Suggest you see if you can reduce your basic code to be as efficient as possible Can you reduce the number of symbols used in the backtest by including only those you are likely to trade?
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com On 14/02/2008, Steve Dugas <[EMAIL PROTECTED]> wrote: > > 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 ); > > } > > >
