Jim Dean Sage     Posts: 3433 Joined: 3/13/2006 Location: L'ville, GA  User Profile | Assuming that you are not using any "custom OLang" routines, then there are several standard things to consider: 1. reduce number of bars loaded 2. reduce number of strategies active 3. reduce number of symbols in focus list 4. reduce number of timeframes being processed 5. if using RT feed, trade stocks that are less liquid (fewer prints) 6. if using walkforward optimization, reduce the number of iteration steps Note that all FL columns are calc'd for all defined timeframes (checked or not) ... this can really slow things down. OTOH, if you are using custom OLang (&/or complex custom OScript) indicators, etc (esp Stops), then there are things you can do to the code logic to help overcome some of the 1-6 issues above. But that's much to complex to summarize here ... I've written a lot about it in the TradeTight.org forum. [Edited by Jim Dean on 3/31/2018 10:35 AM] | |
