cory 

use FirstTickOfBar so you don't have to set CalcOnbarclose=true.

I understand that but my point is that your example code had CalculateOnBarClose = true, in the initialize section. Seems like a conflict.

Tasker_182 

I understand that but my point is that your example code had CalculateOnBarClose = true, in the initialize section. Seems like a conflict.

the best practice is having CalculateOnBarClose = true first, see how long it takes before turn it off.

Tasker_182 

I understand that but my point is that your example code had CalculateOnBarClose = true, in the initialize section. Seems like a conflict.

No conflict, when Ninja says 'of no value' they just mean if CalculateOnBarClose is true then it is redundant. As a general performance tip, simple conditional tests are ultra fast operations, to be used in advance of anything else.

Koepisch 

Nice coding so far. You can test that you don't call the Get.. functions every time. If you call it 2 times for 2 consecutive IDXs then you can interpolate the other values.

Awesome tip! Unless I screwed up somewhere with the timings I recorded, my inner loop dropped from average 75 microsecs to 15 microsecs.

If running on COBC false you can reduce the number of executions of OnBarUpdate by at least 70% by rejecting those price ticks that have the same price as the preceding tick and are not FirstTickOfBar.

if close[0]=previous close and NOT FirstTickOfBar return....