I have attached a strategy to a 5min chart. The strategy adds an indicator which calculates support and resistance levels. So far everything is running off of the 5min data.
The strategy will trigger a long when price reaches support determined by the indicator.
I wanted more granularity in the strategy, so I added another tick data series to check when price reaches support intra-bar and trigger a long. The indicator is still based off of the 5min data, therefore only the strategy is running off of the tick. I verified that only the strategy is running off of the tick data, the indicator OBU gets called every 5min
The problem is that the system became extremely slow after I added tick data. Now I understand that there's a lot more processing involved, but it's taking around 15min to run the strategy on a 1 day chart. Everything is normal on the 5min.
What should I be expecting in terms of performance when I use tick data? Obviously 15min for 1 day of data renders using tick backtests impossible.
Thanks
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