Trading System Tools
The Trading System Tools add-on feature of Investor/RT includes tools for defining trading systems, backtesting and optimizing trading systems using historical data, and deploying trading rules and trading systems for actual live (or simulated) trading in real-time. A trading system is composed of one or more trading rules. Each trading rule is in turn composed of a trading signal and an associated action such as buy, sell, sell short, etc. Trading signals are logical expressions (true or false statements) written in the Investor/RT Language (RTL).