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I have an indicator that gives the average of last 5 days trading range. As I am running this indicator on 1 minute bar, I have written a script to scan the last 5 days to determine the range and calculate the average. The # of minute bars scanned is 5x24x60=7200 on e-mini NQ. When I turn quickAFL on, the value appears for the 1st time and become zero this is because quickAFL defaults the max bars required to only 30. When I set it to 7200, it works fine but the system crawls in realtime.
How could I improve the speed? Is there a way to keep the state variables and in between when the indicator is refreshed? Will plug in help?
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