Another possible danger that I've run into several times is the memory limit of ~1.5gig for 32-bit applications. I usually hit this when trying to do a WFO while looping across multiple assets.

I found what I think is the same thing you are talking about swingtraderkk -- the only solution I've come up with is a multi-step process to figure out which ranges work best, then work on optimizing only that range.

For example, on equity-curve trading, I wanted to know if the LowPass-filtered crossover curves should be narrower or wider, so I actually came up with 4 different scenarios and I've found that usually 1 of them outperforms the others: narrower, wider, mega-wide and uber-wide. Once I identify (generally) which one works best with the given strategy, then I look to optimize only that one.