Hi!
a) What kind of strategy are you trying to optimize? (i.e. scalping?)
b) What's the timeframe it operates on?
c) What are the type of operations it does intra-bar? (i.e. real-time trailing, etc.)
In many cases you don't even need anything beyond open price modelling for optimizing (as long as your EA operates once per bar) . It'll save you a ton of time and money.