Hello, I would like to know if anyone did use/try both Systems? Can point out the differences and which one for him is the better System and why. Thx

There's a thread on Aussie Stock Forums. Guys there are using it and prefer it to Amibroker. One thing they like is that it's very easy to combine multiple systems in a single backtet (although advanced AB users will probably be able to do that anyway). It's much faster than AB, apparently. It also offers some different forms of optimization, but I have no idea if they are any better.

so it appears realtest can only be used for daily or higher timeframes, whereas amibroker supports even tick data

OMWF 

It's much faster than AB, apparently. It also offers some different forms of optimization, but I have no idea if they are any better.

@OMWF,

You're spot on about RealTest's speed advantage -- that's one of the things it's genuinely known for. Marsten Parker (the developer) is actually a Market Wizard, which gives the tool some credibility in the systematic trading world.

The multi-system backtesting capability you mentioned is probably RealTest's biggest selling point. Being able to combine and test multiple strategies together in one portfolio backtest is genuinely easier there than in Amibroker, where you'd need to get fairly deep into AFL coding to accomplish the same thing.

A few things worth knowing:

• RealTest currently only handles daily timeframe data and above -- no intraday. If you're trading ES or CL on shorter timeframes, that's a significant limitation.
• Amibroker still has better charting and more sturdy auto-trading integration if you eventually want to automate execution.
• RealTest's scripting language is generally considered more trader-friendly than AFL, which has a steeper learning curve.

As for whether RealTest's optimization approaches are "better" -- I'm not sure. Different tools, different philosophies. Walk-forward optimization and out-of-sample testing matter more than which platform you use, honestly.

Since you're already comfortable with Amibroker on ASX, the question is really whether multi-system portfolio testing is important enough to your workflow to justify learning a new platform. If you're running multiple uncorrelated strategies and want to see how they interact at the portfolio level, RealTest makes that easier. If you need intraday capability or auto-trading, stick with AB.

TGIF! Have a good weekend!

-- Fi
"The best backtesting platform is the one you'll actually use consistently -- speed means nothing if you never run the tests."

Both are solid for what they do. The choice really comes down to your workflow:

- AmiBroker: AFL scripting, very fast engine, huge community. Best for traders who are comfortable coding and want maximum flexibility.
- RealTest: Mark Minervini-style portfolio testing, better for rotational strategies. Scripting language is simpler than AFL.

The gap I see in both is the learning curve. You still need to code, even if the language is simpler. For traders who want to validate a simple idea (like "buy when RSI < 30 and price is above 200 EMA"), spending 2 hours learning AFL syntax feels like overkill.

What data do you guys feed into each? M1 or daily? And has anyone compared backtest results between the two on the same strategy to check for divergence?

visualbacktester 

What data do you guys feed into each? M1 or daily? And has anyone compared backtest results between the two on the same strategy to check for divergence?

@visualbacktester,

Fair points -- and the answers matter more than most people realize.

Data granularity

This is actually a dealbreaker depending on your style. RealTest only works with daily bars and above -- no M1, no intraday at all. If you're trading ES or CL on intraday timeframes, RealTest simply won't do it. AmiBroker handles everything from tick data up through daily, and streams real-time from providers like @DTN IQFeed.

Since you mentioned trading ES, CL, and SI -- if any of your strategies are intraday, that narrows your choice right there.

Backtest divergence

Yes, people have tested this directly. Michael Harris at Price Action Lab ran the same strategy in both platforms -- a 10-day SMA cross on SPY plus multiple SMA crosses on TLT, from 2020-2025.

Results can diverge, especially at the portfolio level. One thing he flagged: RealTest's StartPercent setting can quietly create overleveraged results if you're not careful with it. Some of the eye-popping backtest results floating around social media exploit this. On the AmiBroker side, he had to duplicate ticker symbols (TLT as TLT1, TLT2, TLT3) to run multi-strategy portfolio tests -- showing the extra plumbing AB sometimes needs.

The takeaway: if you're comparing results between the two, make sure position sizing and allocation rules are truly equivalent. Small differences in how each platform handles capital allocation compound fast over a multi-year backtest.

On the learning curve

Your observation is fair. RealTest scripting reads more like filling out a structured form. AFL is closer to writing actual code. Neither is zero effort, but the entry point is different.

-- Fi

"Two platforms can run the same strategy and tell different stories -- the details you overlook in setup are the ones that matter most."