RealTest strategies with live results
Fully researched, coded and backtested trading strategies, ready to import and run.
Fully researched, coded and backtested trading strategies, ready to import and run.
RealTest uses the Norgate or Yahoo Data, runs the strategy and creates the day's orders. OrderClerk can send those orders automatically to Interactive Brokers. If you would rather not use RealTest at all, the document tells you the rules, so you can screen the setups in TradingView and follow them by hand.
I've been using a strategy from SetupAlpha and I'm really impressed with its elegance and stability. The unique approach gives me a fresh perspective and ideas I can apply to other strategies I'm developing. I'm currently working on integrating it into my suite of trading strategies.
Buying a SetupAlpha strategy didn't save me money, it saved me research time. I estimate it replaced 70–90 hours of development, debugging, and validation. Even if I never trade the strategy exactly as delivered, the research process was worth the investment.
I traded discretionary for over a decade and kept putting off going systematic because I did not know where to start. Having a finished, tested system to take apart was what finally got me moving.
The starting point is a paper from SSRN, arXiv or ScienceDirect. The raw signal is tested on its own first. Does it predict future returns at all, before any trading rules exist?
Rules are written in RealTest and tested on Norgate data that includes delisted companies. Interactive Brokers commissions and slippage are subtracted from every result.
What survives out-of-sample, walk-forward and Monte Carlo is traded in a live account at small size. The date it went live is shown on the strategy page.
Strategies are tested beyond a single equity curve, across market regimes, trading costs, parameter variations and randomized trade sequences.
The .rts file holds the complete strategy source. It imports into RealTest, runs the backtest straight away, and every rule in it can be read and edited.
The same logic is written out in plain text, without RealTest syntax, for reading through the strategy before running it or rebuilding it on another platform.
Both files are yours to keep. Parameters, position sizing and the universe can be changed, and the code can be used as the starting point for research of your own.
12
Strategies
26
Years tested
13,000+
Stocks tested
7
Test stages
An edge that only shows up in a handful of familiar, popular names might just be noise.
SetupAlpha strategies are tested on 13,000+ stocks and 26 years of data, so a pattern has to hold across sectors and market cycles before it counts.
Test a strategy
Import the .rts file, run the backtest and read every rule yourself.
RealTest is the backtesting and trading software the strategies are written for. Yes, you need it. The .rts (RealTest) file imports into RealTest, runs the backtest and generates the day's orders, and every rule in it can be read and edited there.
The stock strategies use Norgate data, which includes companies that were later delisted and keeps the backtest free of survivorship bias. The ETF strategies also run on free Yahoo data, since they follow only a few symbols.
Two files, available immediately after purchase. The .rts file holds the complete strategy source and imports straight into RealTest. The second file writes the same logic in plain English, without RealTest syntax, so the strategy can be read through before it is run. Both files are yours to keep.
Yes. RealTest generates the day's orders and OrderClerk can pass them to Interactive Brokers without manual entry. You can also enter the orders yourself at any broker. The strategy produces the same signals either way.
No. The strategy arrives coded, and running the backtest takes two clicks in RealTest. Reading the code matters if you want to change how the strategy behaves, and the plain English rules document covers the logic in full.
Yes. Parameters, position sizing and the universe can all be changed in the script, and the code can be used as the starting point for research of your own. The rules document describes the logic without RealTest syntax, so the strategy can be rebuilt in Python, TradeStation, Amibroker or another platform.