Optimize performance (BarsArray vs BarsinProgress)

[Aussiemike]

Hi,

Trying to optimize a strategy, but it is taking a crazy amount of time! 10hrs and no idea of how much to run.

I am running it on 5min data, but in it i reference tick data. I have a question on the most optimal way of referencing tick(or any finer period) data.

If i were to use barsinprogress =1 to reference the tick data, and then apply decisions under that and reference back to the 5min data using barsarray[0], then i'd expect that to be a lot slower than say using the normal barsinprogress and then just using barsarray[1] when i need to to get the tick info. Correct?

Cheers

Example

If i have the below running on 5min....
But i want the close to be the very tick it crosses the SMA, and not wait for a 5min bar to close above it. Then which is faster processing?

Option A

Add(PeriodType.Tick,1);

if (Closes[1][0] >= SMA(50)[0])
{
Enter Long(100);
}

Option B


Add(PeriodType.Tick,1);

if (BarsInProgress ==1)
{
if (Close[0] >= SMA(BarsArray[1],50)[0])
{
Enter Long(100);
}
}

[NinjaTrader_Bertrand]

Aussiemike, this would first of all a question if those would be really equivalents for your strategy, since Option A would not be filtered for any BarsInProgress context but be called therefore in BIP 0 and 1. Since you process the tick series in both cases for all ticks I would not expect much calculation difference, since the 5 min calls could be neglected in comparison to tick processing.