I'm working on a strategy that makes a lot of trades. The strategy is obviously losing a lot of money but the issue is that the backtest gets stuck and doesnt finish.

What is going wrong? Is it because it is trading too often? Is it a memory issue? Am I running out of something?


I've tried multiple times to attach the backtest here but it wont let me. It is just unresponsive. I'm attaching the code instead

namespace QuantConnect.Algorithm.CSharp { /// <summary> /// Basic template algorithm simply initializes the date range and cash. This is a skeleton /// framework you can use for designing an algorithm. /// </summary> public class BasicTemplateAlgorithm : QCAlgorithm { bool up = false; decimal lastPrice; /// <summary> /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized. /// </summary> public override void Initialize() { SetStartDate(2008, 01, 01); //Set Start Date SetEndDate(2017, 01, 01); //Set End Date SetCash(5000); //Set Strategy Cash // Find more symbols here: http://quantconnect.com/data // Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily. // Futures Resolution: Tick, Second, Minute // Options Resolution: Minute Only. AddForex("EURUSD", Resolution.Minute); } /// <summary> /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// </summary> /// <param name="data">Slice object keyed by symbol containing the stock data</param> public override void OnData(Slice data) { if(lastPrice - data["EURUSD"].Price > 0) { if(up == true) { up = false; //buy Liquidate(); SetHoldings("EURUSD", -0.5); } } else if(lastPrice - data["EURUSD"].Price < 0) { if(up == false) { up = true; //sell Liquidate(); SetHoldings("EURUSD", 0.5); } } lastPrice = data["EURUSD"].Price; } // Fire plotting events once per day: public override void OnEndOfDay() { //Debug(" " + GC.GetTotalMemory(true)); } } }