Request to improve performance in back test of a custom indicator SMC_OSC (Smart market concept + Market sentiment oscillator).
It works fine but it has a hard problem, it is extremely slow in tick-mode and I cannot use it in EA due the infinite range times it gets to back-testing.
About the first section in Chart price (Smart market concept), it uses candle close pivots (on bar, no ticks) and so I think that this section it's OK and does not limit the performances.
About the second section (Oscillator), the indicator gets signals (buffers) from natives very fast basic indicators and it processes an own calculation to finally output a “Market sentiment histogram”.
Here is very slow and maybe is possible to improve or fix calculation to improve performances.
Indicators used: RSI, CCI, MA, ATR.
I developed an simply EA just to test the speed of getting buffers (on ticks).
Here the reports:
For one day test, 15 min bar, on-tick calculation:
Test 1: Only EA, no copy-buffer
Test 2: Copy-buffer of the native indicators: RSI, CCI, MA, ATR.
Test 3: Copy-buffer of the custom indicator SMC_OSC:
how can we see the group of indicator need a few ms (385). to be read, unfortunately, the SMC_OSC need 37 second and it uses the same buffers.
MY REQUEST:
The indicator work fine yet, only need to fix or rewrite calculation code.
Anyway there is a calculation it is an oscillator that use very fast indicators .. Should be fast at the same of them (about 385 ms (+ calculation time) in the previous test).
Many thanks.
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