Indicator performance bottleneck

December 5th, 2013, 11:14 AM

cory

use FirstTickOfBar so you don't have to set CalcOnbarclose=true.

I understand that but my point is that your example code had CalculateOnBarClose = true, in the initialize section. Seems like a conflict.

December 5th, 2013, 11:41 AM

Tasker_182

I understand that but my point is that your example code had CalculateOnBarClose = true, in the initialize section. Seems like a conflict.

the best practice is having CalculateOnBarClose = true first, see how long it takes before turn it off.

December 7th, 2013, 02:05 PM

Tasker_182

I understand that but my point is that your example code had CalculateOnBarClose = true, in the initialize section. Seems like a conflict.

No conflict, when Ninja says 'of no value' they just mean if CalculateOnBarClose is true then it is redundant. As a general performance tip, simple conditional tests are ultra fast operations, to be used in advance of anything else.

December 9th, 2013, 07:21 AM

Koepisch

Nice coding so far. You can test that you don't call the Get.. functions every time. If you call it 2 times for 2 consecutive IDXs then you can interpolate the other values.

Awesome tip! Unless I screwed up somewhere with the timings I recorded, my inner loop dropped from average 75 microsecs to 15 microsecs.

December 9th, 2013, 05:12 PM

If running on COBC false you can reduce the number of executions of OnBarUpdate by at least 70% by rejecting those price ticks that have the same price as the preceding tick and are not FirstTickOfBar.

if close[0]=previous close and NOT FirstTickOfBar return....

Indicator performance bottleneck

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Indicator performance bottleneck