RealTest - Portfolio Level backtesting software

[Linus van Pelt]

I recently attended an Amibroker Canada zoom meeting where Marsten was the guest speaker.

He did a very complete demo of RealTest and I was really impressed. He also gives a summary of his computing and trading experience, which is useful to know his mindset in creating RealTest.

Here is the recording of the zoom meeting posted on YouTube:

It will consume 2 hours of your life but if you're really interested in RealTest then IMO it's well worth the time. There's nothing quite like having the developer of the software, who knows all its nooks and crannies, give a thorough demo of its capabilities.

I haven't viewed all the videos on his website, but I wouldn't be surprised if this is the best demo of the RealTest currently available.

Fast forward the video to 10:00.

 

[Warr87]

anyone have any codes/coupons for RT? my trial expired and thinking of officially making the switch. A lot of programs offer a discount after trial but didn't see any for RT.

 

[Roller_1]

anyone have any codes/coupons for RT? my trial expired and thinking of officially making the switch. A lot of programs offer a discount after trial but didn't see any for RT.

Hey Mate,

i don't think there is any discounts available that i'm aware of. Did you end up getting RT?

 

[Warr87]

Not yet but I will.

 

[Warr87]

Hey Mate,

i don't think there is any discounts available that i'm aware of. Did you end up getting RT?

Pay day, so I got it today. Looking forward to developing on it.

 

[Roller_1]

Pay day, so I got it today. Looking forward to developing on it.

Nice work! be sure to checkout the examples folder and RT forum. Happy to help if needed too

 

[Linus van Pelt]

Nice work! be sure to checkout the examples folder and RT forum. Happy to help if needed too

I too have licensed it, but have a lot on my plate now and haven't done much with it yet.

It would be cool if someone (other than me lol) started a RealTest Tips & Tricks thread here in ASF.

 

[Roller_1]

I too have licensed it, but have a lot on my plate now and haven't done much with it yet.

It would be cool if someone (other than me lol) started a RealTest Tips & Tricks thread here in ASF.

You're in that thread lol

 

[Warr87]

I don't have a lot of time right now either, but hope to add some info for those on here who are interested in RT.

 

[Linus van Pelt]

You're in that thread lol

Point me to the Tips and Tricks lol.

Although I suppose from this thread you could say:

Tip: Buy RealTest
Trick: Buy RealTest at a discount

Won't help my trading though ?

I have posted a couple times in the RT forum though.

 

[Roller_1]

Point me to the Tips and Tricks lol.

Fair point, i'm happy to help although no expert but i am currently running a few live systems through RT. Not a huge poster myself as trying to develop other areas of my trading but happy to help

 

[Warr87]

I haven't played around much with RT, but I am liking it more and more. I think the import function for trades will be a nice feature to use. Should allow me to analyse my trading (was going to try a python script as a project but no point), particularly since you can include the system paramaters as a benchmark for comparison.

Seems to be a lot of options for the software. Community also is pretty good from what I can see. Lots of sharing of strategies and a ton of examples included when you get the software.

Can't give a full review as I'm not utilising it properly right now or trading off it, but current impressions are good. I think Marsten has done a great job with the software.

 

[bsnews]

I haven't played around much with RT, but I am liking it more and more. I think the import function for trades will be a nice feature to use. Should allow me to analyse my trading (was going to try a python script as a project but no point), particularly since you can include the system paramaters as a benchmark for comparison.

Seems to be a lot of options for the software. Community also is pretty good from what I can see. Lots of sharing of strategies and a ton of examples included when you get the software.

Can't give a full review as I'm not utilising it properly right now or trading off it, but current impressions are good. I think Marsten has done a great job with the software.

Howdy All,
I don't have any programming knowledge at all but I feel I pick things up OK.
I have downloaded and read through the manual 3 times now. I am still lost on how to apply the theory to the programming formula. Would anyone know of a book that I could buy to understand better how to apply the formula to Realtest?
I am just struggling to get my head around it. Actually how to arrive at the formula is more the point.
I see the sample but how do you arrive at the numbers needed for it.
Cheers

 

[Roller_1]

Howdy All,
I don't have any programming knowledge at all but I feel I pick things up OK.
I have downloaded and read through the manual 3 times now. I am still lost on how to apply the theory to the programming formula. Would anyone know of a book that I could buy to understand better how to apply the formula to Realtest?
I am just struggling to get my head around it. Actually how to arrive at the formula is more the point.
I see the sample but how do you arrive at the numbers needed for it.
Cheers

Hi bsnews

What exactly are you having trouble with? is there a specific thing that you would like to test or is it more how each section works?

