I wrote a Martingale Expert Advisor (EA), but the backtesting speed becomes increasingly slow as the number of historical orders increases. I tried using Grok to solve the problem, and its judgment is the same as mine, but its fix always results in a compilation error. I hope Fxdreema can fix this so that I don't have to modify every Martingale EA.

The problem you encountered is very typical: the Expert Advisor (EA) generated by fxDreema slows down considerably during backtesting as the number of historical orders increases, eventually even freezing.

The core reason, as you identified, is that Blocks 11 and 15 (i.e., MDL_LoopOncePer) iterate through the entire historical order history (OrdersHistoryTotal()) on every tick, using OrderSelect(i, SELECT_BY_POS, MODE_HISTORY) + OrderOpenTime() >= TimeAtStart() to determine if an order is from the current startup.

As the backtesting period lengthens, with tens of thousands of historical orders, these two blocks perform a full table scan every tick, leading to a catastrophic performance drop.

The best solution (minimum changes + complete resolution) is simply to change the implementation of the MDL_LoopOncePer class from "iterating through historical orders" to "using a static array to record the parent tickets that have been processed."

Modify the following location: Locate the class MLD_LoopOncePer<bool> (around lines 600-650 of the code).
@fxDreema

@l-andorrà Thank you. This is such sad news.

https://fxdreema.com/shared/CtpS6sUWd
For example, in this example, it was very fast at the beginning, but the chart time slowed down after a few hours. After more than ten hours, it was as slow as a snail. I feel that it has something to do with the number of trade, but I set not more than 1 trade in the "for each trade" block. Logically, this situation should not occur. I really don't understand it.

Why does the backtesting speed become slower and slower for strategies using the "for each trade" module?

MT5 has a third type of pending order, it is called "Stop Limit Order", but fxdreema does not have this function now. I hope it can be added. Thank you.
@fxDreema

@l-andorrà Normally it should be 0.01, 0.02, 0.03, 0.04 ...... to close the position and then continue 0.01, 0.02, 0.03 ...... to close the position. But there is a bug so it will happen like above.

@TXZZ Backtesting will look like this: 0.01, 0.02, 0.03 ...... closed; then 0.01, 0.03, 0.04 ...... closed; then 0.01, 0.04, 0.05... ...

@l-andorrà https://fxdreema.com/shared/rkUXHYUde

@TXZZ MT4 Had the same problem.

My friend and I are also experiencing problems with lots not resetting, we think there may be a problem with the MT5 block, could the author take the time to check it out.
@fxDreema