Backtesting grinds to a holt when trying to analyse multiple instruments

Hi,

I am trying to back test multiple instruments at once. I pass them in as a parameter and then get the latest 5 minute bars and analyse the latest bar. If my rule set determines a trade I place the trade. I am just trying to do this against one days worth of data and it gets about half way through the day and then slows right down until it is processing them second by second.

Has anyone experienced this before?

Regards,

Jay