How to implement CAPM?
This may be a simple question. My trading idea is to buy stocks which have positive excess return base on CAPM theory. Anyone can give some guidance how the backtest code should be ...
This may be a simple question. My trading idea is to buy stocks which have positive excess return base on CAPM theory. Anyone can give some guidance how the backtest code should be ...
i have a invite cript which source code i cannot acccess and i want to make it auto trade .indicator is on trading view and it generates buy sell alerts i want as soon as i get any alert it trade in m ...
Hello, I have a confuse with difference between close price data in getHistoricalBar function and close price data in market data. I just tried to make a code to get RSI. But there was a quite big dif ...
A data format is the arrangement of data fields. It defines how data is encoded for storage in a computer file, and the way to display and process. A good data researcher should at least know: ...
I looked at the documents for querying orders but I couldn't find how I can query closed orders. I need to know whether my orders closed with target profit or stop loss. May I know how I can access th ...
Hello community, I have a question regarding the dataset on the platform. I use the getHistoricalBar ...
In backtesting, it seems economic data stream is only available in tick environment. Is it possible to use econ data for other time intervals? ...
Hi algogene team, I have been using the platform for developing my trading algorithm for almost a year. I am really appreciate how powerful APIs and comprehensive datasets the platform has. ...
Hi all, I tried using the openai library for analyzing news data, but it returns error "unsupported_country_region_territory" How can I fix it? ...
Visualizing datasets on ALGOGENE Research Lab is extremely simple. This articles shows you how to apply a popular Python charting library 'matplotlib' to acheive this. With 'matplotlib', you can cr ...
Hello, I want to ask about the function of getHistoricalBar. For example in backtesting, I want to get the historical 2min bar data of certain instrument and calculate some indicato ...
Hey everyone! I’m working on an FX trading algo that’s been performing pretty well, but I want to make sure I include realistic assumptions for real market conditions. I know that swap fees are pretty common in ...
Hey, I followed this post to upload my data ( https://algogene.com/community/post/26 ). How can I query my custom instrument ...
Suppose we already have a python package/function created on a local machine. This article will guide you through the steps to plug into ALGOGENE for backtest, live-test or real-trading. ...
Hey, I have a trading strategy which trade on a basket of many stocks and rebalance weekly. The current system needs to manually choose the stocks one by one. It is too time consuming and not ...
I am able to place order and got this error " Invalid order is rejected due to insufficient capital " Here is my code. Please help! ...
My strategy need the unrealized PL of my trades to decide take profit or stop loss. I checked the tech doc a few times but still can't find related implementation details. An ...
Hello, I am now studying to be aware of Algogene's backtesting engine. I run this code and the result shows this result. CODE class AlgoEvent: ...
From TechDoc, I see order submission allows an input parameter for " orderRef ". I don't quite understand what it is for. Appreciate if someone can explain more, a ...
Hello, I am currently trying to implement our teams' strategy on the backtesting platform. However, I tried to use other instruments such as gold price, but it seems I can only select Crypto data. I h ...
My strategy needs 1-year of past closing prices to build the tensorflow model. I see the platform processing data in a stream format. Is it possible to get historical data be ...
Overview It is common that a trading algorithm involves a number of user defined trading parameters. To optimize the algorithm's trading performance, developers usually need to tweet the parameters, re-run ...
If you spend your days stitching together ETL jobs, watching dashboards, and taming semi‑structured logs, Python one‑liners can feel like superpowers. They compress intent into readable, testable s ...
Hi I sent a market order with 1% stop loss condition like below. def = AlgoAPIUtil . OrderObject( ...
I have a strategy using 1-day dataset for backtest. I am wondering how this setup works in the live trading environment. Will my strategy only receive data feed every 24 hours, or is it a re ...