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Make algorithm faster? (bollinger bands)

Hi,

I have been looking at setting up a trigger for when the stock price dips below the lower bollinger band. The bands I want to use are 30 min periods with 100 periods and 2 deviations, which is what I track on Google Finance charts.

Here, with my algorithm, I'm using the price history of 3000 periods with 1 min periods, and I am logging a message saying that the stock order would have been triggered.

My issue is that when I do a backtest with a longer algorithm, with a longer time frame, across multiple stocks, then the processing can take a while. I'm not even sure everything is correct, but I get the feeling there are more efficient ways of doing this.

Any help would be great. Thanks!