• Contents
  • Search
  • Welcome!
  • Computer Requirements
  • File Types
  • File Paths
  • Backups
  • Examples and Tutorials
    • Tutorial 1 - SPY Crossover
    • Tutorial 2 - Simple Optimization
    • Tutorial 3 - Simple Scan
    • Tutorial 4 - ETF Rotation
  • Software User Interface
    • Common Menus
      • File Menu
      • Edit Menu
      • View Menu
      • Data Menu
      • Run Menu
      • Window Menu
      • Help Menu
    • Child Window Menus
      • Chart Menu
      • Graph Menu
      • List Menu
      • Log Menu
      • Plot Menu
      • ResGraph Menu
      • Results Menu
      • Scan Menu
      • Script Menu
      • Compare Menu
      • Trades Menu
    • Bars and Panels
      • Tool Bar
      • Status Bar
      • Settings Panel
      • Debug Panel
    • Text Editor Windows
      • Script Windows
      • Log Windows
    • List Windows
      • Results Windows
      • Trade List Windows
      • Scan Windows
      • Trade Comparison Windows
      • Other List Windows
    • Graphical Windows
      • Daily Stats Graphs
      • Optimization Results Graphs
      • Candlestick/Bar Charts
      • Trade Plots and Analysis
    • Program Options Dialog
    • Report Options Dialog
    • RealTest Function Key Reference
  • Importing Bar Data
    • Norgate Data Import
    • Yahoo Import
    • Tiingo Import
    • CSV Import
    • MetaStock Import
    • Multi-Source Import
    • The Symbol Information File
    • Futures Symbol Information
    • The Event List File
  • Running Scans
  • Running Tests
    • Multiple Tests and Optimization
    • Walk-Forward Tests
  • Using an Imported Trade List
  • Using Command Line Mode
  • Using Multiple Instances
  • Analyzing Test Results
    • Test Summary Report
    • Test Details Log
  • Trading Your System
    • Tomorrow's Orders
    • Generated Order Types
    • OrderClerk
    • CSV Order Baskets
    • IB Rebalance Tool
    • Daily Setups Scan
    • Multi-Row Scan
    • Test Output Scan
  • Backtest Engine Details
    • Asset Allocation and Position Sizing
    • Capacity Constraints
    • Compounding
    • Split Handling
    • Dividend Handling
    • Intraday Fills With Daily Bars
    • Intraday Fill Sequence Assumptions
    • Bar Sizes and Multiple Timeframes
    • Calculation of Trade Excursions
    • The Current Bar in Formula Evaluation
    • Specifying a Time Stop
    • Number of Bars Required for Functions and Indicators
    • Scaling In or Out of Positions
    • Referring to Past Trades in Strategy Formulas
    • Testing Multi-Currency Strategies
  • Realtest Script Language
    • Bar Offsets
    • Date Constants
    • Other Constants
    • Symbol Constants
    • String Values
    • Script Comments
    • File Path Syntax
    • Output Format Specification
    • Script Sections
      • Import Section
      • Data Section
        • One-Pass Data Formulas
        • Self-Referential Items
        • Bar-Size-Specific Items
      • TestData Section
      • Scan and TestScan Sections
      • Settings Sections
      • Library Section
      • Strategy Section
        • Strategy Names
        • Special Strategy Types
        • Strategy Elements
        • Strategy Element Value Types and Defaults
      • Parameters Section
      • Results Section
      • Graphs Section
      • Trades Section
      • Charts Section
      • Include Section
    • Formula Syntax
      • Operators
      • Formula Evaluation
      • Breadth Tags / Cross-Sectional Functions
      • External Symbol or Strategy Reference
      • Special Syntax for Individual Futures Contract Testing
      • Statistics Values in Formulas
    • Syntax Element Categories
      • Script Sections
      • Settings
      • Import Specification
      • Strategy Elements
      • Bar Data Values
      • Indicator Functions
      • Multi-Bar Functions
      • Cross-Sectional Functions
      • General-Purpose Functions
      • String Functions
      • Stock/Contract Information
      • Current Position Information
      • Test Statistics Arrays
      • Trade Record Values
      • Trade Statistics Functions
    • Syntax Element Details
      • #Avg
      • #ByCII
      • #ByEcon
      • #ByGroup
      • #ByIndu
      • #ByListNum
      • #ByMkt
      • #BySect
      • #Count
      • #DenseRank
      • #Highest
      • #Lowest
      • #Median
      • #OnePerDate
      • #OnePerSym
      • #PercentRank
      • #Rank
      • #StdDev
      • #Sum
      • ?CII
      • ?Currency
