Portfolio Backtesting Sequence Manager (BTSeqMgr) Updates
                   
(Professional Software Solutions)

Below is a list of all the updates to the "Portfolio Backtesting Sequence Manager (BTSeqMgr)".
If you have any earlier version just download the full package and reinstall.

Since
Version

Comment
1.5a Various TradeStation 9.5 Adjustments (Update 17) 
 
1.4g TradeStation Generic Backtesting Adjustments:
>Added new "Advanced Settings" box support for Generic backtesting - see Help  
Example:
Generations=100, PopulationSize=100,  MutationRate=0.05, CrossOverRate=0.9, StressIncr=10%
Saved in bts file as: Genetic=10|0.05|10|0.90|  

TradeStation 9.1 Update 13 Adjustments:

>Added new IntraDay "Minute" setting in Format Chart box
>Adjusted Import Strategy Input Parameter module
>Adjusted BTSeqMgr to the new TradeStation 9.1 versions
>Added also new KASE Chart type support:


>Added "CloseWait" to set the waiting time (20Secs) for Format Windows to close:

>Adjusted BTSeqMgr to the new TradeStation 9.0 versions
>Adjusted "Add Parameter from Strategy " function to 64 bit Windows Systems
>Added more Optimization Save options to "Timer & Sequence Control" configuration:

>Added more CSvViewType options to "System" configuration::

1.4f >Adjusted BTSeqMgr for new TradeStation 8.8 versions
>Accelerated and improved the Chart Loading logic
>Restore BTSeqMgr last position
>Added "Open Workspace" button to open the current workspace in TradeStation
>Added Prompt so you can enter the Name for a new Symbol List
>Added Probability, Return/Year%, MaxDrawDown$,MaxDrawDown% to Summary.csv
>Appended sequence step to result filenames to allow the SAME Timeframe with different durations:
  AA_Daily_0001, AA_Intraday60_0002, etc
> Improved open of TradeStation workspace function - in Edit Sequence "Open Workspace" button
> Improved CSV File open - using [SYS] CSVEXE to explicitly open the Microsoft EXCEL.EXE program:
CSVEXE=C:/Program Files/Microsoft Office/Office/EXCEL.EXE
 -OR- use Configuration General/CSVEXE 
The first time you open a CSV file - it might take a few seconds to find EXCEL.EXE

>Added new configuration parameter:
OptConfirms" - Number of confirmations to make sure the optimization has ended (default=2)
>Allowed faster minimums for backtest parameters shows in the new BTSeqMgr speed up page:

> Added predefined/fixed TradeStation location TSHome configuration setting to SYSTEM configuration:
1.4e > Added new Preload Chart only option - to skip optimizing and just preload all charts/timeframes
so you can turn the TradeStation data connection OFF and re-run safely:


> Added new sequence listing option - allowing you to create "super sequences"
   for details see the "LIST=" directive in the bts page
> Allow column for special symbols (i.e. DE:$CXPA)
> Convert column and other non alphanumeric characters in MHT/XLS or CSV results filenames
> Added removal of all abort marks in sequence file on non aborted completion of a sequence
> Added Introduction box for skip symbol function:

> Added option to import only NEW strategy parameter in "Add Paramer from Strategy" function
>Moved version in Title bar to the front "(1.4e5) Backtesting Automation..."
>Increased BTSeqMgr size
>Extended the Sequence name display:

>Convert Sequence name for correct characters (A-Z,0-9,~_+-#$(){}[])
>Added International Language support
>Added explicit checking if other charts are opened before starting sequence:

>Added ability to establish a starting point in a run:
Click on "Steps" button, then answer yes to:

Then enter the step to start on the next run:

and confirm:


in the sequence file (bts) you will see a few lines appended:
;
; Aborted at 5/23/2009 12:59:19 - Manual Entry
Abort=10=10|GM|OptSet|Intra/60|6 Months|2/1/2008|
1.4d >Added support for new TradeStation version 8.5 and newer
with the additional new interval options
>Added delete Strategy Input parameter function
>Added support for generic optimization parameters in the Sequence Edit Window:

