Is there any time limitation doing backtesting?

[pstrusi]

Hi Ninjas,

I'm about to run a very long backtesting, I've calculated that it could take around 7 or 8 days to finish it. So since at the same time, I connect NT to my broker for download my diyly data, my question:

Can I run this long backtesing without having any trouble ? or could it be any cause memory issues...etc ?

I'm looking forward for your answer as soon as possible

Thanks

[NinjaTrader_ChelseaB]

Hello pstrusi,

Yes, the more you days you include in the backtest the more memory the backtest is going to take. This compounded by any objects you create in the script that also must take memory.

Each computer will have its own limit. I could not say if your computer will run out of memory doing that test without testing it.

[pstrusi]

What about 8Gb Ram, Intel core i7, simple double variables, no arrays at all...do you think it can make it?

[NinjaTrader_ChelseaB]

Hello pstrusi,

This still depends on how many trades are made, this also is kept in memory.

I can only guess, and I would think that a very simple strategy that doesn't make any objects should be able to test over quite a bit of data without running out of memory.

[pstrusi]

There will be many trades, but I'll give a try

Thanks Chelsea