MIN / MAX funtion problem

[Renejm]

Hi support,
I have figured out that both MIN and MAX function using an array do have a negative impact on the performance/speed of a strategy. Using those functions cause a slow strategy. Do you have any suggestion about an alternative or workaround for both functions in order to speed up the strategy?

Kind regards,
Rene

[NinjaTrader_CalH]

Hi Renejm,

Thank you for your post.

You can use HighestBar() and LowestBar() in their place. Below are two links on how to use these functions.

HighestBar()
LowestBar()

Let me know if I can be of further assistance.

[Renejm]

Thanks. Is there any way I can exclude the current bar for the HighestBar/LowestBar function, because I don't want to include the current bar. With MIN and MAX you have the possibility for Min()[1] so that the current bar will not be included.

Kind regards,
Rene

[NinjaTrader_CalH]

Hi Rene,

You would need to create a for loop for the logic and store it in a temp variable for the highest or lowest value. You would need to define the temp variable outside the loop.

Example -

for( int i = 1; i < period; i++)
{
//Logic
}

Let me know if this is the answer you are looking for.

[Harry]

Thanks. Is there any way I can exclude the current bar for the HighestBar/LowestBar function, because I don't want to include the current bar. With MIN and MAX you have the possibility for Min()[1] so that the current bar will not be included.

Kind regards,
Rene

If you do not want to include the current bar, you can limit the calculation of MIN and MAX to one time per bar

if(FirstTickOfBar)
{
   // calculate Minimum or Maximum over the lookback period
}

This only will lead to a reduction in CPU load, if you execute a strategy in COBC = false. It will not improve the speed of a backtest.