 

[Warr87]

Howdy All,
I don't have any programming knowledge at all but I feel I pick things up OK.
I have downloaded and read through the manual 3 times now. I am still lost on how to apply the theory to the programming formula. Would anyone know of a book that I could buy to understand better how to apply the formula to Realtest?
I am just struggling to get my head around it. Actually how to arrive at the formula is more the point.
I see the sample but how do you arrive at the numbers needed for it.
Cheers

the online guide is relatively good. if you dont understand anything, Marsten often posts solutions and alternate ways to program it.

but if you have a specific question happy to help out.

 

[Warr87]

I posted this in the RT forum but thought I would provide it here as well.

Here is a strategy for a Donchian system:

Import:
    DataSource: Norgate
    IncludeList: .All Ordinaries Current & Past
    IncludeList: $XAO.au
    Constituency: $XAO// index constituency series --> InDJI, InNDX, InSPX
    StartDate: Earliest
    EndDate: Latest
    SaveAs: warrASX.rtd

TestSettings:
    DataFile: warrASX.rtd
    StartDate: 1/1/15
    EndDate: Latest
    BarSize: Daily
    AccountSize: 100000

Data:
    longbuyval: HHV(High, longbuylen)
    longsellval: LLV(Low, longselllen)
    shortbuyval: LLV(Low, shortbuylen)
    shortcoverval: HHV(High, shortcoverlen)
    index: Extern($$XAO.au, C) // so from now on index will reference the close of the XAO
    IndexEMA: EMA(index, IndexPeriod )
    IndexFilter: index > IndexEMA
    AvgV: Avg(v, 30) > 350000
        TO: avg(C*V,7)
        PVfilt: C > 0.2 and TO > 500000 and AvgV and c*v > 500000// price and vol filters

Parameters: //for optimising
    longbuylen: from 5 to 60 step 5 def 25
    longselllen: from 5 to 60 step 5 def 25
    shortbuylen: from 5 to 60 step 5 def 25
    shortcoverlen: from 5 to 60 step 5 def 25
    IndexPeriod: from 10 to 120 step 5 def 20

Strategy: Donchian_Long
    Side: Long
    Quantity: S.Equity / 20 / FillPrice
    Commission: 9.95
    EntrySetup: H > longbuyval[1] AND IndexFilter AND C > 0.2 //buy on new high, index is up, and price at least 20c
    MaxPositions: 20
    SetupScore: (1/C) //lowest price first
    ExitRule: L < longsellval[1]
    ExitStop: Max(PrevExitStop, L < longsellval[1]) // trailing stop

    
Benchmark: benchmark_XAO
    Side:Long
    EntrySetup: Symbol=$$XAO.au
    // exit (and immediately re-enter) on each ex-dividend day
    ExitRule: Dividend > 0 
    Quantity: S.Equity / C
    

Charts:
    longbuyval: longbuyval[1]
    longsellval: longsellval[1]

 

[Roller_1]

Over the past few weeks/months there have been some new videos added to the realtest youtube channel.

They are well made and well worth a look if you are interested in learning this software, there are more coming also i believe.

https://www.youtube.com/channel/UC3gI2Vxi8g6q52s9LNXw5Ew

 

[Roller_1]

Are there any other guys out there using RT? If so how is trading/ strat development going?

 

[Linus van Pelt]

Are there any other guys out there using RT? If so how is trading/ strat development going?

I am and it's going well. I've got a few systems live in the market. So far, so good.

Once I got the hang of it, it was not too difficult to move AB systems to RT. And whenever I had a question, Marsten is quick to answer, usually with working code (vs. just telling me how to do it). The guy is superhuman and rarely sleeps.

You may find it impossible to get RT to *exactly* match AB. It may be a simple as a difference in how they derive their metrics (esp. non-compounding pricing models in RT), or it might be bugs in AB. I've come to believe AB doesn't always do the right thing with respect to weekly bars. And they have different approaches to Pad and Alignment, and handling tickers with null bars (eg. "new" symbols).

 

[Warr87]

coding in it is easy. i haven't done any system development for a couple of months I think. it's something I need to go back into to test a few ideas (life has got in the way).