I encountered a memory usage issue too. I have a strategy which uses whole bunch of ETF data. If I set the starting time to 1/1/2010, it can run until today, no problem. However, if I set the starting time in 2007 or 2008, it can only run a few months and showing an error about memory usage is too much. I understand my code is probably not very efficient and may required too much of memory, but why it can run 5 years data if started in 2010 but only a few months if started in 2007? anyone had the similar issue?