[amibroker] Is it possible to speed the custom backtest procedure up ?

["Roman" <Roman.Tatkin@xxxxxxx>]

My script normally runs for 7-10 seconds on a single symbol with 450000 bars.

After I've used custom backtester it runs for 30 seconds. This is what has been added:

SetOption("UseCustomBacktestProc", 1);
if (Status("action") == actionPortfolio)
{
	bo = GetBacktesterObject();
	bo.preProcess();

	for (nBar = 0; nBar < BarCount; nBar++ )
	{
		for (sig = bo.GetFirstSignal(nBar); sig && sig.isEntry(); sig = bo.GetNextSignal(nBar))
		{
			//_TRACE("" + sig.posSize);
			if (-sig.posSize / 100 * bo.equity > fMaxCapitalForTrade)
				sig.posSize = -fMaxCapitalForTrade / bo.equity * 100;
		}

		bo.ProcessTradeSignals(nBar);
	}

	bo.postProcess();
}

No matter how many trades produced - looks like that SetOption("UseCustomBacktestProc", 1); is the main reason.

Are there any ways to make it faster ?




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