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  • RealTest - Multi-Strategy Portfolio-Level Backtesting Software
    RealTest - Multi-strategy portfolio-level backtesting software for systematic traders Combine strategies, analyze results, and generate orders
  • Examples and Tutorials - mhptrading. com
    The topics that follow provide four simple guided Tutorials that can be used when getting to know RealTest There is also a series of tutorial videos on the mhptrading YouTube channel The Examples folder (C:\RealTest\Scripts\Examples) contains the following:
  • mhptrading. com
    RealTest offers example scripts for testing trading strategies, from simple scans to profitable systems
  • DynamicSizing - mhptrading. com
    This says "go or stay long 100 when above the upper band, go or stay short 100 when below the lower band, otherwise don't change the position " Dynamic-sizing strategies can specify any of the usual capacity constraints except for those that constrain position counts Top-down setup selection logic works as usual, including when adding to positions See the two example scripts clenow_stocks_on
  • EntryStop - mhptrading. com
    Category Strategy Elements Description Price to use when entering a position with a stop order Input Any formula specifying a price per share Notes The price returned by the EntryStop formula is used to place a one-day stop order For a long buy, the High must be greater than or equal to the stop price to potentially generate an entry For a short sale, the Low must be less than or equal to
  • Backups - mhptrading. com
    RealTest creates a folder called "Backups" within the installation folder (by default C:\RealTest\Backups) Whenever a script file (* rts) is saved, the prior version is first copied to the backups folder and renamed to add a version number, e g myscript (1) rts Version numbers of previously backed up scripts are first incremented, so that (1) is always the most recent backup, (2) the second
  • EntryRank - mhptrading. com
    Category Current Position Information Description Returns the rank number for this position when EntryScore was evaluated at entry time Notes EntryRank can be
  • StopSlip - mhptrading. com
    Category Strategy Elements Description Slippage amount, in points (dollars per share or contract), for each stop order transaction Input Any formula specifying dollars per share or contract (points) Notes Defines the amount of slippage to apply to to each stop order transaction, in price points StopSlip is applied to any transaction that occurs at an EntryStop or ExitStop price If StopSlip





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