PairTrading-strategy-slow-backtest-run

CODE:

using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using System.Drawing;
using System.Collections.Generic;

namespace WealthScript1
{
   public class PairTrading_sample : UserStrategyBase
   {
      string[,] Pair = new string[5, 2] { {"SA1", "SB1" }, { "SA2", "SB2" }, { "SA3", "SB3" }, { "SA4", "SB4" }, { "SA5", "SB5" } };

      string A_stock = "", B_stock = "";
      BarHistory A_stockBarHistory, B_stockBarHistory;
      int MAPeriod = 20;
      TimeSeries close1, close2, ActualRatio, ActualRatioSMA, Delta, DeltaSMA, DeltaDifference, DeltaNorm;

      public override void Initialize(BarHistory bars)
      {
         StartIndex = MAPeriod;

         for (int i = 0; i <= 4; i++)
         {
            if (Pair[i, 0] == bars.Symbol)
            {
               B_stock = Pair[i, 1];
               break;
            }
         }

         A_stockBarHistory = GetHistory(bars, bars.Symbol);
         B_stockBarHistory = GetHistory(bars, B_stock);

         close1 = A_stockBarHistory.Close;
         close2 = B_stockBarHistory.Close;
         ActualRatio = close1 / close2;
         ActualRatioSMA = SMA.Series(ActualRatio, MAPeriod);

         Delta = ActualRatio - ActualRatioSMA;
         DeltaSMA = SMA.Series(Delta, MAPeriod);
         DeltaDifference = Delta - DeltaSMA;
         DeltaNorm = DeltaDifference / StdDev.Series(Delta, MAPeriod);

         PlotTimeSeries(DeltaNorm, "DeltaNorm", A_stockBarHistory.Symbol, Color.Navy);
         PlotBarHistory(B_stockBarHistory, B_stockBarHistory.Symbol, Color.Green, false);
      }

      public override void PreExecute(DateTime dt, List<BarHistory> participants)
      {
      }

      public override void Execute(BarHistory bars, int idx)
      {
      }
   }
}