Strategy Back Test - running out of memory problem

[boreland]

I'm trying to use one of the supertrend indicators. There are a butch of variants but they all seem to have the same structure. When I add it thus:

protected override void Initialize()
{
Add(AdaptiveSuperTrend(0.92,16200,false));
}

It plots OK and the strategy is processed quickly. When I use it in OnBarUpdate() thus:

if (Position.MarketPosition == MarketPosition.Long && aptiveSuperTrend(0.792,16200,false).Oscillator[1] == 0.0 )
{
ExitLong("allLongs","");
}

The strategy takes forever to run. If the numbers of days is say 50 days of 1min bars then Ninja crashes with an out of memory warning.

When I added the plot using Add(AdaptiveSuperTrend(0.92,16200,false)) a dataseries object must have been created. Is there a way I can access it to avoid calling AdaptiveSuperTrend(0.92,16200,false) for each iteration of the backtest.

Here is the message from the log file:

5/21/2013 12:22:35 AM|3|128|Error on calling 'OnBarUpdate' method for strategy 'New/66d0fc7216204c768b0d7749e5b96906': Exception of type 'System.OutOfMemoryException' was thrown.

[NinjaTrader_Bertrand]

boreland, If I recall correctly this custom script wasn't pretty efficiently coded to begin with....

You could check into something like this to see if it would help improving performance -

// Vars region
private AdaptiveSuperTrend myInd;

// OnStartup
myInd = AdaptiveSuperTrend(0.92,16200,false);

And then change your code in OnBarUpdate() to only refer to this myInd instance of the indicator.

[boreland]

Thanks that did the trick.