I was wondering if the Zorro Team could make a comparative speed test. I read on the website that they claim Lite-C is 3 times faster than C# so the speed test on Big Mike's forum should be interesting:
[link]
http://www.bigmiketrading.com/multichart...timization.html[/link]
I tried to port the code but got stuck on the summation of series. The optimization is done from 20 to 100 for all parameters with steps of 20 and it takes less than 7 min on both MC and NT. The data is 2 years of ES 5 min bars (regular trading hours only). The interesting here is not the profit but how long it takes with the same number of optimization steps and same number of bars.