Backtesting with CPU-intensive indicators

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

Probably have to see the code to know if it can be optimized, quite often the hard work the CPU is doing is not needed with some refinement of the code ... anyhow if you can post the EA, ill have a look at least, no promises.

Aside from optimizing the indicator, I'd also recommend that you avoid calculating the indicator value unless you absolutely have to.

Is it only used to enter the market? Make sure you're not calculating the indicator value unless all other entry criteria are met. Only used to exit? Make sure it's not calculated unless you're in the market and all other exit criteria are met.

Alot of EAs only enter at the start of a new bar. If you prevent the indicator from being calculated on any tick after the first of the bar, you'll probably cut down enormously on CPU usage.

I did some investigation to see what was slowing my EA to a crawl and found that the code for the above indicator was recalculating from the beginning of stored history for each new quote rather than only processing uncounted bars. Corrected code for this very valuable indicator is posted below - the EA works just fine now.