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Hi there, currently I have to OC my i7-4790K to backtest tick data (Dukascopy >9GB) from 2007 to 2014. It takes me approximately 5 minutes per run while my optimization takes at least 10 days. I was so happy when I came across QuantConnect because I thought that I could speed up my back testing using the cloud. Unfortunately, it is not the case since a single run of FXCM data from 2007 to 2015 takes 2778.23 seconds (46 minutes). I don't know the exact tickdata size of FXCM to compare with Dukascopy; hence, it may not be an apple to apple comparison. Attached are my simple backtest and my code.

65 | 09:01:17 : Backtesting Project ID: 42348
66 | 09:01:17 : Successfully sent backtest request for 'Smooth Violet Goat', (Compile Id: 90ba9292d6a71daedf3f7154c8a2c6b6)
67 | 09:01:20 : Backtest ID: 0034ffcbc1bbe9e25f9b6eb1c5820baa successfully sent to cloud.
68 | 10:01:38 : Algorithm Notice: Memory 754Mb Used of Maxiumum 1024Mb. Try not to store data in your algorithm.
69 | 10:01:39 : Algorithm Id:(0034ffcbc1bbe9e25f9b6eb1c5820baa) completed analysis in 2478.23 seconds
70 | 10:01:39 : Your log was successfully created and can be downloaded from: http://data.quantconnect.com/backtests/9052/42348/0034ffcbc1bbe9e25f9b6eb1c5820baa-log.txt


namespace QuantConnect
{
/*
* QuantConnect University: Full Basic Template:
*
* The underlying QCAlgorithm class is full of helper methods which enable you to use QuantConnect.
* We have explained some of these here, but the full algorithm can be found at:
* https://github.com/QuantConnect/QCAlgorithm/blob/master/QuantConnect.Algorithm/QCAlgorithm.cs
*/
public class BasicTemplateAlgorithm : QCAlgorithm
{
//Initialize the data and resolution you require for your strategy:
public override void Initialize()
{

//Start and End Date range for the backtest:
SetStartDate(2007, 4, 1);
SetEndDate(DateTime.Now.Date.AddDays(-1));

//Cash allocation
SetCash(25000);

//Add as many securities as you like. All the data will be passed into the event handler:
AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Tick);

}

//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
public void OnData(TradeBars data)
{
// "TradeBars" object holds many "TradeBar" objects: it is a dictionary indexed by the symbol:
//
// e.g. data["MSFT"] data["GOOG"]

if (!Portfolio.HoldStock)
{
int quantity = (int)Math.Floor(Portfolio.Cash / data["EURUSD"].Close);

//Order function places trades: enter the string symbol and the quantity you want:
Order("EURUSD", quantity);

//Debug sends messages to the user console: "Time" is the algorithm time keeper object
Debug("Purchased EURUSD on " + Time.ToShortDateString());

//You can also use log to send longer messages to a file. You are capped to 10kb
//Log("This is a longer message send to log.");
}
}
}
}

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