Is there a way to stage (queue) a series of optimizations? For example, I have multiple strategies to be optimized (through any of the WLP optimization methods) on a dataset of 50+ ticker symbols over 500+ bars for each symbol. Could the optimizations be staged so that I could hit "Enter" once and come back hours later to review a collection of optimization results? Reviewing the parameter set results could be done in WLP or by reviewing .CSV files with results output.

My experience with attempting this in a single optimization process is that the single result file is too large and my PC either stalls or locks up.

The may be a way to queue optimizations, just not so in Wealth-Lab. Some might want to use AutoIT (for example) to drive Wealth-Lab but it requires scripting while end result isn't guaranteed.

At any rate I'd start by looking at inefficiencies of the strategy that causes it to lock your PC up but it's a subject for a different forum topic.