Since
Version
>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::
>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$,MaxDrawDown% to Summary.csv
>Appended sequence step to result filenames to allow the SAME Timeframe with different durations:
AA_Daily_0001, AA_Intraday60_0002, etc
> Improved open of TradeStation workspace function - in Edit Sequence "Open Workspace" button
> Improved CSV File open - using [SYS] CSVEXE to explicitly open the Microsoft EXCEL.EXE program:
CSVEXE=C:/Program Files/Microsoft Office/Office/EXCEL.EXE
-OR- use Configuration General/CSVEXE
The first time you open a CSV file - it might take a few seconds to find EXCEL.EXE
>Added new configuration parameter:
OptConfirms" - Number of confirmations to make sure the optimization has ended (default=2)
>Allowed faster minimums for backtest parameters shows in the new BTSeqMgr speed up page:
> Added predefined/fixed TradeStation location TSHome configuration setting to SYSTEM configuration:
so you can turn the TradeStation data connection OFF and re-run safely:
> Added new sequence listing option - allowing you to create "super sequences"
for details see the "LIST=" directive in the bts page
> Allow column for special symbols (i.e. DE:$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|
with the additional new interval options
>Added delete Strategy Input parameter function
>Added support for generic optimization parameters in the Sequence Edit Window:
>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)
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
>Resolved "No Data" issue (Symbols is valid but no data available)
>Corrected "Timezone" issue
>Added new Abort Mode: immediate or end end of this Step
>Open bts files automatically with BTSeqMgr
>Stay On top switch
>Faster TS Scan
>Added presentation
>Added capturing the Performance Statistics into the Result Spreadsheet file (csv)
>Added Symbol List Function
>Added Time Frame Templates
>Added Symbol List save
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
