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Gabriel,
see Portfolio Stream from Rina  at http://www.rinafinancial.com/
Expensive but fancy.  Works for TS2000i and TS6.
A slightly less automated version is Portfolio Evaluator.
If you have TS4, there is a dramatically less expensive solution
from a fellow in Australia.
I cannot remember the name, but it was re-sold at
http://www.insideedgesystems.com/
Assuming you have TS4, send your humble supplication to
www.insideedgesystems.com explaining what you want.  It the
product is still around, you will get a reply.  
Leslie
"Gray, Gabriel" wrote:
> 
> Does anyone know of any software available that will loop through all
> the commodities in a workspace, apply a strategy and export the Strategy
> Performance Report or the Optimization Report. It would be nice if the
> software would reference some location where I could individualize the
> input and optimization parameters, but I will take anything I can get.
> 
> Alternatively, is there any macro in visual basic that manipulates
> TradeStation, where a very novice programmer could modify the code to
> accomplish the above.
> 
> Thanks,
> 
> Gabriel
-- 
Regards,
Leslie Walko
610-688-2442
--
 "Life is a tragedy for those who feel, a comedy for those who
think"
	Horace Walpole, 4th earl of Orford, in a letter dated about 1770
 
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