[GT] SVN Commit r612 - trunk/Scripts

[GeniusTrader SVN <raphael AT geniustrader.org>]

Author: thomas
Date: 2008-04-20 18:26:38 +0200 (Sun, 20 Apr 2008)
New Revision: 612

Modified:
   trunk/Scripts/backtest.pl
   trunk/Scripts/backtest_many.pl
   trunk/Scripts/graphic.pl
Log:
Add to documentation.

Modified: trunk/Scripts/backtest.pl
===================================================================
--- trunk/Scripts/backtest.pl	2008-04-20 05:04:22 UTC (rev 611)
+++ trunk/Scripts/backtest.pl	2008-04-20 16:26:38 UTC (rev 612)
@@ -39,12 +39,32 @@
 Backtest will run a backtest of a system on the indicated code.
 
 You can either describe the system using options, give a full system
-name, or you can give a system alias. An alias is set in the 
+name, or you can give a system alias. An alias is defined in the 
 configuration file with entries of the form 
  Aliases::Global::<alias_name> <full_system_name>. 
-An example of a full system name is 
- SY:TFS|CS:SY:TFS|CS:Stop:Fixed 4|MM:VAR.
 
+The full system name consists of a set of properties, such as trade 
+filters, close strategy, etc., together with their parameters, 
+separated by vertical bars ("|"). Multiple properties of the same 
+type can be defined, e.g., there could be a set of close strategies.
+For example,
+  System:ADX 30 | TradeFilters:Trend 2 5 | MoneyManagement:Normal 
+defines a system based on the "ADX" system, using a trend following trade
+filter "Trend", and the "Normal" money management.
+
+The following abbreviations are supported:
+Systems = SY
+CloseStrategy = CS
+TradeFilters = TF
+MoneyManagement = MM
+OrderFactory = OF
+Signals = S
+Indicators = I
+Generic = G
+
+Another example of a full system name is 
+  SY:TFS|CS:SY:TFS|CS:Stop:Fixed 4|MM:VAR.
+
 =head2 Options
 
 Backtest provide a set of options, so that you can use a combination
@@ -138,15 +158,15 @@
 
 Store the resulting portfolio in the indicated file.
 
-=item --system="<system_name>"
-
-use the GT::Systems::<system_name> as the source of buy/sell orders.  
-
 =item --broker="NoCosts"
 
 Calculate commissions and annual account charge, if applicable, using
 GT::Brokers::<broker_name> as broker.
 
+=item --system="<system_name>"
+
+use the GT::Systems::<system_name> as the source of buy/sell orders.  
+
 =item --money-management="<money_management_name>" 
 
 use the GT::MoneyManagement::<money_management_name> as money management system.

Modified: trunk/Scripts/backtest_many.pl
===================================================================
--- trunk/Scripts/backtest_many.pl	2008-04-20 05:04:22 UTC (rev 611)
+++ trunk/Scripts/backtest_many.pl	2008-04-20 16:26:38 UTC (rev 612)
@@ -32,20 +32,33 @@
 Backtest_many will test all system listed in a system
 file on all the values listed in the market file.
 
-The <system file> has a special format.
+The <system file> contains one line per defined system, where each
+system is defined by its full system name or by an alias. An alias is 
+defined in the configuration file with entries of the form 
+ Aliases::Global::<alias_name> <full_system_name>.
 
-System definitions:
+The full system name consists of a set of properties, such as trade 
+filters, close strategy, etc., together with their parameters, 
+separated by vertical bars ("|"). Multiple properties of the same 
+type can be defined, e.g., there could be a set of close strategies.
+For example,
+  System:ADX 30 | TradeFilters:Trend 2 5 | MoneyManagement:Normal 
+defines a system based on the "ADX" system, using a trend following trade
+filter "Trend", and the "Normal" money management.
 
-System::ADX 30 | TradeFilters::Trend 2 5 | MoneyManagement::Normal 
-
-Abbreviations:
-
-Systems = S
+The following abbreviations are supported:
+Systems = SY
 CloseStrategy = CS
 TradeFilters = TF
 MoneyManagement = MM
 OrderFactory = OF
+Signals = S
+Indicators = I
+Generic = G
 
+Another example of a full system name is 
+  SY:TFS|CS:SY:TFS|CS:Stop:Fixed 4|MM:VAR.
+
 =head2 Options
 
 =over 4
@@ -108,6 +121,11 @@
 loaded to satisfy dependencies, for example, correct results cannot be obtained.
 This option is effective only for certain data base modules and ignored otherwise.
 
+=item --broker="NoCosts"
+
+Calculate commissions and annual account charge, if applicable, using
+GT::Brokers::<broker_name> as broker.
+
 =item --nbprocess=2
 
 If you want to start two  (or more) backtests in parallel (useful for machines with several CPUs for example).

Modified: trunk/Scripts/graphic.pl
===================================================================
--- trunk/Scripts/graphic.pl	2008-04-20 05:04:22 UTC (rev 611)
+++ trunk/Scripts/graphic.pl	2008-04-20 16:26:38 UTC (rev 612)
@@ -256,6 +256,9 @@
 
 =item --volume
 
+Should the volume be plotted (it is by default)? Use --no-volume if you
+want to omit it.
+
 =item --volume-height=150
 
 =item --title="Daily Chart"