This code makes Strategy Tester extremely slow
EDIT:
I read some and tried to do the following but unfortunately didn't help a lot.
if (close_previous <= maprevious) { if (close_current >= macurrent) { if (sell_maprevious!=EMPTY_VALUE){ if (sell_macurrent==EMPTY_VALUE) { if (buy_macurrent!=EMPTY_VALUE) { int buyticket = OrderSend( Symbol(), OP_BUY, 0.01, Ask, 10, Ask-100*_Point, Ask+300*_Point, NULL, 0, 0, CLR_NONE ); } } } } }
So I ran this, even in not visual mode, and it took approx 3 hours for 1 month of data on a Daily chart.. insane.
I'm a newb but I think the reason it's so slow is because on every tick it's calculating those variables.
I tried moving them to or above int OnInit() but that makes the buy order not working.
I'm hoping someone could advise me on how to handle this because I want to run the EA with a lot of different indicator values and it's hard to do that while the EA takes 3 hours for 1 month of data only.
First of all, you have to think about whether it is necessary to run the code every tick.
extern int Shift = 1;
if Shift is 1 then you really only need to run the code when there is a new bar opened.
if (OrdersTotal()==0 && (CrossSignal == "BUY" && ColorSignal == "BUY"))
If OrdersTotal is >0, there is no need to run all the preceding code
if (close_previous <= maprevious && close_current >= macurrent){ CrossSignal = "BUY"; //Comment("BUY"); } if (close_previous >= maprevious && close_current <= macurrent){ CrossSignal = "SELL"; //Comment("SELL"); } if (sell_maprevious!=EMPTY_VALUE && sell_macurrent==EMPTY_VALUE && buy_macurrent!=EMPTY_VALUE){ ColorSignal = "BUY"; } if (buy_maprevious!=EMPTY_VALUE && buy_macurrent==EMPTY_VALUE && sell_macurrent!=EMPTY_VALUE){ ColorSignal = "SELL"; }
You don't need the string variables
if (close_previous <= maprevious && close_current >= macurrent) if (sell_maprevious!=EMPTY_VALUE && sell_macurrent==EMPTY_VALUE && buy_macurrent!=EMPTY_VALUE) { int buyticket = OrderSend( Symbol(), OP_BUY, 0.01, Ask, 10, Ask-100*_Point, Ask+300*_Point, NULL, 0, 0, Green ); }
Thanks for the reply! I will adjust according to your suggestions.
In order for the EA to trigger a trade only bar data is needed so that means that I could set Model to Open Price.
But, in order for TP and SL to be as precise as possible, I would need the tick value. e.g. if the TP/SL of an open trade has been set, this level might be triggered on tick level but might be away from close price and thus will not be triggered.
Or is there something that I'm not seeing correctly?
In order for the EA to trigger a trade only bar data is needed so that means that I could set Model to Open Price.
You should test in every tick mode
if Shift is 1 then you really only need to run the code when there is a new bar opened.
That's genius, I set it so that all calculations are made once there's a new candle.
Made the script 1000 times faster. Thank you. Will include this way of thinking in future scripts.
For anyone that is searching the same, here's the code improvement:
// check for new candle datetime NewCandleTime=TimeCurrent(); bool IsNewCandle(){ if(NewCandleTime==iTime(Symbol(),0,0)) return false; else{ NewCandleTime=iTime(Symbol(),0,0); return true; } } // ontick if(IsNewCandle()){ if (OrdersTotal()==0) { // Signal cross double macurrent = iCustom(NULL, 0, "NonLagMA_v7.1",Price,Length,Displace, PctFilter, Color, ColorBarBack, Deviation, AlertMode, WarningMode, 0,Shift); double maprevious = iCustom(NULL, 0, "NonLagMA_v7.1",Price,Length,Displace, PctFilter, Color, ColorBarBack, Deviation, AlertMode, WarningMode, 0,Shift+1); double close_current = iClose (NULL,0,Shift); double close_previous = iClose (NULL,0,Shift+1); // Signal color double buy_macurrent = iCustom(NULL, 0, "NonLagMA_v7.1",Price,Length,Displace, PctFilter, Color, ColorBarBack, Deviation, AlertMode, WarningMode, 1,Shift); double buy_maprevious = iCustom(NULL, 0, "NonLagMA_v7.1",Price,Length,Displace, PctFilter, Color, ColorBarBack, Deviation, AlertMode, WarningMode, 1,Shift+1); double sell_macurrent = iCustom(NULL, 0, "NonLagMA_v7.1",Price,Length,Displace, PctFilter, Color, ColorBarBack, Deviation, AlertMode, WarningMode, 2,Shift); double sell_maprevious = iCustom(NULL, 0, "NonLagMA_v7.1",Price,Length,Displace, PctFilter, Color, ColorBarBack, Deviation, AlertMode, WarningMode, 2,Shift+1); if (close_previous <= maprevious && close_current >= macurrent){ if (sell_maprevious!=EMPTY_VALUE && sell_macurrent==EMPTY_VALUE && buy_macurrent!=EMPTY_VALUE){ int buyticket = OrderSend( Symbol(), OP_BUY, 0.01, Ask, 10, 0, 0, NULL, 0, 0, Green ); } } }Source code for new candle: https://mql4tradingautomation.com/mql4-on-new-bar/#:~:text=Compare%20the%20start%20time%20of,true%20and%20update%20the%20time
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So I ran this, even in not visual mode, and it took approx 3 hours for 1 month of data on a Daily chart.. insane.
I'm a newb but I think the reason it's so slow is because on every tick it's calculating those variables.
I tried moving them to or above int OnInit() but that makes the buy order not working.
I'm hoping someone could advise me on how to handle this because I want to run the EA with a lot of different indicator values and it's hard to do that while the EA takes 3 hours for 1 month of data only.