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 ...
There is only one instrument used In the moving average programming example. May I know if there is any method that can perform the same action but subscribes to more than one instrument? For example, ...
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 tried to use the getHistoricalBar to retrieve past price data based on the tech docs, but it doesnt work, got some missing evt or mevt error. ...
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 looked at this article about backtesting with custom datasets, which ...
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? ...
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 ...
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. ...
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 ...
Hi, does anyone use IBKR TWS for trading? I've been getting lots of "None" type returns from IBKR's API. Is IBKR's API still doing that thing where you have to install their clien ...
What market data is available on ALGOGENE? The list below will get update from time to time. ASSET CLASS SYMBOL DESCRIPTION AVAILABLE FROM ...
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 ...
Hey there, I am a participant of the Algo Trading Challenge 2023/24 (Global) . Just want to clarify whether t ...
Hello, I found that the close order API only support market order. How can I close a position using limit order? ...
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 see some brokers support multi-currency account. Just wondering are there any use cases specific for algo-trading? To me, it just like multi-currency account in bank for holding different ...
Hi Algogene Community! Just one question. How can Algogene's backtest call a jupyter notebook from 'My History Jupyter Notebook'. ...
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。 ...
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 ...
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. ...
How to access news data feed and how to change the parameter of news data feed function? And does it output a dataframe or a dictionary? ...
New features For more feasibility of our platform, ALGOGENE now supports new features: import multiple custom data files specify user-defined file formats ...
Hello, for the live test account, I would like to change the base currency to HKD , instead of USD also the leverage to 10 , instead of 5 ...
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 ...
