Hello, I'm getting Error 060: TIC memory limit exceeded. Citation from manual:

"Zorro can not allocate a too large memory resource - such as the ticks buffer for a simulation in TICKS mode, or the price buffer for a large simulation period and small bar period. The script can not be executed and Zorro must be restarted. This happens when the PC is either running low on memory (a Win32 process has 3 GB max.), when a too-large single block of memory is allocated, or when the memory is fragmented through many previous simulation or training runs. In the latter case the fragmented memory can be released simply by re-starting Zorro. Otherwise, memory can be saved by splitting the portfolio into separate strategies, reducing the simulation period (f.i. by setting a EndDate or MaxBars limit), not using the TICKS flag, and using M1 rather than T1 price data."

I'm trying to backtest only one year of tick data for one symbol with no optimization. I have Win7 64bit with 12GB in VirtualBox so the PC memory size is not a problem. The .t1 file has 328 MB. The original .csv file has 0.91 prices per second which is not that much for tick data.

The memory is not full or fragmented. I can't split the portfolio as it is only one symbol and one strategy. Setting MaxBars, EndDate or turning off TICKS flag doesn't help either - I guess it's because the whole .t1 file is loaded at once.

Using M1 instead of T1 is not an option for me. I've noticed that when doing so, the results can be quite different (I'm testing a strategy with thousands of trades per year - even small details matter).

The ability to test tick data was one of the main reasons I bought Zorro in the first place. So my question is: Is there any way to get around this problem? Is it maybe possible to increase the memory limit somehow? Thank you in advance for the reply. Cheers!

Exact same question here. I can't get lower than 2s Ticks until running into the memory issue. Limiting the backtest to one month doesn't help either.

By the way, what is

Error 057: not enough price ticks

?

Backtest is running after this Error without problems.

1 year of 1 price per second tick data is 60*60*24*252*16 = about 350 MB. So that should be normally not a problem. I suppose that the running out of memory has a different reason, like using more memory for something else. Can you post your script, or contact Support? They'll check.

The minimal example would be quite simple:



This is for the FXCM data (EUR/USD for 2015 is the largest file).

The exact error message is: "Error 060: TIC memory limit exceeded (788 MB)"

788 is twice the file size.

Indeed! That error message is in fact wrong, the memory did not run out. I suppose that this is a bug in the memory size calculation. I've notified the developer, and we'll upload later today a new beta version 1.45.2 where this is fixed.

I've downloaded the new beta version and it works fine, thank you!

Another similar problem - I get the same error when trying to backtest two years of data for a symbol if the sum of file sizes is cca 500 MB+.

Minimal example for FXCM data:



Again - trying in VirtualBox with Win7 64bit and 12+ GB RAM.

Yes, this error is indeed intentional for limiting .t1 data to one year. For two years you must run two separate tests. Reason is that the current version loads all ticks into memory. It's planned to cache the data in a future version and then there's no limit to .t1 data - but with the current version, one year is max.

I'm running again into the memory issue with my own collected data. If I want to store every price tick the .t1 file can have over 600 MB. In that case it's not even possible to backtest one year for one asset without getting Error 60 despite the fact that the system has 9 GB free memory. It's quite inconvenient to split the date ranges further. Is it possible to increase the limit somehow?

I guess you won't use it with a 32 bit app.