Fast running of strategy generation code

MT4, MT5 and TS allows writing code to calculated the values upfront, e.g. https://book.mql4.com/samples/icustom

that way indicator code does not get called each time EA runs, but to read buffer values. But SQX Custom code does not follow this.
If you change the approach to like MQL4, the strategy generation should run faster. Hope it makes sense.

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Votes +2
Project StrategyQuant X
Type Feature
Status Refused
Priority Normal

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Hans

13.10.2020 20:49

Voted for this task.

Mark Fric

14.10.2020 14:30

Status changed from New to Refused

I understand your point, but we did it differently on purpose after careful consideration.

I believe the code for indicators is simpler and more readable this way, it is inspired by NinjaTrader, Tradestation also doesn't use buffers like MT4/5.

There is a lot of optimizations in SQ to make it quick, backtests in SQ are much faster than on any of these platforms.

Votes: +2