Problem: When running a daily scan against a list of symbols (eg NASDAQ) the performance is extremely slow (can take over 4 hrs a scan).
The bottle neck appears to be loading up the data. To verify this i created a new strategy that does nothing in calculate bar update. It runs for a small date range (last two days) Even this takes many hours.
We are using eSignal data. Can you please explain how data loading works, if already loaded data is re-loaded again and most importantly how can we speed this up to something more acceptable?
Thanks
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