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re ... "Never found it. I code my stuff in C or compiled Matlab. For automation I would need an API and then write it all myself." yep ... seems i have to now too. RE .."But for the out of memory problem it is likely that you could also run out of memory or that the backtest could take a...

re "What does "optimizing a basket of markets against a basket of markets" mean? Can you be more specific? Which markets are you talking about? What are your objectives? " I am trying to backtest a pairs trading style stategy. A pairs style trading stategy uses two markets. I need to cycle...

Hi I am after advise on what other people are using for backtesting/optimising pairs or intermarket analysis. Not just programming 1 market of choice against another market of choice , but using a basket of markets and testing that against another basket of markets. I am not talking about...