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Alera Signal Files

 

 

 

 

The Tomorrow's Orders feature produces an order list in either a human-readable text format or machine-readable template-defined CSV format.

RealTest makes it possible to additionally produce the list of orders for one or more strategies in Alera Portfolio Manager signal file format.

To create an Alera signal file file for a strategy, add the following (or something similar) to your strategy definition:

 

Note that this is different from the OrdersFile specification in Settings. Separate strategy-level orders files are supported only because Alera requires them.

Add OrdersMode: Alera to your Settings, and run the script in Orders mode to generate your Alera signal files.

Here is an example of a regular text order list and the corresponding Alera signal file:

 

Be sure to use the correct Alera signal file path for each strategy in its OrdersFile specification.

Once this is set up, all you need to do each day is import a new RTD file with the latest data and then run your script as a backtest.

 

 

 

 

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