it is possible to use a vb script to sequentially run a strategy on different datasets? if so are there any examples available? TIA

WLD/P 5 is a managed .NET application, so I'm at a loss how VBScript could help you.

Re: running a Strategy on different DataSets, I can think of an unsupported way. Here's how:

1) Download the source of Community.Components. Open Utility.cs and review the methods grouped under "Portfolio equity interaction support functions" region. You're interested in the TradingSystemExecutor object. Essentially, this stuff is a wrapper on top of TradingSystemExecutor that provides convenient access and utility functions.
2) WealthScript Techniques | Interacting Dynamically with Portfolio Level Equity will show how to execute the method. You're interested in the LoadStrategyFromDisk and runDonor methods.

The preferred and way more convenient way of doing it is simply use Strategy Monitor. btw, why would you want VBScript or something like that?

LoadStrategyFromDisk function generates exception in the line -- WealthScript ws = compiler.CompileSource("");
Exception message: Empty path is unacceptable (direct translation from german). It necessary to define the reference calling CompileSource