Morning,

Before i start to going deep into the software and ask my programmer to setup my strategies … i want to ask for some details.

It would be helpful to get be connected to someone who is able to answer this question because he already did this kind of backtesting.

My strategies, i want to backtest, are running on tick data for 2 instruments same time, as i am trading ratios/spreads.

These backtests are running over the tick data of the last 50 trading days. Therefore i need to know if the software will be able to handle these data and can perform this calculation for 200 pairs on a row?
Is the software using multiple cores of the CPU same time ?

At the moment i am running these backtests in NT8 and after 5-6 pairs i am running into memory troubles (my system has 32GB!) as NT8 doesnt clear memory of the already calculated pairs data.

So after 5-6 pairs i have to re-start the app.

I want to know if the software will be able to perform the full 200 instrument pairs and can handle the size of data and memory properly to run till the end without a re-start?

Another question - can the software use already downloaded tick data (CSV files) in a folder on my system or do i have to re download them again for the software separately?
Data Provider is iqFeed

Best

Thomas

QUOTE:
Another question - can the software use already downloaded tick data (CSV files) in a folder on my system

Yes it can. The built-in ASCII provider supports data from Tick to Yearly scales.

QUOTE:
I want to know if the software will be able to perform the full 200 instrument pairs and can handle the size of data and memory properly to run till the end without a re-start?

To tell the truth, I don't have experience with loading such enormous amounts of tick data. WealthScript has means to regain wasted memory (Bars.Cache.Clear, ClearIndicators, ClearExternalSymbols and GC.Collect from .NET itself) but your mileage may vary. The formula to estimate required amount of RAM can be found here: FAQ | Strategies and WealthScript > Out of memory problems. There you'll also find suggestions on optimizing RAM usage.

Additionally, Wealth-Lab does not support trading on Tick and Second bar scales. The Strategy Monitor is not meant for HFT and applies to 1 Minute timeframe and up.

QUOTE:
Data Provider is iqFeed

If you decide to become a customer and get access to Extensions (not available during free trial), Wealth-Lab supports this data feed natively through dedicated static and streaming data provider: IQFeed. It's preferred over ASCII when it comes to loading large amounts of historical data.