RealTest User Guide
RealTest User Guide

 

 

Navigation: RealTest Script Language > Syntax Element Categories >

Settings

 

 

 

 

These define the settings to apply when running a script.

AccountSize - starting capital amount

AccountType - specifies the type of account being modeled

AllowSameName - allow user-defined items to replace prior ones with the same name in the same section type

AlwaysImport - causes data to be re-imported before a script runs in any mode

BarSize - default test data timeframe

CashIntPct - interest rate received for positive daily excess cash

CommCurrency - how the Commission formula is interpreted in a multi-currency script

Currency - account base currency for multi-currency system models

DataFile - test data file path

DateDisplay - how dates are displayed in the user interface, scans, trade lists, etc.

DateInput - how dates are parsed when day/month vs. month/day is ambiguous

DateSym - symbol to use for "Earliest" or "Latest" in StartDate or EndDate

DaysPerYear - number of market days per year for stats purposes

EndDate - last date of test

EndOfTestExits - controls whether open positions are exited at the end of a backtest

ExchangeMap - details about specific exchanges for which you may want to generate orders

HolidayList - list of holidays (only required for order generation)

KeepTrades - types of trades to store in each results record

LogDetail - which categories of output to include in the Test Details Log

MarginIntPct - interest rate charged for negative daily excess cash (margin loan)

NumBars - number of market dates to test

OptAnchor - whether and how to anchor the start or end date of multi-interval optimizations / walk-forward

OptByStrategy - run the optimization separately for each strategy

OptBySymbol - run the optimization separately for each symbol

OptClearResults - clear the active results window before running an optimization

OptContinueResults - resume a stopped optimization from the tests already in ResultsFile (Combinatorial mode only)

OptimizeMode - the type of optimization to perform (Combinatorial, Sequential, Genetic, Random, Defaults Only)

OptIterations - run the configured test multiple times (required by Genetic and Random modes)

OptKeepBest - keep only the N best-scoring tests (requires OptSortResults)

OptKeepByDate - apply OptKeepBest to each date interval separately

OptKeepBySymbol - apply OptKeepBest to each For Each Symbol test

OptKeepNoTrades - keep result rows for parameter combinations that produced zero trades

OptMultiSaveAs - perform SaveStatsAs and/or SaveTradesAs once per test in the optimization

OptMutatePct - mutation probability for Genetic optimization

OptNoDialog - run the optimization without displaying the Optimize dialog first

OptNoStats - drop per-period stat details from each test to allow much larger optimization runs

OptOverfit - run an Overfitting Analysis (CSCV/PBO) when the optimization completes

OptOverfitBlocks - number of time blocks for the Overfitting Analysis (even, 4 to 20)

OptScoreCol - name of the Results column to use as the optimization score (fitness function)

OptShards - launch N child processes to parallelize a Combinatorial optimization across CPU cores

OptShowResults - when to display the results window during a run (Live, AtEnd, None)

OptSortResults - re-sort the result rows by OptScoreCol after each test

OptSummaryLog - display a summary log when the optimization run finishes

OptTestInterval - spacing between date intervals (in OptTimeUnit units)

OptTestLength - length of each date interval (in OptTimeUnit units)

OptTimeUnit - time unit for multi-interval optimizations or walk-forward (None, Years, Months, Weeks, Days)

OptWalkForward - generate a walk-forward test from the multi-interval optimization

OrderClerkFolder - path of folder to use with OrderClerk

OrdersComment - string to add to the top of the order list when orders are generated

OrdersFile - path\name of order list file to generate

OrdersFreeCash - path\name of a text file containing the current free cash value of a brokerage account

OrdersLiveData - allows order generation for "ThisClose" entry and exit times

OrdersMktAsLmtPct - allows generated market orders to optionally be converted to limit orders

OrdersMode - specifies the format of generated orders

OrdersNetLiq - path\name of a text file containing the current live Net Liquidation Value of a brokerage account

OrdersTemplate - path\name of CSV order list template file

OrdersUseQtyIn - forces generated exit order quantities to match the position's entry quantity

RandomSeed - provides a way to use the same sequence of random numbers every time a script is run

ReportContent - specify which content items to include in summary reports

ReportsFolder - path of folder in which Test Summary Reports are create

ResultsByYear - add per-year results columns for the listed stats (ROR, MaxDD, Trades)

ResultsFile - path\name of RTR file to open or create before running a test

RiskFreeRateSym - symbol of data series to store in the test statistics for later use when calculating Sharpe

SaveChartsTo - path of folder in which to automatically save a chart for every row of the scan

SaveLogAs - path\name of a text file to create and write all log output produced during the run to

SavePositionsAs - path\name of CSV file to create at end of a test to list open positions

SaveScanAs - path\name of CSV file to create and write scan output to

SaveStatsAs - path\name of CSV file to create and write stats details to

SaveStatsInclude - which strategy types to include in the SaveStatsAs CSV output file

SaveTestListAs - path\name of CSV file to create with the list of test results as they appear in the results window

SaveTradesAs - path\name of CSV file to create and write the trade list to

SaveTradesType - format to use for SaveTradesAs output file

ScanNoDefCols - allows the default Date and Symbol columns to be optionally omitted

ScanNoHeader - allows creation of a CSV file with no header row

ScanNoWindow - allows scanning directly to CSV without displaying the output in a window

ShortLoanIntPct - annualized interest rate paid on short positions (short borrow fee rate)

ShortPrcdsIntPct - interest rate received on proceeds from short positions

SkipTestIf - allows tests to be skipped in multi-parameter optimizations (e.g. useless parameter combinations)

StartDate - first date of test

SymChangeList - path\name of CSV file containing list of symbol changes to use when processing imported trades

TestName - give the test a name

TestOutput - additional output and actions during and after a test

TestScanAllDates - allows TestScan to ouput rows for every date of a test, not just the last date

TestScanPositions - runs the TestScan for all open positions rather than for all symbols

UseAvailableBars - allows simple averages and indicators to optionally be calculated with fewer bars than specified

 

 

 

 

Copyright © 2020-2026 Systematic Solutions, LLC