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IB Rebalance Tool





RealTest supports generation of the import file for IB's Portfolio Rebalance Tool. This is a special version of a CSV Order Basket.

This feature of IB TWS allows you specify the desired target allocation (percentage) for each symbol in your portfolio.

To use RealTest for this type of portfolio model, all of your strategies must do all of their entries and exits At Open. There is no support for enty or exit limits or stops.

To generate a portfolio rebalance import file, add specify "rebalance" as your OrdersTemplate in your TestSettings script section, as in this example:

The above date happens to be both the end of a week and month, so there were lots of changes to be made.

Below is the output that was created:

Adding OrdersFile: c:\jts\rebalance.csv to your TestSettings will make it especially convenient to import this file to IB's tool.




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