Here are summary results of a run using the latest release of BTSeqMgr along with CFT's RSI Suite for TradeStation on index ETF symbols:
- looked at 2 years (5/15/07 - 5/15/09)
- varied the RSI base period, smooth period, and entry/exit levels
- used max bars to hold (MBTH) exits
- was done automatically by BTSeqMgr across multiple symbols and timeframes
- best result per symbol/timeframe is shown above (this file generated automatically by BTSeqMgr)
The entire set of results above was generated on a "push the button and walk away" basis.
For each symbol and timeframe, a whole set of output files was created, like so:
Like those stats? Want to see the trades on a chart?
It's as simple as reloading the generated workspace (.tsw file), opening the already generated/saved optimization report, and clicking on the results of interest, causing the chart to load.
Of all the softwares I use, this BTSeqMgr/TS combination is the very best for batch optimization across symbols/timeframes with simple no-typing reload of individual results for visual examination of the trades.