The Examples-New folder is a curated library of example scripts organized by what you're trying to build, not by syntax feature. You'll find it in the Scripts\Examples-New subfolder of wherever you installed RealTest — C:\RealTest\Scripts\Examples-New for a default installation.

Every script is self-contained: it carries its own Import section (run Import once per data file, then Test as often as you like), states its teaching purpose in Notes, and lists the features it demonstrates. Scripts within a folder share a data file (the same SaveAs name), so importing any one of them covers its siblings. Most use Norgate data; the 10_data_import folder covers every other source.

Folder Contents

01_basics

The on-ramp: five short scripts that introduce the core moving parts of a RealTest script. Read them in order — every later example assumes them.

•first_backtest.rts - your first backtest: a complete, minimal RealTest script

•entry_types.rts - entry order types: the same dip-buy idea traded three ways

•exit_types.rts - profit target, protective stop, and rule-based exits working together

•position_sizing.rts - the four ways to size a position, side by side

•data_vs_library.rts - Data vs. Library: the most important distinction in the script language

02_mean_reversion

Dip-buying and spike-fading on a survivorship-free stock universe.

•mr_pullback_long.rts - the canonical dip-buy on a liquid stock universe

•mr_short_side.rts - fading upward spikes

•mr_long_short_pair.rts - long and short mean reversion combined in one script

•mr_pair_common.rts - shared components included by mr_long_short_pair.rts (not meant to be run directly)

•mr_moc_daytrade.rts - day trading: buy an intraday flush, sell the same day's close

•mr_scale_in.rts - scaling in: averaging into a dip with multiple entries per symbol

03_trend_breakout

Breakouts, trailing stop constructions, weekly bars, and partial exits.

•tf_donchian.rts - trend following basics: buy breakouts, ride a trailing stop, size by risk

•tf_trailing_stops.rts - trailing stop techniques: seven exits for one entry, selectable by parameter

•tf_weekly.rts - a strategy on weekly bars, honestly measured on daily bars

•tf_pullback_entry.rts - buying the pullback in a trend: momentum continuation with a stop-limit entry

•tf_scale_out.rts - scaling out: sell half at the first target, trail the rest

04_rotation_allocation

Momentum rotation and ETF asset-allocation portfolios.

•rotate_monthly.rts - monthly momentum rotation: hold the strongest stocks in an index

•rotate_dynamic.rts - rotation with true rebalancing using DynamicSizing mode

•alloc_fixed_weights.rts - a five-asset fixed-weight "all weather" style portfolio

•alloc_dual_momentum.rts - monthly tactical asset allocation: dual momentum with a canary asset

•alloc_vol_target.rts - inverse-volatility weighting ("risk parity lite")

05_multi_strategy

The three capital-sharing patterns, cross-strategy caps, benchmarks and trackers.

•combine_shared_capital.rts - combining strategies, pattern 1: one shared capital pool

•combine_start_percent.rts - combining strategies, pattern 2: StartPercent sleeves

•combine_two_accounts.rts - combining strategies, pattern 3: multiple accounts with cash transfers

•combine_strategy_score.rts - strategy-level competition: StrategyScore and oversubscribed capacity

•combine_benchmark.rts - benchmarks and trackers: comparison overlays and equity-curve gating

06_market_context

Regime, breadth, sector, and volatility context — with honest A/B tests of each filter, including one that fails.

•regime_filter.rts - gate a strategy on the index trend, and test whether the gate helps

•breadth_filter.rts - market breadth: build internals from the universe itself

•sector_limits.rts - sector ranking and concentration limits

•vix_filter.rts - using VIX level and term structure in a strategy

•index_membership.rts - what survivorship-bias-free testing actually means

07_futures

Continuous-contract trend following, cost sensitivity, individual contracts and term structure. These scripts require custom Norgate futures watchlists — see each script's Notes.

•futures_trend.rts - diversified trend following on continuous contracts, long and short

•futures_one_contract.rts - one-contract testing and cost sensitivity

•futures_term_structure.rts - individual contracts and term structure: VIX futures long/short

08_optimization

Parameter sweeps, pruning, walk-forward, overfitting analysis, and a random-entry null distribution.

•opt_grid.rts - your first optimization: sweep two parameters, read the surface

•opt_constraints.rts - optimizer controls: pruning, skipping, and ranking a sweep

•opt_walk_forward.rts - walk-forward testing: simulate periodic re-optimization, honestly

•opt_overfitting.rts - overfitting analysis: how much of your optimization is curve-fit?

•opt_random_baseline.rts - random-entry baseline: the null hypothesis for your edge

09_scans_orders

From research to live: scans, order lists, broker baskets, rebalance files, and replaying actual fills.

•scan_basic.rts - a basic scan: today's signal list, not a backtest

•scan_multi_filter.rts - one scan, several signal lists

•orders_tomorrow.rts - tomorrow's orders: from backtest to live trading

•orders_basket.rts - broker basket orders: CSV output for IB Basket Trader

•orders_rebalance.rts - target-percent output for the IB rebalance tool

•track_actual_trades.rts - replaying actual trades: stats and equity from a list of real fills

The folder also includes the holidays.us.txt, ib_basket_template.csv and sample_trades.csv files used by these scripts.

10_data_import

One example per data source, plus symbol metadata, event lists, and external data series.

•import_norgate.rts - the full-service data source

•import_yahoo.rts - free data, no account needed

•import_eodhd.rts - global exchange coverage via API

•import_tiingo.rts - a low-cost API data source

•import_csv.rts - your own data, one CSV file per symbol

•import_metastock.rts - reading MetaStock-format local data

•import_multi.rts - one data file from several sources

•syminfo_events.rts - symbol information files and event lists: metadata and dated events

•external_series.rts - joining your own values to the bars

The folder also includes sample data used by these scripts: djia_earnings.csv, djia_info.csv, djia_syms.txt, sample_values.csv, and the sample_csv folder.

11_output_reporting

Custom Results, Trades, Charts and Graphs sections, TestData/StratData, and account-level cash flows and fees.

•custom_results.rts - design your own results table

•custom_trades_charts.rts - custom trade list columns and chart overlays

•custom_graphs.rts - daily series for the stats graph and CSV export

•testdata_stratdata.rts - custom analytics computed during the test

•accounting.rts - deposits, fees, cash interest, and honest Sharpe

12_special_topics

International markets, multi-currency accounts, Library functions with arguments, and a debugging checklist.

•international_asx.rts - trading a non-US market: Australian stocks, weekly MOC rotation

•multi_currency.rts - US, Australian, and Canadian stocks in one account

•library_functions.rts - reusable formulas with arguments

•debug_and_validate.rts - debugging and validating a strategy that "runs but looks wrong"

The folder also includes the holidays.au.txt file used by these scripts.

Which Example Do I Want?

Conventions Used Throughout

•Realistic costs everywhere: Commission: Max(1, 0.005 * Shares) (IB-style), slippage or LimitExtra where fills would otherwise be optimistic, Slippage: TickSize on futures.

•Every portfolio strategy has at least one capacity limit (MaxPositions, MaxExposure or MinFreeCash).

•Test start dates leave a warmup year after the import start so long-lookback indicators are ready, and never precede an index's constituency coverage.

•Each script ends with a small #ifdef research include used by AI-assisted research sessions (see Using RealTest with Agentic AI). It is inert in normal use.

•Some strategies are deliberately mediocre. When a filter doesn't help or an edge dies to transaction costs, the Notes say so — reading an honest negative result is part of the lesson.

Copyright © 2020-2026 Systematic Solutions, LLC