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For futures data import from a source other than Norgate, it is critical to include a SymInfo file with the correct point value for every symbol. Otherwise, backtest results will not be accurate. (Tick size is not required, but if present, it will be used in chart scaling, and will be useful in formulas such as slippage modeling.)
RealTest has no "futures mode" and doesn’t care whether a given symbol is a stock or a futures contract. All it needs to know is the point value. This means that you can import data that contains a mix of stocks and futures and test things such as using futures to hedge a stock portfolio.
Use the MarginReq column in the SymInfo file to specify the current dollars-per-contract margin requirement for each futures symbol. By default RealTest uses the current MarginReq value for all historical dates in a backtest. You can optionally provide a formula to calculate estimated historical margin requirements via the FuturesMargin strategy element.
RealTest does not automatically limit futures exposure based on margin requirements but can optionally do so using the MinFreeCash constraint formula and/or the S.FuturesMargin stats array. The S.FreeCash stats array (referenced internally for MinFreeCash determination) assumes that a position requires futures margin only if the symbol has a non-zero margin requirement.
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