You can speed things up during long backtesting runs by adding code to your Java Strategy that will skip over times when your selected Instrument's Market is Closed, like this:
public ITimeDomain curWeekend = null;
long time = bidBar.getTime();
if (engine.getType() == IEngine.Type.TEST) {
if (curWeekend == null) curWeekend = context.getDataService().getOfflineTimeDomain(instrument);
if (time >= curWeek