Most efficient way to filter out dates in a multitimeframe strategy

[markus1000]

IM running the backtest on minute data, my second data series is daily data

   protected override void Initialize()
        {
      Add(PeriodType.Day, 1);

under Onbarupdate im excluding several dates from trading

	if (BarsInProgress != 0)
				return;	
		

		
		
	#region onbarupdate variables	
		
			.....

if ( (ToDay(Time[0]) ==ToDay(new DateTime(2004,1, 8).AddDays(x))|| ToDay(Time[0]) ==ToDay(new DateTime(2004,2, 5).AddDays(x))||ToDay(Time[0]) == ToDay(new DateTime(2004,3, 4).AddDays(x))||ToDay(Time[0]) ==ToDay(new DateTime(2004,4, 1).AddDays(x)) ||
	ToDay(Time[0]) ==ToDay(new DateTime(2004,5, 6).AddDays(x))||ToDay(Time[0]) ==ToDay(new DateTime(2004,6, 3).AddDays(x)) )

{return;} else {}

The code is working and the dates are excluded but im worried that this code is kind of slow.

Will this statement be checked every new bar of my primary series?
If yes, would are the best solution to improve the code? Creating a counter? Moving the filter to a section for the second dataseries.

[NinjaTrader_Lance]

While most likely this code here will perform just fine you could improve performance by checking the first bar of session's time stamp instead of each bar.

If the condition is true set a flag that prevents trading until the next first bar of session.

Visually you likely won't notice much if any improvement but technically less calculations will take place.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?firstbarofsession.htm

Regardless of what you do each bar will still be looked at, it's just a matter of how many calculations are ran on each bar.

Let me know if I can further assist.