[B130 / B131 dev1] Session Open / High / Low / Close causing extreme slowdown in building

If using any of the Session Open / High / Low / Close indicators in the building blocks, regardless if from the "Stop/Limit Price Levels" section or from the "Prices" section (it´s even worse if they are enabled in both sections), building is being slowed down by at least 50%. I´ve tested all day long and it definitely comes down to these indicators ONLY that are causing this. All other indicators/entry price levels do not cause any slowdown.

On 34 years of history data, using the H1 timeframe along with "1 minute data tick simulation", I am getting 31000 strategies / hour with everything EXCEPT the "Session Open / High / Low / Close indicators" enabled (which is what´s normal for my system since months) and am down to just 4300 strategies / hour with them enabled in both sections of the build blocks.
To test this, you also need to make sure to have the "Limit Time Range" option in "Trading Options" enabled and have a custom session set (e.g. from 1:00 to 23:59 just as an example).

Maybe there is a way to speed this indicator up? If not, you should at least add a warning that this one is extremely slow, as new users might not even notice how slow this makes the building process and think it´s normal that it´s taking that long.

Thank you.
Attachments
  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

g
#1

geektrader

19.01.2021 00:29

Task created

g
#2

geektrader

19.01.2021 00:29
Voted for this task.
b
#3

bentra

08.02.2021 15:44
Voted for this task.
h
#4

hankeys

08.02.2021 17:29
Voted for this task.
h
#5

hankeys

08.02.2021 17:30
yes, without Sessions building blocks the builder is much much faster
g
#6

geektrader

10.02.2021 21:29
Yes, just tested it again, it´s going down to 5000 strategies/hour from 34000 strategies/hour without that block. Not acceptable.
TB
#7

Tomas Brynda

11.02.2021 08:18

Status changed from New to Fixed

I have completely reworked the Session OHLC blocks for all platforms. A build with just these blocks now runs 5x faster.

The new implementation also has a slightly better algorithm. It handles gaps better.


A disadvantage is that you should retest your existing strategies that use these blocks, because thay may have slightly different results.

Also new indicators for MT4/MT5 and updated functions for TS/MC have been added. It's necessary to copy/import them to your platform.

We will include a startup info about this in the next release.


Best regards,

Tomas

g
#8

geektrader

11.02.2021 13:06
Great stuff Tomas! Thanks.

Votes: +3

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