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Hello
I run this script on a watchlist of 500 symbols every 30 minutes. It
runs for 10 minutes. Could someone help in optimizing the script
Thanks
Seede
/*Filter=InWatchList(5);
TimeFrameSet( inHourly);
Buy=Volume>2*EMA(Volume,9);
TimeFrameRestore();
*/
relativevolume=(((LastValue(TimeNum())-93000.00)/63000)) * LastValue
(V,20);
wlnumber = CategoryFind("wlUsualSuspectShortFilter",
categoryWatchlist );
Luckybreakdown=Close>10 AND Low<Ref(LLV(L,20),-1) AND V>1.2*
(relativevolume) AND LastValue(DateNum() )==GetRTData("UpdateDate")
AND InWatchList(wlnumber);
if(!LastValue(Luckybreakdown)){
wlnumber = CategoryFind("wlUsualSuspectsLongFilter",
categoryWatchlist );
Luckybreakout=Close<50 AND High>Ref(HHV(H,20),-1) AND V>1.2*
(relativevolume) AND LastValue(DateNum() )==GetRTData("UpdateDate");
}
Buy=False;
Sell=False;
// Three day reversal filter watchlist.
wlnumber = CategoryFind("wlThreeDayReversalFilterBuy",
categoryWatchlist );
Buy= InWatchList(wlnumber) AND LastValue(DateNum() )==GetRTData
("UpdateDate") AND Close>Open;
if(!LastValue(Buy)) {
wlnumber = CategoryFind("wlThreeDayReversalFilterSell",
categoryWatchlist );
Sell= InWatchList(wlnumber) AND C<O AND LastValue(DateNum() )
==GetRTData("UpdateDate");
}
AddColumn(Buy,"3 Day reversal buy ");
AddColumn(Sell,"3 Day reversal sell ");
AddColumn(Luckybreakout,"Usual Suspects Bull ");
AddColumn(Luckybreakdown,"Usual Suspects Bear ");
AddColumn(TimeNum(),"timenum");
AddColumn(relativevolume,"relativevolume");
AddColumn(GetRTData("changetime"),"changetime");
AddColumn(GetRTData("Updatetime"),"updttime");
Filter = Buy OR Sell OR Luckybreakout OR Luckybreakdown;
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