Poor performance retrieving multiple time-frames and symbols

Hey Guys,

I'm building a version of the Hector DeVille 3SMA filter dashboard for cTrader. The purpose is to retrieve data for multiple time-frames across multiple symbols and indicate whether different simple moving averages are aligned correctly to indicate a trend.

The indicator works, but is TERRIBLY slow to load. I've moved the main code up to the Initialise class so it's only running once at startup, but still takes 3-4 minutes to retrieve data for 10 pairs. Ideally I'd like to monitor up to 32 symbols but it's not viable with the current performance.

If anyone could suggest possible options for performance enhancements I'd be very grateful...

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class NewIndicator05 : Indicator
    {
        [Output("Main")]
        public IndicatorDataSeries Result { get; set; }

        [Parameter("Symbols", DefaultValue = "AUDCAD,AUDCHF,AUDJPY")]
        public string symbols { get; set; }

        [Parameter("SMA 1", DefaultValue = 30, MinValue = 1)]
        public int per1 { get; set; }

        [Parameter("SMA 2", DefaultValue = 50, MinValue = 1)]
        public int per2 { get; set; }

        [Parameter("SMA 3", DefaultValue = 100, MinValue = 1)]
        public int per3 { get; set; }

        private int[] per;

        private TimeFrame[] tf;
        private MovingAverage[,] sma;
        private MarketSeries[] series;

        // private Symbol[] sym;


        protected override void Initialize()
        {
            // Initialize and create nested indicators
            tf = new TimeFrame[4];
            tf[0] = TimeFrame.Hour;
            tf[1] = TimeFrame.Hour4;
            tf[2] = TimeFrame.Daily;
            tf[3] = TimeFrame.Weekly;

            per = new int[3];
            per[0] = per1;
            per[1] = per2;
            per[2] = per3;


            string[] separators = 
            {
                ","
            };
            string[] symbol = symbols.Split(separators, StringSplitOptions.RemoveEmptyEntries);


            // Ghetto nasty way of counting symbols. Find a nicer way to do this...
            int symcount = 0;
            foreach (var sym in symbol)
            {
                symcount++;
            }

            int ii = 0;
            foreach (var sym in symbol)
            {
                // Get market data for each timeframe for the symbol...
                series = new MarketSeries[4];
                for (int i = 0; i < 4; i++)
                {
                    series[i] = MarketData.GetSeries(sym, tf[i]);
                }

                // Get moving agerages for each timeframe...
                sma = new MovingAverage[3, 4];
                for (int i = 0; i < 3; i++)
                {
                    for (int j = 0; j < 4; j++)
                    {
                        sma[i, j] = Indicators.MovingAverage(series[j].Close, per[i], MovingAverageType.Simple);
                    }
                }

                // Print the symbol name...
                string str = "";
                str = xySpace(0, ii) + sym;
                ChartObjects.DrawText("sym_" + sym, str, StaticPosition.TopLeft, Colors.Green);


                for (int i = 0; i < 4; i++)
                {
                    if ((sma[0, i].Result.LastValue) > (sma[1, i].Result.LastValue) && (sma[1, i].Result.LastValue) > (sma[2, i].Result.LastValue))
                    {
                        str = xySpace((i + 2), ii) + "U";
                        ChartObjects.DrawText("trend_u_" + sym + i, str, StaticPosition.TopLeft, Colors.Green);
                    }
                    else if ((sma[0, i].Result.LastValue) < (sma[1, i].Result.LastValue) && (sma[1, i].Result.LastValue) < (sma[2, i].Result.LastValue))
                    {
                        str = xySpace((i + 2), ii) + "D";
                        ChartObjects.DrawText("trend_d_" + sym + i, str, StaticPosition.TopLeft, Colors.Red);
                    }
                    else
                    {
                        str = xySpace((i + 2), ii) + "N";
                        ChartObjects.DrawText("trend_n_" + sym + i, str, StaticPosition.TopLeft, Colors.Blue);
                    }
                }

                ii++;
                // }
            }
        }
        // END Initialise


        public override void Calculate(int index)
        {
            // Calculate value at specified index
            // Result[index] = ...

            // DATA FORMAT IS...
            // sma[PERIOD, TIMEFRAME]
            // xySpace[COLUMN, ROW]

            if (!IsLastBar)
                return;
        }
        // END Calculate


        private string xySpace(int x, int y)
        {
            if (x < 0 || y < 0)
                return ("");
            string str = "";
            for (int i = 0; i < y; i++)
                str += "\n";
            for (int i = 0; i < x; i++)
                str += "\t";
            return (str);
        }
        // END xySpace


    }
    // END Indicator


}
// END cAlgo