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 used machine learning algorithms to assist in the development of trading strategies. However, I found that some libraries I used are not available in the backtest engine. So I would like to kno ...
Hi all, from the technical document, i know that "session=0" refers to trading session for placing orders. Orders will be rejected for other non-trading sessions. In fact, my strategy analyz ...
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 ...
When I restart the algorithm, will the variables and its stored values in previous script be deleted or not? If the variable won't be deleted, can the system handle new variables I added under " __init__() "? ...
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 ...
I am able to place order and got this error " Invalid order is rejected due to insufficient capital " Here is my code. Please help! ...
Hi Algogene Community! Just one question. How can Algogene's backtest call a jupyter notebook from 'My History Jupyter Notebook'. ...
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? ...
For the competition we should be having access to minute data right? But when i am trying to access minute data using REST API it gives the following error " ...
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 ...
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 ...
This series of tutorials will help you get familiar with some basic Python language, which will be useful develop your Algo in ALGOGENE Research Lab. First Python Program There are basically 2 modes to execute Python programs. ...
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: ...
Hey, I followed this post to upload my data ( https://algogene.com/community/post/26 ). How can I query my custom instrument ...
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 ...
Hi Algogene team, I backtested with the platform a few months. I really like your event driven algo system design which is feasible to extend to other non market datasets. Just won ...
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 ...
Following this post , I have trained a model using the online Juypter Notebook. My question is how can I dep ...
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. ...
隨著科技的進步,傳統的投資方式逐漸被量化交易所取代。量化交易,簡單來說,就是利用數學模型和程式化的方式分析市場,並自動執行交易。對於想要在金融市場中取得優勢的投資者來說,量化交易無疑是一個值得探索的選擇。 ...
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 ...
Hey, I am new to the platform. As title, how can I get current account balance in backtest? ...
剛剛訂閱了一個algo試用, 請問哪裡可以查看algo是否運作正常? ...
Hi I sent a market order with 1% stop loss condition like below. def = AlgoAPIUtil . OrderObject( ...