I use Win 7 64 with 12 GB RAM.
When I do a Walk Forward Optimization of a strategy over 6 months, using 13 Range bars and Optimization period of 28 days vs. Test period of 7 days, NT 64 uses all the memory available (~11.5GB) and then the WFO stalls, it runs for hours and hours with no error message.
Optimization period of 21 days vs. Test period of 7 days went through.
Does anyone have either a fix / work around or rule of thumb do define the acceptable ranges?
Philippe
Comment