[amibroker] speeding up custom metric

[mmwolniak]

Hello. I'm using equity straightness metric that looks like this: profit * 
correlation(linear regression(equity),equity) 

My implementation is very slow and clumsy and may not even be completely 
correct (it appears to be working well though). I'm hoping someone will be able 
to suggest a way to speed up the script below or suggest a better method of 
getting the same results. Thanks in advance.


cash = 10000;
bi = BarIndex();
dt = DateTime();
 
SetCustomBacktestProc(""); 
enBar = 0;
exBar = 0;
if( Status("action") == actionPortfolio ) 
{ 

firstBar = False;

    UPI = 0; 
    bo = GetBacktesterObject(); 
 
    bo.PreProcess(); 

    for( bar = 0; bar < BarCount; bar++ ) 
    { 
    EQ[bar] = bo.Equity-cash;


      bo.ProcessTradeSignals( bar ); 

   } 
   

    for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() ) 
     { 
     exBar =  trade.ExitDateTime;
     if (firstBar == False)
        {
        enBar = trade.EntryDateTime;        
        firstBar = True;
       }
   }

st = bo.GetPerformanceStats(0); 
bo.PostProcess();
 

if (exBar != 0 AND enBar != 0)
{ 
enBar_ = LastValue(ValueWhen(dt == enBar,bi));
exBar_ = LastValue(ValueWhen(dt == exBar,bi));

al = LastValue(LinRegSlope( EQ, exBar_- enBar_ )) ;
bl = LastValue(LinRegIntercept( EQ, exBar_ - enBar_  ));
j=0;
for( bar = enBar_; bar <= exBar_; bar++ ) 
    { 
    Lr[j] = al * ( j) + bl;
    EQ2[j] = EQ[bar];
    j++; 
   }
Cor = Correlation( EQ2, Lr , j-1);
MW =   LastValue(Cor) * st.GetValue("NetProfitPercent");      
}
else
   {
   newMeetric = -999999;
   }

bo.AddCustomMetric( "EQstreighness", newMeetric );      

}