I've been a fan of William Blau's work for a while and am having trouble backtesting an EA which uses the TSI oscillator as one of its components. Enabling the use of this indicator (which is REALLY cpu-intensive) slows my backtest to a point that testing more than a few days at a time is just not practical. I'm wondering if someone who knows more about backtesting than I can suggest a workaround.
The EA in question runs on the H1 timeframe and I've been testing using "every tick" as the modeling setting. Is it feasible to modify the code to run at "open prices only" and still get significant results? I should point out that I'm not a backtest maniac - I'm really only looking to backtesting to give me a feel for the overall relationship between profit and drawdown (while of course showing SOME profit) rather than just producing big paper profits.
Any help from the experts will be greatly appreciated...
Lou G
The EA in question runs on the H1 timeframe and I've been testing using "every tick" as the modeling setting. Is it feasible to modify the code to run at "open prices only" and still get significant results? I should point out that I'm not a backtest maniac - I'm really only looking to backtesting to give me a feel for the overall relationship between profit and drawdown (while of course showing SOME profit) rather than just producing big paper profits.
Any help from the experts will be greatly appreciated...
Lou G
Old Benjamin was right