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Hi All - I want to use the custom
backtester interface for the first time, to add a custom metric. Without
accessing the CBI, my AFL is 1,900 lines of code and takes 38 minutes to
run 42,000 opt steps. Even adding the tiny test code below doubles the opt time
to 1 hour and 12 minutes. Just wanted to ask any of the more experienced CBI
users if this sounds normal - I am wondering if maybe there is something
I should change... Thanks very much!
Steve
SetCustomBacktestProc ( "" );
if ( Status( "action" ) == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest();
TotalModeRevs = 5;
bo.AddCustomMetric( "Total Mode
Reversals", TotalModeRevs );
}
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