Diamond Backtesting input file format  (BTWFMgr)
(Professional Software Solutions)

BTWFMgr uses two input files as input of the backtest to be analyzed (btwf1 and btwf2) - see below:
View btwf2
You can open the btwf2 (Trading Event file) directly from the command line:
C:
cd \BTWFMgr
BTWFMgr.exe -e C:/BTWFMgr/pss_rsisample/goog/daily_20120102_122625.btwf2 
-OR-
BTWFEvt.exe C:/BTWFMgr/pss_rsisample/goog/daily_20120102_122625.btwf2
Download BTWFEvt.exe here.
You can also open the btwf2 file from the BTWFMgr menu: 
File/Open detailed Event file (bwtf2)
BTWFMgr will one time process the raw btwf2 file ans translate it to the more compact btwf3 position/permutation file etc.
Then the btwf2 file is not used any more - except for diagnostic purposes or if you want to convert from Equity to Potential mode
BTWF1

Is a text file which contains the overall backtest information:
Example (WalkFwd.btwf):
RSILength/OverSold/OverBought/EMALength/LossAmt/GainAmt
6
@ES
PSS_T_Sample1
20060710,224533
123456
2.50
0.2500
50.00
2.1f
1
10
10Min_20060710_224533
C:/BTWFMgr/PSS_T_Sample1/@ES/10Min_20060710_224533
0

BARDATA
20050602,103000, 1242.2500, 1243.0000, 1241.5000, 1242.5000, 12023, 1
20050602,104000, 1242.5000, 1243.5000, 1241.7500, 1243.0000, 11189, 2
20050602,105000, 1243.2500, 1243.5000, 1242.0000, 1242.5000, 8708, 3
20050602,110000, 1242.5000, 1242.7500, 1242.0000, 1242.5000, 3691, 4
20050602,111000, 1242.7500, 1243.7500, 1242.5000, 1243.0000, 9591, 5
20050602,112000, 1243.0000, 1243.5000, 1242.7500, 1243.0000, 4579, 6

Example (WalkFwd.btwf):
Line1 List of the names for the backtesting parameter - separated by '/'
RSILength/OverSold/OverBought/EMALength/LossAmt/GainAmt
Line2 Total number of backtesting parameters 6
Line3 Symbol @ES
Line4 Strategy Name PSS_T_Sample1
Line5 Date,Time of the backtest being run 20060710,224533
Line6 Customer Number 123456
Line7 One way commission .50
Line8 Tick Size  0.2500
Line9 Dollar value oper point 50.00
Line10 Backtesting DLL version 2.1f
Line11 Bar Data Type: 1=X Minute IntraDay, 2=Daily, 3=Weekly, 4=Monthly
Line12 Bar Data Interval 10=10 Minute
Line13 Name 10Min_20060710_224533
Line14 Path (not used) C:/BTWFMgr/PSS_T_Sample1/@ES/10Min_20060710_224533
Line15 PotentialMode: 0=regular backtest, 1=potential mode 0,,[Source]
Source: 2=MutliCharts, 3=-AmiBroker default=TradeStation 
Example: 0     (EquityMode,,TradeStation Source)
Example: 1,,1  (PotentialMode,,TradeStation Source)
Example: 0,,2  (EquityMode,,MultiCharts Source)
Example: 0,,3  (EquityMode,,AmiBroker Source)
BARDATA Marker of bardata start BARDATA
  Open, High,Low,Close, Volume, BarNumber
 
View BTWF2 binary File Format

btwf2 is a binary file with the following fixed length format shown below.
btwf2 will be converted to a more compact btwf3 proprietary format when the file is first opened.
After the initial conversion to btwf3 the btwf2 is no longer needed and can be deleted if space is tight.

The btwf2 record length varies depending on the number of backtesting parameters attached (m_nParMax):

The btwf2 record structure is:
WORD m_nMark;   // Record Begin Marker 0xFEFF
DateTime m_nDT; // see below
int   m_nVol;   // trading volume (pos=long, neg=short)
float m_fEntPrc;// Entry Price
float m_fExitPrc;//Exit Price
float m_fPL;    // Profit/Loss - might get recalculated
float m_fTrdMode;//Trade Mode - see below
float m_fPLMin;
int   m_nCustID;
float m_fComm;   // Commission Amount $
float m_fBarHigh;// BarHigh - not used
float m_fBarLow; // BarLow  - not used
int   m_nParMax; // Number of Parameters + 100*barnumber
float m_fPar[m_nParMax]; // backtest Parameters

The DateTime Format is:
BYTE m_nYr; // Year - 1900
BYTE m_nMo; // Month (1-12)
BYTE m_nDy; // Day (1-31)
BYTE m_nHr; // Hour (0-23)
BYTE m_nMi; // Min (0-59)
BYTE m_nSe; // Sec (0-59)

The Trade Mode is:
case 1: //Entry Bar only
case 2: //Exit Flat
case 3: //InBar complete Trade
case 4: //ExitReversal Long
case 5: //ExitReversal Short
case 6: //Partial long exit
case 7: //Partial short exit
case 8: //RevEntryL
case 9: //RevEntryS
case 10://Exit PreBar Long
case 11://Exit PreBar Short