      • ?Domicile
      • ?EconSect
      • ?EndDate
      • ?EquityType
      • ?Exchange
      • ?IndGroup
      • ?Industry
      • ?ListingType
      • ?LocalTime
      • ?Name
      • ?ReportingCurrency
      • ?RunMode
      • ?Sector
      • ?Strategy
      • ?Symbol
      • ?StartDate
      • ?Type
      • Abs
      • AccountSize
      • AccountType
      • Adjustment
      • ADX
      • AEMA
      • AESD
      • Allocation
      • Ambiguity
      • Arg1-Arg9
      • ATR
      • BarDate
      • BarNum
      • BarsHeld
      • BarSize
      • BarsLeft
      • BarStart
      • BBBot
      • BBBotF
      • BBPct
      • BBPctF
      • BBTop
      • BBTopF
      • BBTrend
      • BBTrendF
      • BBWidth
      • BBWidthF
      • Benchmark
      • Bound
      • CalendarSym
      • CashInOut
      • CashIntPct
      • CashList
      • Category (reference)
      • Category (definition)
      • CCI
      • CDF
      • Charts
      • CIIFamily
      • CIILevel
      • Classification
      • Close or C
      • CloseSlip
      • Combined (function)
      • Combined (section)
      • Commission
      • Compounded
      • Constituency
      • Correl
      • CorrelAvg
      • CorrelMed
      • CorrelMin
      • CorrMinSym
      • CorrelMax
      • CorrelMaxSym
      • Cosine
      • Cross
      • CountTrue
      • CRSI
      • CSVDateFmt
      • CSVDelim
      • CSVFields
      • CSVFile
      • CSVNumFmt
      • Currency
      • Data
      • DataFile
      • DataPath
      • DataSource
      • DataType
      • Date
      • DateBars
      • DateDay
      • DateMonth
      • DateYear
      • Day
      • DayOfWeek
      • DayOfYear
      • Days
      • DebugEntry
      • DebugEval
      • DebugExit
      • DebugTargetStop
      • DEMA
      • Dividend
      • DllDataCalc
      • DynamicSizing
      • EMA or XAvg
      • EndDate (Import)
      • EndDate (Setting)
      • EndOfMonth
      • EndOfWeek
      • EntryDate
      • EntryLimit
      • EntryRank
      • EntryScore
      • EntrySetup
      • EntrySkip
      • EntryStop
      • EntryTime
      • EntryTradeValue
      • ESD
      • Event
      • EventListFile
      • ExchangeMap
      • ExcludeIf
      • ExcludeList
      • ExitLimit
      • ExitLimitQty
      • ExitLimitTime
      • ExitNum
      • ExitQty
      • ExitRank
      • ExitRule
      • ExitScore
      • ExitStop
      • ExitStopQty
      • ExitStopTime
      • ExitTime
      • ExitTradeValue
      • Exp
      • Extern
      • Extra
      • F.xxx / F.xxx.Date
      • FillFraction
      • FillPrice
      • FillPriceAvg
      • FillPriceMax
      • FillPriceMin
      • FillQty
      • FillValue
      • FilterNum
      • Format
      • Fundamentals
      • FunBar
      • FunStat
      • FuturesMargin
      • FxRatio
      • GreedyScoring
      • Graphs
      • High or H
      • Highest or HHV
      • HMA or HAvg
      • HolidayList
      • HVOL
      • ICDF
      • IF
      • Import
      • Include
      • IncludeList
      • InXXX
      • InfoID
      • InfoDelist / InfoExpiry
      • InfoFloat
      • InfoGICS
      • InfoMargin
      • InfoShares
      • InfoTRBC
      • InList
      • IsExit
      • IsNan
      • IsOrder
      • IsSetup
      • Item
      • KAMA
      • KBBot
      • KBTop
      • KeepAdjusted
      • KeepRedundant
      • KeepTrades
      • Kurtosis
      • Left
      • LegacyMode
      • Length
      • Library
      • LimitExtra
      • LimitSlip
      • LinReg
      • ListNum
      • Log
      • LogFile
      • Logit
      • Low or L
      • Lowest or LLV
      • MA or Avg
      • MACD
      • MACDH
      • MACDS
      • MarginIntPct
      • MarkToMarket
      • Match
      • Max
      • MaxN
      • MaxCatExp
      • MaxCatInv
      • MaxEntries
      • MaxExposure
      • MaxInvested
      • MaxLongExp
      • MaxLongInv
      • MaxNetExp
      • MaxNetInv
      • MaxNewExp
      • MaxNewInv
      • MaxNewPos
      • MaxPerTurn
      • MaxPositions
      • MaxSameCat
      • MaxSameSym
      • MaxSetups
      • MaxShortExp
      • MaxShortInv
      • MaxSymExp
      • MaxSymInv
      • MDI
      • Median
      • Mid
      • Min
      • MinN
      • MinFreeCash
      • MinNetExp
      • MinNetInv
      • Month
      • NextOpen
      • NoNan
      • Notes
      • NoWeekends
      • NumBars
      • OBV
      • Open or O
      • OpenSlip
      • OrderClerkFolder
      • OrderMktAsLmtPct
      • OrderNote / OrderExtra
      • OrderPrice
