Job finished
Specification
Scratch built EA 2
I am reposting this job even though I have assigned a developer already because first build of EA did backtest pass that took 80 seconds. Please dont bother applying unless you are really confident that you can code what I require otherwise you will be wasting your time and mine. Specifically, your code needs to be fast in backtesting.
If you feel I overlooked your first application but are up to the job - please apply again :
Simple bar open reversion based pre-asian system using bband and wpr entry
No Global variables to be used.
Code must be kept simple, don´t use to many functions, try to keep things in the main-code loop and code that one smart. E.g. if there is a condition to check several times in a row, don´t check the condition several times in a row but check it one time at the beginning with "If condition1 = true, then begin to check sub-conditions....", instead of checking sub-conditions first like "if indicator1=234, then if condition1=true, then...".
My colleagues latest message to me :
"Just last week I´ve done some more optimization´s on SC, a 13 years backtest on M5 bar open is now down to 1400 milliseconds, with 3 parallel orders open at once max (as multiple orders at once slow down things as well):
2014.12.13 04:07:30.021 USDCHF,M5: 1031776 tick events (1031875 bars, 2063398 bar states) processed within 1312 ms (total time 1359 ms)
All achieved by rethinking some logics and putting really EVERYTHING now into the main loop without any functions"
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To coders reading this, you will need to really think carefully about how the processes of backtesting works in order to code efficiently enough that you can code a system that will perform fast backtest passes. Im only using single order entries versus up to 3 orders open and managed simultaneously, so really your code should go even faster than 1.3 seconds !
No premade code blocks - I am looking for max performance, be sure that your code is the
most efficient way it can be handled. Must complete 12 years x 5 min bar open backtest in 4 seconds max.
Live trading experience a pre-requisite. Must be aware of the pitfalls that come with live-trading that you simply don´t have in a backtest where everything always goes smooth.
Your code will be reviewed by my colleague to ensure adherance to specified outline above.
Ideally contact me via email info@new-millenniuminc.com and/or skype Adam Liddiard (surfieadam/Western Australia)