Portfolio Backtester Memory Requirements?

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furytrader
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Portfolio Backtester Memory Requirements?

Postby furytrader » 08 Feb 2011

I am attempting to backtest a portfolio based upon a single intraday system that uses different instances of that system with different parameters. I have found that unless I break each instance of the system into its own separate strategy (as opposed to running the same system as different "signals" within a single strategy), I run the risk of having cross-contamination of signals, whereby the exit signal from one instance will cause another instance of the system to exit incorrectly. I know, it's confusing just writing it.

Here's my question: after having the Backtester crash because of low memory, I upgraded my research machine from 1GB to 4GB but I'm still seeing the same memory crashes and "low memory" warnings. How do I calculate the memory usage requirements for a particular backtest? Does the portfolio backtester use more memory if you break signals from the same system into different strategies?

Any insight or help would be greatly appreciated.

Thanks!

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geizer
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Re: Portfolio Backtester Memory Requirements?

Postby geizer » 08 Feb 2011

hi furytrader,
Apart from Portfolio Backtester itself and any problems it may, or may not have, and which I can't answer, check the following Windows settings:

- Windows pagefile should not be disabled. The default is "Automatically manage paging file size for all drives". If you see anything else, change it to default. Reboot. This should solve any "not enough memory" problems caused by improper pagefile settings in Windows (except when your hdd is full and unable to accomodate the pagefile requirements.)

Also I recommend you take a close look at the following free tool called CleanMem. Imho it's made by a person smart enough not to over complicate things but help people who run many memory hungry apps simultaneously (especially on the systems with small size of RAM).

Also there is Memory Sizing Guidance for Windows 7 by Microsoft, if you want get technical.
Cheers,
Last edited by geizer on 09 Feb 2011, edited 1 time in total.

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furytrader
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Re: Portfolio Backtester Memory Requirements?

Postby furytrader » 08 Feb 2011

Thank you for your suggestions - they are very helpful. I am checking into them now. If I run into any problems, I'll be sure to indicate so here.


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