I ran an optimization test with 100 (!) iterations (values from 1 to 100) and it took 3,5 Hours!
This is my personal record for the longest optimization.
And formula was like this:
Low[0] < (MAX (High, BarsSinceEntryExecution()+1)[0] - (TickSizeVariable * TickSize)) // Idea around it is to mimic End-of-trade drawdown real time: for long trade to take current low and see if it's lower than maximum high since execution minus X number of ticks.
So nothing fancy, but it took soo long. Any way to improve it?
I tried converting that MAX (High, BarsSinceEntryExecution()+1)[0] into variable and then calling it, but optimization didn't get faster.
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