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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 to 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, simply add OrdersMode: Rebalance to your script's Settings section.

Doing so in the combined.rts example script and setting its EndDate to 2021-01-31 (the end of both a week and month) produces this output when the script is run in Orders mode:

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

 

 

 

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