RealTest - Portfolio Level backtesting software

[BoNeZ]

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

Not yet but I like the idea of combining multiple strategies together. I've watched all the videos I can find and it looks very interesting.

I brought Amibroker more than two years ago so no longer receive upgrades to the latest version. I've thought about buying an upgrade but will probably buy RealTest instead.

 

[Roller_1]

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).

Agree with this. Especially on trend systems where one or two different trades can skew a backtests either way ( positive or negative). But if both backtesting software systems are producing 'similar' results then it isn't a huge issue imo. After all a backtest will, never be a perfect way of predicting future results.

 

[Roller_1]

Not yet but I like the idea of combining multiple strategies together. I've watched all the videos I can find and it looks very interesting.

The ease and speed at which you can test 'complex' ideas from amibroker is the best part. Also it is harder to make mistakes and produce incorrect results

 

[Process]

Hi, I lurk I actually found RealTest via this thread some time ago and never looked back. It is truly a spectacular tool. And I do not miss Amibroker one little bit. Since transcribing my strategies to RT, I have not run AB again. It isn't even pinned to my taskbar any longer. I do not miss it, nor its... "negative externalities", so to speak.

If you are sitting on the fence, don't. Jump in. The direct support from the founder alone makes it worthwhile. And the undeniable simplicity of what you can do. It was built for trade research, by a profitable trader with a long track record, that is the sense you get the more you use it. Other platforms were built as charting platforms, then developed for research by programmers. Every time you use RT to solve a research problem, this light comes on like "that's exactly what I wanted to do!" It's like the developer has read your mind in advance. "By trader for trader" sounds trite, but that's actually how it feels.

 

[Roller_1]

Hi, I lurk I actually found RealTest via this thread some time ago and never looked back. It is truly a spectacular tool. And I do not miss Amibroker one little bit. Since transcribing my strategies to RT, I have not run AB again. It isn't even pinned to my taskbar any longer. I do not miss it, nor its... "negative externalities", so to speak.

If you are sitting on the fence, don't. Jump in. The direct support from the founder alone makes it worthwhile. And the undeniable simplicity of what you can do. It was built for trade research, by a profitable trader with a long track record, that is the sense you get the more you use it. Other platforms were built as charting platforms, then developed for research by programmers. Every time you use RT to solve a research problem, this light comes on like "that's exactly what I wanted to do!" It's like the developer has read your mind in advance. "By trader for trader" sounds trite, but that's actually how it feels.

This is awesome, and why i wanted to help get the word out. Great news =]

 

[Process]

This is awesome, and why i wanted to help get the word out. Great news =]

I'm glad you got word out. And I am glad this forum lets things like this roll (some delete for spam, regardless of whether it is actually spam).

After - finally - one too many caustic communications from the AB owner, rather than even bother to timidly point out where he was (yet again) wrong or simply misinterpreting, I just typed this into my url bar: "alternatives to amiboker"... and literally never went back from that second onwards. I think I had found and downloaded the RT trial within the hour, coded a system of mine by the end of the day. Been happy and vastly more productive ever since. The kicker is that I was on the verge of buying some services from an Aussie AB ecosystem vendor. That's a few 1000 that they will never see. And it isn't even their fault. The trickle down effect is real.

 

[Roller_1]

one too many caustic communications from the AB owner

Yeah this is common it seems!

Has anyone elses trend systems started going crazy since the index flattened off? Strange, but a good thing! Was lagging for a while but slowly catching up.

RT is good too for tracking trades.
(Green line is my version of Radges WTT, red is All Ords total return index)

 

[KevinBB]

My live history isn't as long as yours, but, yes, the last three months or so sent my trend following systems a bit haywire, with late August, all of September being the worst time.

Picking up a bit now, though.

KH

 

[KevinBB]

Has anyone elses trend systems started going crazy since the index flattened off? Strange, but a good thing! Was lagging for a while but slowly catching up.

As mentioned above, I don't have live history, but this is a back test for my futures system, which I am trying to adapt it to Aussie stocks. The system is pure trend following, (50% moving averages, 50% kind of a breakout). All large cap. 1st 100 and 2nd 100 in Chi-X index. The green line is IOZ, which I use as a benchmark. Prices dividend and franking credits adjusted.

