1<!DOCTYPE html> 2<html lang='en'> 3<head> 4 <title>RealTest - Multi-Strategy Portfolio-Level Backtesting Software</title> 5 <meta charset='utf-8'> 6 <meta name='viewport' content='width=device-width, initial-scale=1'> 7 <meta name='description' content='RealTest - Multi-strategy portfolio-level backtesting software for systematic traders. Combine strategies, analyze results, and generate orders.'> 8 <link rel='icon' href='favicon.ico'> 9 <link rel='stylesheet' href='mhp2.css'> 10</head> 11<body> 12 <div class='bar'> 13 <a href='index.html' class='menu'><b>Home</b></a> 14 <a href='purchase.html' class='menu'>Free Trial and Purchase</a> 15 <a href='info.html' class='menu'>Videos and Help</a> 16 <a href='resources.html' class='menu'>Other Resources</a> 17 <a href='about.html' class='menu'>About</a> 18 </div> 19 <div class='col'> 20 <div class='flex'> 21 <img src='icon256.png' height='64' alt='RealTest logo'> 22 <div class='title1'>RealTest</div> 23 </div> 24 </div> 25 <div class='panel1'> 26 <h1 class='title2'>Multi-Strategy Portfolio-Level Backtesting Software</h1> 27 </div> 28 <div class='panel2'> 29 <div class='image'><img class='feat' src='combine.png' alt='RealTest combining multiple strategies'></div> 30 <div class='feat'><h2><i>Combine Multiple Strategies</i></h2> 31 RealTest makes it easy to model and test trading systems that combine many diverse strategies. 32 <p>Diversify in Every Dimension:</p> 33 <ul><li>Side (Long/Short)</li><li>Strategy Type</li><li>Markets Traded</li><li>Bar Size</li></ul> 34 <img class='subfeat' src='quote.jpg' alt='Quote from Unknown Market Wizards'> 35 </div> 36 </div> 37 <div class='panel1'> 38 <div class='feat'><h2><i>Detailed Results Analysis</i></h2> 39 Underlying each top-level row of the test results window is a depth of analysis tools. 40 <ul> 41 <li>Drill down into the individual strategy results</li> 42 <li>Study a variety of graphs</li> 43 <li>Review the list of trades in table and on price charts</li> 44 </ul> 45 <p>The user interface makes navigation through this data simple and intuitive. 46 </div> 47 <div class='image'><img class='feat' src='drilldown.png' alt='Detailed results analysis with drill-down'></div> 48 </div> 49 <div class='panel2'> 50 <div class='image'><img class='feat' src='syntax.png' alt='RealTest script syntax editor'></div> 51 <div class='feat'><h2><i>Simple Script Syntax</i></h2> 52 The RealTest <a href='docs/index.htm?context=365' target='_blank' class='docs'>script syntax</a> is not a programming language. 53 <p>Each line of a RealTest script is essentially a parameter to a general-purpose systematic trading model. 54 <p>Writing a script is like filling out a form, with helpful suggestions provided as you type. 55 <p>If you can build Excel worksheets, then you can write RealTest scripts. 56 <p>The powerful formula syntax is fully recursive and includes every well-known indicator, 57 allowing any imaginable trading strategy to be tested. 58 </div> 59 </div> 60 <div class='panel1'> 61 <div class='feat'><h2><i>Sample Scripts Included</i></h2> 62 RealTest comes with a robust collection of <a href='docs/index.htm?context=100' target='_blank' class='docs'>example scripts</a>, 63 from the simplest scans and strategies to fully developed and currently profitable trading systems. 64 <p>Whatever you want to test, you will find an example showing how to structure it. 65 </div> 66 <div class='image'><img class='feat' src='samples.png' alt='RealTest sample scripts collection'></div> 67 </div> 68 <div class='panel2'> 69 <div class='image'><img class='feat' src='actualtr.png' alt='Backtesting actual trades'></div> 70 <div class='feat'><h2><i>Backtest Actual Trades</i></h2> 71 Whether you're a systematic trader looking to compare actual to backtest results, 72 or a discretionary trader wanting to analyze your trades, RealTest has you covered. 73 <p>Trades can be imported as round-trip entry/exit pairs or as a transaction list. 74 <p>Interactive Brokers Flex Query output is directly supported. 75 <p>Imported trades can be tested as-is or with systematic rules added. 76 </div> 77 </div> 78 <div class='panel1'> 79 <div class='feat'><h2><i>Study Trades on Charts</i></h2> 80 From the results output row of any test, a list of trades can easily be opened. 81 <p>Double-clicking on a trade list row opens a chart showing the entry and exit points. 82 <p>Pressing the up and down arrow keys cycles that chart through the list, 83 making it quick and easy to review the trades of a strategy and confirm that it's doing what you intended. 84 </div> 85 <div class='image'><img class='feat' src='trchart.png' alt='Studying trades on price charts'></div> 86 </div> 87 <div class='panel2'> 88 <div class='image'><img class='feat' src='trplot.png' alt='Trade analysis plots and distributions'></div> 89 <div class='feat'><h2><i>Study Trades with Analysis Tools</i></h2> 90 The <i>Trade Plots</i> feature opens the door to a full set of detailed trade-level graphs and plots. 91 <ul> 92 <li>Scatter plots</li> 93 <li>
