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 );
}