The system obviously likes fast moving markets, and detests slow moving or sideways markets. So, yes, the system is a bit crazy during this sideways pattern, as yours is.

Santa is due to rally any time soon, if he does so this year, then the systems will start to move on the right track again.

KH

 

[qldfrog]

Quick questions for realtest current offer.
I assume it can integrate with North gate data (historical)?
I will google.
I would like to install a cloud instance to be able to run my systems from a mobile phone or internet café.
Does the licensing allows that?
Anyone doing it
Normal situation: laptop at home, but when traveling, cloud instance :aws probably.
Never running both at the same time obviously, i am not looking at a shared instance for a group or school

 

[KevinBB]

Quick questions for realtest current offer.
I assume it can integrate with North gate data (historical)?
I will google.
I would like to install a cloud instance to be able to run my systems from a mobile phone or internet café.
Does the licensing allows that?
Anyone doing it
Normal situation: laptop at home, but when traveling, cloud instance :aws probably.
Never running both at the same time obviously, i am not looking at a shared instance for a group or school

Licensing allows for 2 installations. Just shoot them an email about the cloud thing, they are very good at answering questions. Only problem as I see it is that it works on Windows only, not Linux.
KH

 

[qldfrog]

Licensing allows for 2 installations. Just shoot them an email about the cloud thing, they are very good at answering questions. Only problem as I see it is that it works on Windows only, not Linux.
KH

All good, i was planning to use a windows instance to get a same same environment laptop/travel cloud

 

[Roller_1]

Quick questions for realtest current offer.
I assume it can integrate with North gate data (historical)?
I will google.
I would like to install a cloud instance to be able to run my systems from a mobile phone or internet café.
Does the licensing allows that?
Anyone doing it
Normal situation: laptop at home, but when traveling, cloud instance :aws probably.
Never running both at the same time obviously, i am not looking at a shared instance for a group or school

Yes it works with Norgate very easily.

And I do exactly as you want to, I run my systems in a VPS so I can access it on my mobile phone. I have real test setup on there and it does the daily scans via a batch script.

Go on the YouTube page, they have some great introduction videos now. One of his long-time users does them in collaboration with him, that will give you a quick start when you start to learn

 

[qldfrog]

Ok i will first move to Northgate data , still with ab then try to test rt.

 

[Roller_1]

Northgate data

Assume you mean Norgate? Where are you getting data now?

 

[qldfrog]

Assume you mean Norgate? Where are you getting data now?

I get the old style Premium Data.
do not need more but an issue with list refreshing hit me really badly and would not have occurred with ND

 

[BoNeZ]

Yes it works with Norgate very easily.

How do you use Norgate fundamental data in your scripts?

The Get Information option in the Chart menu creates a web page listing all the fundamental data so it's available from Norgate but I can't see how to include it in a script. Section 15.11.22 of the manual lists some fields like ?name and ?industry but I'm looking for things like dividend yiels and P/E

I've downloaded RealTest but have only been using it for a few days so am probably missing the easy and obvious. I also only have a gold level Norgate subscription which has tripped me up with at least one example script requiring platinum level.

 

[Richard Dale]

Hi BoNeZ,

RealTest is a backtesting app. The fundamentals we provide are (mostly) current fundamentals so it makes no sense to include them in a backtest. Of course, on a Gold subscription you've got survivorship bias to contend with...

I'll have a chat with Marsten about dividend yield.

 

[BoNeZ]

I'll have a chat with Marsten about dividend yield.

Thanks Richard, I signed up the the RealTest and found out the fundamental data isn't available yet.

It's not really a system but I have some code that uses technical and fundamental data from a very small set of stocks to buy via Dollar Cost Averaging and hold almost for ever. I will buy more BHP, RIO and FMG but which one should I buy this month or should I buy CBA or WOW or....

I was hoping to move it plus other systems more suited for backtesting to a single tool (RealTest) rather than using different tools for different systems.

 

[BoNeZ]

Having signed up the theRealTest forum and finding a thread about Norgate fundamentals where Marsten said adding them was on the things to do list I asked the obvious question if he had an eta.

He responded saying he would accelerate things and it should be available in a week or two. Super impressed.