CodeForTraders
...writing great code so you don't have to
TradeStation's chart-oriented backtesting provides superb visualization, detailed reporting, and easy-to-use browse/reload capability for single-symbol, single-timeframe backtests. However, the TradeStation platform does not offer a built-in way to automatically run a sequence of backtests across multiple symbols and multiple timeframes.
CodeForTraders is pleased to offer you the solution: Backtesting Automation Sequence Manager (BTSeqMgr) by Burkhard Eichberger.
BTSeqMgr lets you run a sequence of backtests of any TradeStation strategy across any list of symbols and timeframes automatically (e.g. overnight, or over a weekend).
A straightforward Sequence Editor dialog lets you define the symbols, timeframes, and strategy parameter variations:
including the setup of the TS Genetic Optimizer (TS 8.5 and later).
Symbol lists and timeframe lists may be created, saved, and reloaded, and the initial entry of strategy parameters is quickly accomplished in one quick step via the 'Add Parameter from Strategy' which causes an automatic reading of all the strategy's parameters from the TS Strategy Format box. Subsequently, you define the parameter variation ranges as you wish them to be tested for the sequence. The entire sequence definition can then be named and saved for future use.
Here is the main display from which you Start or Stop a sequence and perform various other operations:
Above, we see a sequence in progress, at Step 30 out of 40.
Comprehensive output includes (according to your selections) -
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a TradeStation workspace (with the optimization report in it) for each symbol/timeframe combination |
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a .CSV file of multiple iteration results for each symbol/timeframe combination |
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a "short format" .CSV file with selected performance stats for the best iteration in each symbol/timeframe |
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an Excel spreadsheet version of the TS Performance report for the best iteration in each symbol/timeframe |
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a .MHT file version of the TS Performance report for the best iteration in each symbol/timeframe |
( etc. for all defined symbols and timeframes)
To read a detailed, in-depth review of BTSeqMgr, login to the CFT Forum and navigate to the BTSeqMgr review.
For each license purchased, a permanent ability to operate BTSeqMgr on a single designated computer.
$150 (or less) per computer. You save by purchasing multiple licenses at a time.
Click on one of the buttons below to purchase 1, 2, or 3 licenses at a time.
Further instructions will be emailed to you after your PayPal payment is processed.
Please be aware of the caveats before you order.
$150 |
$260 |
$330 |