Strategy Tester slowing down during test

You have one or more indicators that are recalculating all bars, or you are creating many objects.

My room computer is older but this is where I do allot of my work. With that said, few things I've noticed which slows down my testing on mql4.

***Calling iCustom Indicators: I've Never Written any Indicator since I've been on here. What I ended up doing is taking my two favorite indicators, lifting the codes, and placing them directly into the EA.

***Looping through Orders: I make every attempt to break out of the Loop when I've got what I'm looking for. Then I make sure to Save the state of the Order-Pool, notably OrderTotal_With-X-Magic or Time-Of-Last-Check.

***Yeah, Objects: I usually draw them the first time I changes parameters of the object. When I need a speedy test I use commands like if not visual mode ... dont draw objects.

***Once-per-Bar: Be very picky about what Information you run every Tick. The less Information you run per tick the better. Don't run indicator codes within EA every tick for example. I find once-per-M5-bars to be sufficient for most of my systems.

the EA on test is using one indicator I dont believe it is recalculating all the bars. There are no objects created other than the usual arrows drawn by the tester at the open and close of a trade. As there are only a few hundred trades I wouldnt think that could be the problem.

Whatever the EA and indicator combination does, by nature it has to do the the same thing repeatedly on every tick and every trade signal, so theoretically if there is a problem with the code logic, surely it would be slow from the beginning and remain the same ?

I dont see why it should get progressively slower ?

I should add at one point closer to the end of an 18 month backtest both of my CPU cores were running at 100% and stuck there for some time while the tester was very slow. It makes me think the EA is doing more of something as the test progresses, I'm going to run it again this time with no tester arrows, if it isnt that could the tester log file be the problem ?

Here is the main code of the indicator I dont think it should be recalculating all the bars.

int start()
  {
   int i,j,k,limit,mins;
   int ctf=Period();
   int counted_bars=IndicatorCounted();
   limit=Bars-counted_bars-1;
   for(i=limit; i>=0; i--)
    {mins=StrToInteger(StringSubstr(TimeToStr(Time[i],TIME_MINUTES),3,0));
     int iH1 = iBarShift(NULL,TimeFrame,Time[i]);
     for(j=0,k=0; j<=mins; j+=ctf, k++)
      {MacdBuffer[i+k]=iMA(NULL,TimeFrame,Fast,0,MODE_EMA,price,iH1)
                      -iMA(NULL,TimeFrame,Slow,0,MODE_EMA,price,iH1);
    } }
   for(i=0; i<limit; i++)
    SignalBuffer[i]=iMAOnArray(MacdBuffer,Bars,Signal,0,MODE_SMA,i);
//---- done
   return(0);
  }

mins=StrToInteger(StringSubstr(TimeToStr(Time[i],TIME_MINUTES),3,0));
     int iH1 = iBarShift(NULL,TimeFrame,Time[i]);
     for(j=0,k=0; j<=mins; j+=ctf, k++)
      {MacdBuffer[i+k]=iMA(NULL,TimeFrame,Fast,0,MODE_EMA,price,iH1)
                      -iMA(NULL,TimeFrame,Slow,0,MODE_EMA,price,iH1);
    }

extremely inefficient.

int      iH1    = iBarShift(NULL,TimeFrame,Time[i]);
double   macd   = iMA(NULL,TimeFrame,Fast,0,MODE_EMA,price,iH1)
                - iMA(NULL,TimeFrame,Slow,0,MODE_EMA,price,iH1);
int      iChart = iBarShift(NULL, 0, iTime(NULL,TimeFrame,iH1));
for(; iChart >= i; iChart--) MacdBuffer[iChart] = macd;

I did it that way so it would work the same way on live prices as it does on history but even though your way is faster code, i still dont see how that would explain the tester getting progressively slower during the test. My slower code should make it uniformly slower throughout the test, not fast at the beginning and then gradually slower

OK I figured this out the one thing that takes progressively longer to do as the test progresses is scanning through the history pool, my EA accesses the history pool to get the lot size of the last order, and because I read, the history pool is not guarenteed to be in sequential order I wrote code to check every order in the pool to see which is the last order, by the end of the test that means checking through the list of several hundred closed orders.

So, I am either going to write code to get the profit and lot size of orders in my close orders function just before closing them, or run some tests to see if the highest numbered order in the history pool of the correct type is ever anything other than the last closed order. The former should work for orders closed by the EA, but it would also mean keeping up with the orders that are about to be closed because they have met their SL or TP levels.

OK I figured this out the one thing that takes progressively longer to do as the test progresses is scanning through the history pool, my EA accesses the history pool to get the lot size of the last order.

Oh, lets add one more to the list. I rarely use History-Pool Searches now-a-days. For getting value of last-order which is fairly common for allot of systems, I Save the value of LastOrderSize in Static/Global Variable. If I have something very Important and don't wanna ever search the history for it, I place it in a Terminal Global Variable.

I mean I understand that there may be times when there's valid reasons to search history, and that this may not be the best approach for every logic. But for the sake of testing which could be repetitive and time-consuming, I'd put the least amount of bullet proofing codes in. Example: I'd assume that ordertotal-1 is the last order.

Looping is a great method for building an EA which can resume where it left off during a restart...problem is excessive looping & function-calls will slow tester down. Terminal Variables help reduce the need to Loop for certain types of information during a restart. Looping helps reduce the need for excessive Terminal Variables.

I'm still in the process within my head trying to define When and Where to use What.

I'm going to avoid looping through the history too, but when it is neccesary why do we need to do OrdersHistoryTotal() - 1 ?

edit ok i dont know why i asked that i must be getting tired lol obviously the first order is held in the zero index of the order pool array ...

We don't need to. That was just an example. I always loop down. Tho I haven't done history searches for a while I believe OrdersHistoryTotal() - 1 will select last orders first (in the tester.. should work live also unless your history-pool is being filtered). That way I just -break- after I get last order info. If you're looking for something like the size of all orders in history then you'll have to loop through all trades.

This is just one of the many other reasons, I call it quits to the MT4 tester, and jumped to MT5. Also, Not everything can be tested on MT4, like mine, but on MT5, I had no problems.