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Managing memory (RAM) and disk space usage

MultiWalk can be very heavy on both memory (RAM) disk usage.  Managing both these aspects become important considerations when running MultiWalk.

Memory (RAM)

TradeStation is a 32-bit application, so managing memory requirements is particularly important since it cannot address more than 2-4 gigabytes.  See this article on ways that you can write your strategy or configure your project to reduce memory usage.

Disk Space

Some of the recommendations to reduce memory usage also apply to disk space conservation.  In particular, make sure that your strategy does not create hundreds of thousands of trades.  These kinds of volumes of trades can happen unexpectedly as your strategy is applied to different symbols and time frames.  Limiting the number of trades greatly reduces disk space used to store trade data and it is highly doubtful that a strategy that generates 150,000+ trades in a back test would be profitble!

Since MultiWalk can generate data for a massive number symbol/timeframe/walkforward combinations and configurations, disk space can be quickly consumed by all the stored data and results from these optimizations and walkforward simulations.  See this article for general computer specifications.  I suggest a minimum of 1 terabyte of free space and more is better.  I share my method of managing disk space in that article under the “HARD DRIVE” section.

Use Limited Feasibility Testing

One way to limit that is to be sure to use Limited Feasibility Testing as a filter to your full optimization/walkforward runs. This will help weed out worthless symbol/time interval combinations as well as reduce computation times.  Leave the option unchecked.  This is the default setting for new projects.

Avoid the option “Create individual WF equity and EL code text files”

And unless you need this option, do NOT enable “Create individual WF equity and EL code text files”.  Leave the option unchecked.

Most people do not need this option and it would needlessly consume a massive amount of disk space.

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