RealTest Script: How to Avoid Survivorship Bias in SPX Mean Reversion?

The RealTest script uses Norgate Data's historical constituent tracking, ensuring delisted and bankrupt stocks are included in backtest results exactly as they existed at each point in time.

Norgate Data Platinum or Diamond subscription is required to access survivorship bias-free US stock data with proper corporate action adjustments and delisting information.

Yes, the .rts code generates CSV order lists compatible with Interactive Brokers TWS. Use with OrderClerk for semi-automated position management and fill tracking.