Hi Michael,

can you provide more background information? For example the type of
strategy you would like to backtest. Giving a proper advice depends to a
large extent on your requirements. As an example, you could consider monthly
testing to keep the memory consumption lower, in case your strategy permits
this (sliding window size,etc).

But in principle, R is very well suited for these sort of problems ...

Kind regards,
Ulrich



On Mon, Jul 11, 2011 at 5:39 PM, Guy Green <guygreen@netvigator.com> wrote:

> Try reading your txt files into R and then combine them using rbind:
>
> combined_data=rbind(data_1,data_2,data_3...)
>
> Guy
>
> Michael Gates wrote:
> >
> > I want to back test a huge amount of stock data with one run.  I have not
> > yet read the data into R.  It is comprised of 1000 symbols for the past
> 20
> > years.  OHLCV are columns.  Dates are rows.  The number of rows exceeds 4
> > million so I can't prepare it as a single .txt doc in either Excel or
> > Word.
> >
> > My hardware is:  1 TB HD,  8 GB DDR2 Ram and an Intel  Core2 Quad
> > processor.
> >
> > Any suggestions on best approach would be appreciated.
> >
> > Thanks in advance,
> >
> > Mike
> >
>
>
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-- 
Ulrich Staudinger

http://www.activequant.org
Connect online: https://www.xing.com/profile/Ulrich_Staudinger

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