Not Enough Memory for Optimization
I am optimizing a simple SMA crossover strategy in M30 timeframe for one year. When I set moving average period parameters 10 to 30 and 20 to 60, my code work fine.
But it will out of memory when the parameter is large, e.g. 10 to 200 and 20 to 400.
Can I reduce the memory cost on backtrader optimization?
You will have to talk to the Python developers.
In any case, most people will advise you against over-optimization, over-fitting, over-xxxx ...