I have a rare event while doing backtest, it appears some kind of out of memory, I'd like to know what´s happening, which one are my limits in the Algo. The script is pretty simple in its calculations but then, depending on results, the Algo must choose a decision among 17576 cases to trigger a command; for this I use "SWITCH" and so far so good. The Algo still is "learning", therefore not all 17576 cases has a command, in fact the total cases with final commands are 28% of total. This script with 28% of cases filled is about 1355 Kb size. But now I decided to make some changes in order to filled all 17.576 cases, then the script became into 3400 Kb. So far, not problem; the issue comes when I do a backtest with this 3400 Kb Algo, that NT crashes, and I'd like to know why, if is there any memory issue or something that I can address.
In order to speed the thread, I attached here the trace and log files
Looking forward for your help
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