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And yet, the back testing function still cannot be trusted to resemble anything in real world trading. So you get faster results that are still terribly inaccurate for system building.
NT7 would only run quicker on backtesting, not in charting, even not with this "nvidia tesla" because not beeing programmed multithreading the charting - right or wrong?
Strangely I do not experience that type of problem. I'm running NT7 64bit on a quad-core Apple box running Windows 7 64bit. Have tons of charts with indicators open while optimizing as well as several pretty complex strategies. One tip - and you may not have tried this - it helped WONDERS on my end and it took me a year to figure that out: Comment out all your debug logs - I personally set a flag which is something you may want to do anyway. I experienced a huge speed increase and all my more fragile strategies suddenly ran rock solid. I think they may have a thread management problem that interferes with the logging - go figure.
Zoethecus: I tried to send you a private response to yours and I was unable to do so as I'm not a premiere member here (strange). My email is admin @ evilspeculator com if you want to reach me.