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64 Bit Backtest observations

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    64 Bit Backtest observations

    Hi,

    I ran a backtest on a rather simple Strategy with several parameters and I also chose to optimize on Data Series.
    In the beginning everything looked very good, CPU 50-70%, all 8 cores being used. Memory was filled up pretty quickly to 4GB, but dropped to 2.5 after around 10-20 seconds again - after that it went to 4.5GB and dropped to about 3GB and so on. after every "cycle", a bit more memory was used until almost all available 12GB were full. After that only a few hundred MB were being freed, until the whole process was running with
    0-200 !Megabyte! of available memory! CPU average speed since memory hit once the max limit was decreasing rapidly from 55% to 13% at that point. SSDD (harddisk) showed hardly any activitiy.

    Is this an expected behavior? It seems that the whole backtestingspeed dropped by at least 75% once memory is full?
    The good news: there is no crash when Memory reaches limit
    Last edited by masafi; 12-10-2009, 12:25 AM.

    #2
    I seriously can't comment your observations, since I don't know how the .NET runtime of coded, you needed to contact Microsoft for details.

    Here is what I do know:
    - monitoring the RAM usage on task manager is NOT indication of the actual used RAM, since .NET is a garbage collection system
    - .NET run time may decide to swap memory to harddrive

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