      • OrderRank
      • OrderSettings
      • OrdersFile
      • OrdersInclude
      • OrdersLiveData
      • OrdersMode
      • OrdersNetLiq
      • OrdersTemplate
      • OrderSum
      • PadAlignSym
      • Padding
      • Parameters
      • PDI
      • Peak
      • PeakBars
      • PercentRank
      • PercentRankN
      • PointValue
      • PrevExitLimit
      • PrevExitStop
      • Product
      • PositionSum
      • PriceRound
      • QtyFinal
      • QtyPrice
      • QtyRound
      • QtyType
      • Quantity
      • Random
      • RandomSeed
      • Range or R
      • Rank
      • RankN
      • Reduce
      • Replace
      • ReportContent
      • Results
      • ResultsFile
      • Right
      • RiskFreeRateSym
      • ROC or PctChg
      • Round
      • RSI
      • RRSI
      • RsiF
      • S.Alloc
      • S.BPx
      • S.CashInOut
      • S.Comms
      • S.Compounded
      • S.Date
      • S.DDBars
      • S.DDDlr
      • S.DDPct
      • S.Dividends
      • S.Entries
      • S.EntryOrders
      • S.Equity
      • S.Exits
      • S.Exposure
      • S.First
      • S.FreeCash
      • S.FuturesMargin
      • S.Interest
      • S.Invested
      • S.LongExp
      • S.LongInv
      • S.LossBars
      • S.LossDlr
      • S.Losses
      • S.LossPct
      • S.LossPctAlloc
      • S.M2M
      • S.MAE
      • S.MFE
      • S.MarginReq
      • S.MaxAlloc
      • S.MaxDDBars
      • S.MaxDDDlr
      • S.MaxDDPct
      • S.MaxEquity
      • S.MinAlloc
      • S.MinEquity
      • S.NetDlr
      • S.NetFx
      • S.NetPct
      • S.Number
      • S.Positions
      • S.RiskFreeRate
      • S.Setups
      • S.ShortExp
      • S.ShortInv
      • S.Slips
      • S.StartEquity
      • S.Stops
      • S.Targets
      • S.TradeBars
      • S.TradeDlr
      • S.TradePct
      • S.TradePctAlloc
      • S.TWEQ
      • S.Usage
      • S.WinBars
      • S.WinDlr
      • S.WinPct
      • S.WinPctAlloc
      • S.Wins
      • SAR
      • SarF
      • SaveAs
      • SaveChartsTo
      • SavePositionsAs
      • SaveScanAs
      • SaveStatsAs
      • SaveTestListAs
      • SaveTradesAs
      • SaveTradesType
      • Scan
      • ScanInclude
      • ScanNoDefCols
      • ScanNoHeader
      • ScanNoWindow
      • ScanSettings
      • Select
      • Sequence
      • Settings
      • SetupRank
      • SetupScore
      • SetupSkip
      • SetupSum
      • Shares or Contracts
      • Side (position)
      • Side (strategy)
      • Sign
      • SinceHigh
      • SinceLow
      • SinceTrue
      • Sine
      • Skewness
      • SkipTestIf
      • Slippage
      • Slope
      • Spearman
      • Split
      • Sqr
      • SigSpike
      • StartDate (Import)
      • StartDate (Setting)
      • StartPercent
      • StatsGroup
      • StdDev
      • StdErr
      • STOC
      • StatsIncludeCash
      • Strategy
      • StrategyScore
      • StratNum
      • StratRef
      • StopSlip
      • Sum
      • SumSince
      • SumSQ
      • Symbol
      • SymChangeList
      • SymInfoFile
      • SymRef
      • T.Bars
      • T.CommIn
      • T.CommOut
      • T.DateIn
      • T.DateOut
      • T.Div
      • T.Fraction
      • T.FxIn
      • T.FxOut
      • T.Highest
      • T.Lowest
      • T.NetFx
      • T.NetPct
      • T.Points
      • T.PriceIn
      • T.PriceOut
      • T.Profit
      • T.PtVal
      • T.QtyIn
      • T.QtyOut
      • T.Reason
      • T.Side
      • T.SlipIn
      • T.SlipOut
      • T.SplitIn
      • T.SplitOut
      • T.Strat
      • T.TimeIn
      • T.TimeOut
      • T.ValueIn
      • T.ValueOut
      • Tangent
      • Template
      • TanH
      • TargetPrice
      • TEMA
      • TestInclude
      • TestData
      • TestName
      • TestOutput
      • TestScan
      • TestScanAllDates
      • TestSettings
      • This
      • TickSize
      • TLAdjusted
      • TLDateFmt
      • TLEndDate
      • TLFields
      • TLStratName
      • TLTimeShift
      • TLValueIn
      • TLValueOut
      • ToDate
      • ToLower
      • ToNum
      • ToUpper
      • Top
      • TradeList
      • Trades
      • TradeStatAvg
      • TradeStatMax
      • TradeStatMin
      • TradeStatStdDev
      • TradeStatSum
      • Trough
      • TroughBars
      • TrueInRow
      • TrueRange or TR
      • UntilTrue
      • Update
      • UseAvailableBars
      • Using
      • Volume or V
      • VWMA
      • WalkForward
      • Week
      • WhenTrue
      • WMA or WAvg
      • Year
      • YInt
Match: