Diamond Backtesting with MultiCharts (BTWFMgr)
(Professional Software Solutions)

BTWFMgr can also process optimizations now with the TradeStation compatible MultiCharts platform:
Step1: Prepare your Strategy in MultiCharts
Step2: Run the Optimization for your strategy/signal
If you are running Windows 7 -64Bit - make sure you run MultiCharts.exe in Windows Vista Mode:

Step1: Prepare your Strategy in MultiCharts

1a	Open the MultiChart PowerLanguage Editor:
1b	Open the Strategy you would like to optimize and analyze with BTWFMgr for editing a) File/Open b) Enable only the Signal check box c) Select double click on your Strategy As a sample you can import our RSI Sample Strategy from here: PSS_RSISample.pla
1c	Open the Diamond BTWFMgr Start/Programs/Diamond Backtesting with Walk Forward Manager (BTWFMgr)/Backtesting with Walk Forward Manager (BTWFMgr) or double click on: C:/BTWFMgr/BTWFMgr.exe
1d.	Click on the "Strategy Preparation" button (or File/Strategy Preparation)
1e.	Your Strategy name should appear in the new box - click on the Prepare button:
1f	The click on the Modify button This will automatically add a small section at the end of your strategy and verify the strategy for you. That's it - you are ready to go - click on OK in the Confirmation box:
	The only difference between the MultiChart and Tradestation modification is the DLL function call to PSS_BTMC() instead of PSS_BT():: MultiChart: external: "PSS_BT.DLL", int, "PSS_BTMC", LPSTR,LPSTR,LPSTR,IEasyLanguageObject; ... nRetWFO = PSS_BTMC(Symbol,"PSS_RSISample"{Strategy},WalkForwardVar{InputNames},self); TradeStation: external: "PSS_BT.DLL", int, "PSS_BT", LPSTR,LPSTR,LPSTR,IEasyLanguageObject; ... nRetWFO = PSS_BT(Symbol,"PSS_RSISample"{Strategy},WalkForwardVar{InputNames},self);

Step2: Run the Optimization for your strategy/signal

2a	Open your workspace with the Chart and Strategy/Signal loaded as a sample you can open the PSS_RSISample chart from here: PSS_RSISample_MSFT15.wsp
2b	Right click on the chart and select "Format Signal":
2c	Click on "Optimize" and enter your (exhaustive) optimization ranges and set  the nBTWFMgrExport parameter to 2 - here is an example for our sample signal PSS_RSISample: A new Strategy input parameter has been added: nBTWFMgrExport The following modes are available: 0 Disable BTWFMgr data capture 1 Enable BTWFMgr data capture - in initial strategy potential research mode When you are researching the basic strategy potential and the effect of additional context input values 2 (Default) Enable BTWFMgr data capture - in regular backtesting mode When you are finalizing strategy development and want to collect data for the Walk Forward backtesting
2d	Click on OK to start the optimization and the MultiCharts Progress WInodws will appear:
2e	When the MultiChart optimization has completed, BTWFMgr will automatically process the newly collected and display the BTWFMgr Result window and remove its temporary work files.

How BTWFMgr processes the MultiCharts optimzations
BTWFMgr uses the following steps to process MultiCharts optmizations:

• Create on the very first permutation the temporary sub folder with the Timeframe as the sub folder name:
  Example: \BTWFMgr\PSS_RSISample\MSFT\015Min
• Write the BTWFMgr definition file into the sub folder with the creation time in the filename:
  Example: \BTWFMgr\PSS_RSISample\MSFT\015Min\015Min_20100209_175026.btwf1
• Write EACH permutation as a separate BTWFMgr event file into the sub folder:
  Example:
  \BTWFMgr\PSS_RSISample\MSFT\015Min\MC000001.btwf2
  \BTWFMgr\PSS_RSISample\MSFT\015Min\MC000002.btwf2  etc
• Initiate a BTWFMgr process to wait for the MultiChart optimization box to disappear:
  
• When the MultiChart optimization box has disappeared, BTWFMgr assumes that the optimization has completed
  and will copy the BTWFMgr definition file to its final destination:
  Example: \BTWFMgr\PSS_RSISample\MSFT\015Min\015Min_20100209_175026.btwf1 copy to:
  \BTWFMgr\PSS_RSISample\MSFT\015Min_20100209_175026.btwf1
• Open the final BTWFMgr event file:
  \BTWFMgr\PSS_RSISample\MSFT\015Min_20100209_175026.btwf2
• Append each Multicharts permutation file to the final BTWFMgr event file:
  \BTWFMgr\PSS_RSISample\MSFT\015Min\MC000001.btwf2
  \BTWFMgr\PSS_RSISample\MSFT\015Min\MC000002.btwf2  etc
  append to:
  \BTWFMgr\PSS_RSISample\MSFT\015Min_20100209_175026.btwf2
• When completed remove the temporary sub folder:
  \BTWFMgr\PSS_RSISample\MSFT\015Min
• Process the data as usual from the final location:
  \BTWFMgr\PSS_RSISample\MSFT\015Min_20100209_175026.btwf1
  \BTWFMgr\PSS_RSISample\MSFT\015Min_20100209_175026.btwf2