Slow procedure

• 08/31/2019 at 4:32 PM #106022
  smf1

  I’m testing a WHILE loop within a code: it does its work but it takes about 40 seconds to run through 10.000 bars (5 minutes timeframe). Actually it does 600 cycles for each candle so it should be an acceptable time, but my question is: could such a long time affect the results when the code run live in the real time? If it takes 40 seconds to complete one single run does it mean that once the new candle start no action is done  (new conditions and consequent orders if conditions are met) until the run is completed?

  Thanks for any reply

  Stefano

  

  smf1

  Participant

  Topics: 9

  Replies: 13

  Been thanked: 1 time
  08/31/2019 at 4:51 PM #106026
  robertogozzi

  Loops are really time consuming and will affect performance when running.

  600 iterations for 10000 bars is a huge number, 6 million iterations!

  You are lucky you didn’t get any error message!

  You’d better use less iterations and possibly try to code indicators with as few looping structures as possible.

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17297

  Been thanked: 4135 times
  08/31/2019 at 5:33 PM #106030
  Nicolas

  And/or use a limitation of bars for the calculation of the indicator by using CalculateOnLastBars instruction.

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4775 times
  09/01/2019 at 10:00 PM #106152
  smf1

  Thanks for your answers, I will try to reduce the number of iterations and the number of bars. I still have a doubt: if the code is long anyway, despite the optimization of loops, it takes a relative long time to complete a run at any new bar. How does this time affect the results?

  Thanks

  Stefano

  

  smf1

  Participant

  Topics: 9

  Replies: 13

  Been thanked: 1 time
  09/01/2019 at 11:34 PM #106164
  robertogozzi

  The more a computer has to do, the slower it’ll be done.

  You cannot tell exactly.

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17297

  Been thanked: 4135 times
  09/01/2019 at 11:49 PM #106167
  Vonasi

  I think what smf1 is concerned about is that if you have an indicator that is really slow to calculate then if you want to open a trade at the opening of the next candle but the indicator takes 40 seconds to get a value that the strategy can make a decision with then how can you enter at the actual opening of the next candle?

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1811 times
  09/02/2019 at 3:44 PM #106241
  smf1

  Yes, Vonasi…that is exactly the point. I still have to understand how the system work when it goes live. I guess the refresh of a code start at the opening of each new candle and whatever are the conditions met during the current candle if those conditions met imply an order, the actual entry (or exit) is done at the next candle. Is that correct?

  

  smf1

  Participant

  Topics: 9

  Replies: 13

  Been thanked: 1 time
  09/02/2019 at 6:20 PM #106261
  Vonasi

  Yes is code is read through at the close of a candle and any orders placed at the opening of the next candle. Why don’t you just run your strategy with a slow to calculate indicator in demo live and then check the orders to see how quickly it got on the market?

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1811 times
  09/02/2019 at 11:43 PM #106291
  smf1

  Thanks Vonasi, I’ll do the demo live test and let you know.

  Stefano

  

  smf1

  Participant

  Topics: 9

  Replies: 13

  Been thanked: 1 time
• Author
  Posts