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Importing Bar Data

 

 

 

RealTest uses its own memory-based binary format for daily price and volume data bars.

To get started, you must first import some data.

The data import process consists of:

reading data from one or more external sources

converting this external data to the RealTest binary format

incorporating split and dividend info if provided by the external source

optionally filtering out symbols that don't pass a filter formula

optionally applying additional per-symbol information such as company name, industry, etc.

optionally applying per-bar event information such as earnings dates and amounts if available

automatically creating weekly and monthly bars from the daily bars

saving the imported and processed data to a local disk file (.RTD) while also keeping it in memory for immediate use

 

Once a data import has been run, the saved .RTD file can simply be loaded back into memory when needed. This is much faster than having to repeatedly access an external database.

There is no need to re-import the same data. Only run an import again when you want to change the contents of the file, such as to add newer data.

When you run a test or scan, one of the initial settings is always a path to a .RTD file.

It often makes sense to maintain different data files for different purposes. For example, I'll typically have several for backtesting that include delisted symbols and go back different amounts of time (5, 10, 20 years), and one where I run a fresh import every day using only currently listed stocks for running the scans that produce candidate lists for live trading. I'll also often have specialized RTD files such as one with only historical Russell 3000 components, one for Nasdaq 100, etc. By selecting the data file that's most appropriate for the research I'm about to do, tests are able to be run with maximum efficiency.

To be sure this is clear: there is no central database in RealTest, as there is in some other backtesting software. If you want to make RealTest almost as slow as other software, you could import, for example, the entire Norgate database into one large RTD file and always use that for all your work. However, I think you'll find it much more pleasant to work with multiple specialized .RTD files.

To run an import, you must open or create a script with an Import Section, and then run it in Import Mode.

To manually select and load an existing data file or get information about the currently loaded data file, use the Data Menu.

 

 

 

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