Backtesting Automation Sequence Manager Definition File
                   
(Professional Software Solutions)

All details of a specific automated backtesting sequence run are stored in a simple text file
with the "bts" file extension (Backtesting Automation Sequence).

Sample Backtesting Sequence File
Below is one of supplied sample (RSISample1.bts):

Workspace=M:\srcpss\Apps\StockData\TS\MyIdeas\RSIPlain\RSIPlain3159.tsw
SequenceFile=C:/Program Files/Backtesting Automation Sequence Manager (BTSeqMgr)/DJ30.bts
Symbols=@ES,@YM,@NQ,@BP,@EC,@JP,@ER2
EndDate=7/1/2006

Template=
Intra/60|6/1/2005
Intra/45|6/1/2005
Intra/30|6/1/2005
Intra/20|6/1/2005
Intra/15|6/1/2005
Tick/~20|6/1/2005
Tick/~50|6/1/2005
Tick/~100|6/1/2005

OptSet=
1/RSILength|6|30|2
2/OverSOld|30|50|2
3/OverBght|50|80|2
5/LossAmt|200
6/GainAmt|200

;
; Aborted at 2/5/2009 14:35:58
Abort=1=AA|OptSet|Daily|2 Years|2/1/2008|

===== LIST EXAMPLE (ListSeq.bts) ====
LIST=DJ30|SP100

Backtesting Sequence File Struture
Below is one of supplied sample (RSISample1.bts)

Workspace= Specifies the "seed" workspace, which should contain one chart with the strategy to be backtested
BTSeqMgr will make a copy into the Sequence folder and then further copies for each sequence,
so the original workspace is always untouched!
SequenceFile Shows the actual location of the original BTSeqMgr sequence definition file
Symbols= Specified the list of Symbols to be used
EndDate= Specifies the last date to be used thoughout the backtest
Template= Indicates the start of the timeframes to be used for each symbol:
{Type/Interval} | {StartDate|X Bars|N Days}
The "Type" can be: Intra, Ticks, Daily, Weekly, Monthly
The "Interval" applies only to:
- Intra (specifies the minutes) and
- Ticks (specifies the ticks per bar) -or- specifies the bars per day - example: Ticks/~50 specifies 50 bars per day
  based on the Avg Daily Volume as defined in the configuration file BTSeqMgr.ini (if nit defined defaults to 10,000):
[TickDailyVolume]
@ES=47000
@ER2=41000
@EC=26000
@YM=30000
@NQ=23000
@TY=14000
@BP=12000
@FV=8000
MSFT=10000
EURCHF=10000


StartDate specifies when the data should start
N Bars specified how many bars back should be used
OptSet= Specifies each parameter, which should be set or varied thoughout the backtests:
N[/Name] | Value [ | Max | Incr ]
N  = Parameter number (1 = first in the list)
Name = Parameter name (optional, but can help you keep track)
Value= Starting Value
Max = optional Ending Value
Incr = Increment 
Note: If the warning box appears because the value is larger than MaxBar
   then BTSeqMgr will click automatically on YES
If the Max value is equal or less than the Starting Value (or on other errors) - BTSeqMgr will abort - so you can correct it
Abort= Market to save were a sequence was aborted, so that BTSeqMgr can re-start at that left off point again
when you re-run the aborted sequence
This market will be automatically removed when the sequence has completed.
List= List several entire sequences here - creating a "super sequence" which will run all listed sequences.
If a sequence exits with errors - BTSeqMgr will either stop (MultiScriptStopError=YES) or
continue anyway with the next sequence until the list if finished (MultiScriptStopError=NO)
See "ListSeq.bts" for an example  

 



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Copyright 1998-2009, Burkhard Eichberger, Professional Software Solutions
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