Yesterday, however, I created a similar strategy but added a High and Low measurement.
As part of the new condition, I used
double todaysHigh = CurrentDayOHL().CurrentHigh[0];
double todaysLow = CurrentDayOHL().CurrentLow[0];
and the performance hit to my machine was unbelievable. The strategies failed to even process all 100 names and load into a Market Replay or Live Market with any success.
So as a test, I wrote a very simple toy NinjaScript Strategy incorporating these methods and suffered the same miserable performance result.
Is this a known issue, perhaps (and hopefully) with a known fix?
Thanks in advance and best regards,
Andrew
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