],
                const int& spread[])
{
   
   int calc_limit;
   
   if(prev_calculated==0) // First execution of the OnCalculate() function after the indicator start
        calc_limit=MathMin(rates_total-1,MaxBars);
   else calc_limit=rates_total-prev_calculated;
  
   for (int i=0; i<calc_limit; i++) 
   {
      CopyBuffer(hStochastic, 0, i, INPUT_WINDOW, ind1Arr);
      CopyBuffer(hStochastic, 1, i, INPUT_WINDOW, ind2Arr);
      CopyBuffer(hWilliamsR,  0, i, INPUT_WINDOW, ind3Arr);    
      
   computeNNIndicator(ind1Arr, ind2Arr, ind3Arr, INPUT_WINDOW, neuralArr, rates_total-i);
      
      
   //NN Label
   ObjectCreate(ChartID(),"NN_Indicator Button",OBJ_BUTTON,0,0,0);
   ObjectSetString(ChartID(),"NN_Indicator Button",OBJPROP_TEXT,(string)(i+1) +"-"+(string)rates_total);
   ObjectSetInteger(ChartID(),"NN_Indicator Button",OBJPROP_BACK,false);
   ObjectSetInteger(ChartID(),"NN_Indicator Button",OBJPROP_XSIZE,180);
   ObjectSetInteger(ChartID(),"NN_Indicator Button",OBJPROP_XDISTANCE,2000);
   ObjectSetInteger(ChartID(),"NN_Indicator Button",OBJPROP_YDISTANCE,600);
   ObjectSetInteger(ChartID(),"NN_Indicator Button",OBJPROP_SELECTABLE,false);
   ObjectSetInteger(ChartID(),"NN_Indicator Button",OBJPROP_STATE,false);
   if((i+1)==calc_limit)
   {
      ObjectSetInteger(ChartID(),"NN_Indicator Button",OBJPROP_BGCOLOR,clrLime);
      ObjectSetString(ChartID(),"NN_Indicator Button",OBJPROP_TEXT,"DONE");
   }
   if((i+1)<calc_limit)
   {
      ObjectSetInteger(ChartID(),"NN_Indicator Button",OBJPROP_BGCOLOR,clrBlueViolet);
      ObjectSetString(ChartID(),"NN_Indicator Button",OBJPROP_TEXT,(string)(i+1) +"-"+(string)rates_total);
   }
      
   }
   
   
//+==================================================================================================+   
   //Return value of prev_calculated for next call
   return(rates_total);
   
}

//+==================================================================================================+

The indicator is working fine but makes the back testing extremely slow. Can someone please help me with this? Thanks in advance.

[Seng Joo Thio]

Christos Papageorgiou:

The indicator is working fine but makes the back testing extremely slow. Can someone please help me with this? Thanks in advance.

You can try doing some "profiling" : https://www.metatrader5.com/en/metaeditor/help/development/profiling

[Christos Papageorgiou]

Seng Joo Thio:

You can try doing some "profiling" : https://www.metatrader5.com/en/metaeditor/help/development/profiling

Thank you very much for your reply Seng. I have tested many things before my post. I can't change the External NN Performance the Indicator calls. I have to limit the Calculation Bars to 21 but I can't find a way to do it. Somehow I have to replace rates_total and Limit Bars to 21.