Navigation: Examples and Tutorials >

Tutorial 1 - SPY Crossover

 

 

 

To quickly learn the basics of using RealTest, let’s start with a very simple trading system: a moving average crossover signal for one symbol (SPY).

When you first run RealTest, you will see that this example script has already been opened for you in a Script Window:

The script includes three sections:

the Import section specifies how to obtain the data needed to run the backtest

the TestSettings section tells RealTest what settings to use when running the test

the Strategy section defines the trading strategy

To start, click on "Import" in the Tool Bar at the top of the main window.

If your computer is connected to the Internet, this will download the complete daily price and volume history for the SPY ETF from the Yahoo Finance website and then save it to your local disk in RealTest’s binary data format (RTD).

The import will probably take less than one second since there is only one symbol to retrieve.

Next, click on the "Test" button.

Since there’s only one symbol, one strategy, and not many calculations required, this backtest will run nearly instantaneously, after which a new window will appear.

The Results Window shows the summary statistics for the test and provides access to underlying details:

 

(There are other default columns, but they’d make the image too wide to be readable here.)

Double-click on the row of stats in the Results window to open the stats graphs.

The Daily Stats Graph shows the equity curve:

Use the buttons along the top of this window to look at some of the other default stats graph types:

Above was %drawdown (not so great in March 2020), below is drawdown duration.

You can also use the left and right arrow keys to cycle through the different graph types.

When there is more than one test in the results window, the up and down arrow keys let you easily see the same graph for different tests.

The contents of the results window columns and stats graphs are specified by formula and completely customizable.


Drilling down to the next level, a right-click on a test result row reveals the following popup menu:

The first three items are the ones you’ll use most often, so they also appear in the Tool Bar:

Click on "Graphs" to open the stats graphs for a test (in this example, this was already done automatically).

Click on "Plots" to access a variety of graphical trade-level analysis tools, such as a scatter plot:

 

Click on "Trades" to view the detailed trade list:

As with the results window, there are other columns to the right, and the content can be customized.

Double-click on any row in the trade list to view that trade on a candlestick or bar chart:

The chart automatically aligns with the trade timeframe. Press the UP or DOWN keys to cycle the chart through the trades in the list.

That's the end of this first tutorial!

To learn how to optimize the two parameters in this strategy, proceed to Tutorial 2.

 

 

 

 

 

Copyright © 2020-2021 Systematic Solutions, LLC