i have been working on trading strategies which are driven off the relative performance of the european and u.s. index futures - i start with the DAX, CAC and FTSE in the european morning session and then add DOW and ES futures when the main u.s. session opens. i have developed and tested numerious single-instrument strategies of varying degrees of complexity, however, i have been finding the development of multi-instrument strategies to be of a significantly more difficult dimension. i am finding that i am severly limited in computing resoruces, screen space etc. i currently use mostly 1-minute current day data (all trading is intraday) and tick data for all of the above futures. i am wondering if i am overlooking something in my design and hence am having these issues - i am looking for any advice on how to make the implementation more efficient, including (1) intraday timeframes used (2) possibly, limiting the number of instruments (3) any examples of multi-instrument strategies (4) are the any books / any other material on this specific subject. would very much appreciate any feedback, thx in advance.