I recently worked on single asset backtests with daily resolution without any problems. I was working primarily with ETF data.

I have recently begun working on multi asset strategies using 15 forex pairs provided through the Oanda data feed at hourly resolution. These backtests take long periods to acually launch (close to an hour on some occasions) and rarely finish. When I move back to daily resolution and 15 forex pairs my backtests are also timing out at times. The strategies I am testing are not overly complex so I am surprised to experience these issues. I should also note this is occuring on two completely different strategies. 

Are there speed differences between data feeds? Eg: ETF data vs Oanda forex data?

Is there a guide with tips to improve backtest speed?

Is anybody else experiencing these long waits and backtests which do not complete?

Do my local specs have any relation to backtest times or are these speeds all based upon server specs?