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I ran a mac completely off an external for awhile and didn't like it. At the same time, it's nice to have a computer that's completely dedicated to the os. With Mac, you're paying for software, and I do love the OS.
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After all, inside, it's all the same hardware. I run a lot of games off my imac and it runs them well. That said, imo your BEST option is to get a PC for gaming. That could be a plus for running the OS and the game off the external. Usb3 will give you up to around 5gigbits/second, thunderbolt 2 will give you 20, thunderbolt 3 will give 40. Earlier mbps would have a Thunderbolt 2, which is still twice as fast as usb3, but not as fast as T3. Rather than trying to run from a usb3 hd, I'd advise getting a thunderbolt 3 enabled hd rather than usb3, but ONLY if your mbp is 2015 or later. So, I kinda like to think I know a little about this. I've also opened and replaced parts on both PC and Mac, so I'm familiar with what's inside. I also have experience with the 2015 MacBookPro because I bought one for my son. I've used windows 7,8 and 10 through bootcamp on both iMacs. I've used Macs since 2006, and have used every version since 10.5.
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