93Profit and MAE/MFE distributions</li> 94 <li>Cumulative trade-level profit curve</li> 95 <li>Monte Carlo profit and drawdown analysis</li> 96 <li>Formula-based multi-bin analysis</li> 97 </ul> 98 View these plots for any strategy in a test or for the combined results. 99 </div> 100 </div> 101 <div class='panel1'> 102 <div class='feat'><h2><i>Generate Order Lists</i></h2> 103 RealTest can generate a list of orders to place for the next trading day after the last date of any backtest run. 104 <p>Order lists can be in either human-readable text or machine-readable CSV format. 105 <p>Templates are provided for <i>IB Basket Trader</i> and <i>The Chartist Smart API</i> CSV file formats, and other formats are easy to add. 106 <p>Reviewing hypothetical order lists is a great way to ensure that a strategy is structured correctly. 107 </div> 108 <div class='image'><img class='feat' src='orders.png' alt='Generated order list output'></div> 109 </div> 110 <div class='panel2'> 111 <div class='image'><img class='feat' src='optimize.png' alt='Optimization and multiple test results'></div> 112 <div class='feat'><h2><i>Optimization and Multiple Tests</i></h2> 113 The RealTest Optimizer can perform any standard strategy parameter optimization task. 114 <p>It can run interval tests and generate walk-forward parameters. 115 <p>Any stat from the Results output can be used as a fitness function. 116 <p>Results can all be kept, or can be sorted and pruned as tests are run. 117 <p>Large parameter spaces can be traversed more quickly using <i>Sequential</i> or <i>Genetic</i> modes. 118 </div> 119 </div> 120 <div class='panel1'> 121 <div class='feat'><h2><i>Understand Multi-Strategy Dynamics</i></h2> 122 Supplementing the results analysis tools shown above, RealTest also provides an HTML-based test summary report. 123 <p>This report includes, among other things, strategy correlation matrices for both daily returns and drawdowns. 124 </div> 125 <div class='image'><img class='feat' src='correl.png' alt='Strategy correlation matrices'></div> 126 </div> 127 <div class='panel2'> 128 <div class='image'><img class='feat' src='extern.png' alt='Strategy statistics in script definitions'></div> 129 <div class='feat'><h2><i>Strategies Know their Stats</i></h2> 130 The RealTest script syntax includes a rich set of <a href='https://mhptrading.com/docs/topics/idh-topic5120.htm' class='docs' target='_blank'>system statistics</a> items. 131 <p>Strategy definitions can include references to their own current stats and/or those of other strategies. 132 <p>This allows, for example, a <i>Benchmark</i> version of a strategy to be used to govern the live version. 133 </div> 134 </div> 135 <div class='panel1'> 136 <div class='feat'><h2><i>Discover why Edges Exist</i></h2> 137 The Plot Options dialog opens the door to a number of tasks that have previously required 138 exporting trade details to Excel, and some that would not even be possible by doing so. 139 <p>Here we see the trades from a long mean-reversion strategy grouped into equal-count bins 140 after having been sorted by RSI(2) as of trade setup date. 141 <p>It would appear that trade expectancy is correlated with this indicator. 142 <p>Using the formula mini-editor and trade-level statistics, there's no limit to what can be studied here. 143 </div> 144 <div class='image'><img class='feat' src='edges.png' alt='Trade analysis by RSI bins showing edge discovery'></div> 145 </div> 146 <div class='panel2'> 147 <div class='image'><img class='feat' src='customize.png' alt='Customizable results output scripts'></div> 148 <div class='feat'><h2><i>Fully Customizable Output</i></h2> 149 The contents of the four levels of results reporting are defined in four standard scripts: Results, Graphs, Trades, and Charts. 150 <p>You can easily edit these scripts and/or temporarily override them by adding these sections to your own scripts. 151 <p>Have it your way when it comes to stats reporting. 152 </div> 153 </div> 154 <div class='bar'> 155 <h4 class='title3'>Copyright © 2020-2026 Systematic Solutions, LLC</h4> 156 </div> 157</body> 158</html> 159
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