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 looked at this article about backtesting with custom datasets, which ...
We are pleased to announce that ALGOGENE is now available as a plugin for MetaTrader (MT4 and MT5)! ...
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 Algogene team, I have some strategies previously written on TradingView. After playing Algogene platform for a while, I am really impressed with your powerful system, so I am gonna to mi ...
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: ...
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 ...
Hey everyone! I was running a backtest for AAPL, and noticed the market price suddenly dropped by over 90%. I think this happened because of a stock split. Does anyone know how I can backtest using adjusted pric ...
Hi, I am a participant of the CASH Algo Trading competition. I have a question as title. I read this article Underst ...
Have anyone successfully uploaded their stock dataset and do backtesting? I cannot find the .csv file that I have uploaded, in the "backtest" script. Thank you. ...
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 ...
I have a question regarding position netting. From the Tech Doc description here , it mentioned that PL will be realized when the ...
What market data is available on ALGOGENE? The list below will get update from time to time. ASSET CLASS SYMBOL DESCRIPTION AVAILABLE FROM ...
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 ...
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 ...
Hi, my team has registered for the CASH Algo Trading Challenge 2023 . How can we backtest our strategy? ...
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 ...
From my understanding, NAV and "Cumulative PnL" should remain unchanged, if there is no outstanding positions. However, from the backtest result (see highlighted below), for certain days when "Net Position" is zero, "Cumulative PnL" is not constant. ...
I find the portfolio optimizer very useful for building portfolio. How can I integrate this tool in my backtest? ...
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 ...
I have a strategy that works well with 3-hour candles. However, I don't see such option in the backtest setting. How can I do that? ...
New features For more feasibility of our platform, ALGOGENE now supports new features: import multiple custom data files specify user-defined file formats ...
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 ...
When developing a trading algorithm, it may be the case where we have trained/built a particular model for a financial instrument and want to apply it on other financial sectors/markets. For such c ...
Hi there, I have developed several simple trading strategies. Following the optimization method from the youtube tutorial ( ...
