during the developement of NT7 it was often mentioned that the backtesting performance will increase, the memory and CPU usage will decrease compared with NT6.5.
I used the following setup which represents my typical needs for backtesting:
- WinVista, 2GB RAM (which is not much for vista, I know), 2x2MHz CPU
- ~ 1 Mill. Bars (1Min Forex DaySession, so NT has to skip the nights), ~2000 Trades of an indraday breakout strategy
Backtesting via optimizer works in general and the results are shown and look completely. If I try to activate the Charts-, Graphs-, Trades-Tab etc. NT7 uses complete CPU and growing RAM and crashes after a while. This seems strange to me because NT should have all theise data already because it shows the results?
Walk Forward is quite the same than optimizer.
Backtesting via the backtester does not work at all with this setup. CPU goes max, RAM grows and after a while it crashes.
Exactely the same behaviour I´ve seen with NT6.5. I understand that my setup is not comfortable for this relatively big backtest. But I don´t understand why optimizer is giving sufficent results with relatively low RAM usage and all the other ways do not work?
In recent years I mostly used TradeStation but it is poor for automated trading, NT is much better in this area. But in Backtesting the same setup does not make any problems to TradeStation. I ever thought C# is more efficent that any script language like Easy Language?
Thanks a lot.
Joerg

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