I am calculating volume at the tick level and if I do not use tick replay the sum of the volume starts at zero instead of the value that has already accumulated over the life of the chart.
I am looking for any tips that will speed the loading process of the strategy.
I use the strategy like an auto-trader, I turn it on when I see a setup coming.
If I enable the strategy without tick replay it takes about 7 seconds. When I enable the strategy with tick replay it takes at least 40 seconds.
Frequently by the time the strategy has loaded the trade has already happened.
I have the chart time frame at one day to reduce the amount of data that needs to be calculated.
Thanks for any help
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