I am programming in NT for 2 years, I came up with a strange problem recently.
I am backtesting a portfolio of 20 stocks for a time interval of 1 year using 1 Min data. In a strategy I also use the slope of 1 day VIX as:
Slope(Closes[1], 3,0). I have included VIX timeseries with Add(etc) correctly.
The problem is that the calculation seems eternal and the memory utilization exceeds 20 even 30GB! (33.4 now) The same strategy without the slope completes in 2 mins with minimal memory utilization.
I imported VIX timeseries on 1 Min basis and I clicked on "Generate Daily data from Min data" since I need slope of 3 days for my algo purposes.
Ninja version is: 7.0.1000.16
Any ideas?
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