1.4c >Added Show Command button to display the command sequence Example here
>Added Volume Chart Option to Interval definition
>Added new Volume (share) based chart loading
>Added progress bar when processing summary files
>Added also saving of the BTSeqMgr.ini Configuration file to the new SEQ_XXX folders
>Added symbol skip list and edit button:
  C:\Program Files\Backtesting Automation Sequence Manager (BTSeqMgr)\Skip.txt
>Added new automatic summary when sequence has completed   Example here
>Added new summary button to create summary for any folder 
  (Click on Sum button and enter scan folder)
>Added new automatic saving also of the TradeStation Optimization Spreadsheet
  (to SYM_Int-Best.CSV File) see SaveOptMode for various saving options
>Check for chart maximize only one at the very first run
>Disable "Save Result" CheckBox in Format Strategy Dialog
>Added switch to disable (optionally) the check for maximized charts in the workspace:
   Configuration: System/CheckChartMaximized
>Corrected workspace name issue for names with a dash:
    (i.e. #P_BrickTrend.A_02.BTSeqMgr.5m.1080101-1081031.Opt_01ex.tsw)
1.4b >Added support for charts with multiple datastreams
   just check the "Multiple Datastream" checkbox
>Added "Multiple Datastream" also for Forex and Futures 
>Open the folder with all theresults automatically
>Corrected missing PSS_BT.,DLL issue
1.3i >Tested and ported BTSeqMgr to Windows Vista
>Resolved "No Data" issue (Symbols is valid but no data available)
1.3h >Added Tradestation Symbol List Import
>Corrected "Timezone" issue
1.3g >Added Strategy Parameter import
>Added new Abort Mode: immediate or end end of this Step
>Open bts files automatically with BTSeqMgr
>Stay On top switch
>Faster TS Scan
1.3f >Added Strategy Parameter edit
1.3e >Added timeframe and parameter edit
>Added presentation
1.3d >Added saving of TradeStation Performance Reports (MHT File)
>Added capturing the Performance Statistics into the Result Spreadsheet file (csv)
 >Added Symbol List Function
1.3c >Added Backtesting Definition File Edit Interface
>Added Time Frame Templates
>Added Symbol List save
1.3b >Added TradeStation Symbol List Import
1.3a >Added Abort Manager
1.2e >Added MHT file save
  Genetic Main Settings: Generations=100, MutationRate=0.05, PopulationSize=100, CrossOverRate=0.9
Saved in bts file as:  Genetic=100|0.05|10|0.90|  
Genetic additional Settings: OutOfSample%|1=Terminate Checkbox check|1=Press Suggest|1=Save Performance Report OutOfSample
Genetic2=24|{0|1}Terminate |{0|1}SuggestClick|{0|1}SaveOS

Select "Genetic" Mode when Terminate=1 OR Suggest=1 OR Genetic is specified   
If Suggest=1 then Genetic is ignored - because Suggest will change the settings anyway
Terminate=1: set Terminate AFTER Suggest is clicked 
If there are not enough test - TradeStation will switch from Genetic back to Exhaustive!

Terminate Checkbox
If check the "Terminate Checkbox" 

Suggest
Pressing Genetic SUGGEST Button(00000F2C) ...
Pressing Genetic SUGGEST Button(00000EBA) done
Genetic Suggest Error: 
The number of tests is either too low or too high. No values will be suggested

OutOSample Save
Set Save Performance Report OutOfSample=1

"Backtesting Automation Sequence Manager (BTSeqMgr)" Main Page

TFW WC  WM

Copyright 1998-2012, Burkhard Eichberger, Professional Software Solutions
All Rights Reserved Worldwide.

Backtesting,Trading,Strategy,Automation,Remote Control,Equity,Curve,Performance,Analyzer,TradeStation,Positions,Buy,Sell,Short,Cover,WeekDay,Monday,TuesDay,TimeOfDay,
Statistics,ProfitFactor,Gross Equity,Equity,Chart,Graph,Standard Deviation,Normalized,DrawDown,DrawUp,
Live Trading,Holy Grail,Strategy Potential,Excursion.Buckets,Multi Markets,Filter Criteria,@EC,@BP,@JY,@SF,@ER2,@ES,Futures Contracts,
Shares,Long,Short,shareware