RealTest registers three file types with Windows:
RealTest Data (.RTD)
RealTest Script (.RTS)
RealTest Results (.RTR)
Data files are created by running scripts that include Import definitions.
Currently supported data sources include:
Norgate Data (this is the recommended data source for use with RealTest and is fully integrated)
Yahoo Finance (quick and easy free data source, but with some quality issues and limitations)
Tiingo (offers free and paid options, both of which require registration to get an API key)
local CSV files (comma-delimited text, one file per symbol, one row per daily bar -- if you have CSV data you can use it)
local MetaStock databases
Script files are created by writing Scripts using the RealTest script editor, or any external text file editor of your choice.
A script is a plain text file containing a collection of parameters and formulas, organized in sections and sub-sections that correspond to the various tasks involved in the trading system research workflow.
Results files are created by running scripts that include Strategy definitions and then saving the Results window contents.
A Results window or RTR file contains records of one or more tests that were run.
Each of these test records includes:
The script and parameters that were used to run the test
Daily summary statistics for each day in the test
List of trades from the test (optional, and optionally including skipped trades)
As with data files, this information is stored in the same binary format that it occupies in memory.