Search result found: 90


 
Fred

How to co-edit a backtest script with my teammates?

Hi, my team is working on an algo project. Can we code and comment a backtest script at the same time? ...

 
Katerina

Why I enabled Position Netting but PL still floating?

I have a question regarding position netting. From the Tech Doc description here , it mentioned that PL will be realized when the ...

 
Mukesh Ram

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 ...

 
admin

Python - Basic Syntax

 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. ...

 
admin

Guideline to use ALGOGENE DLL in MetaTrader

We are pleased to announce that ALGOGENE is now available as a plugin for MetaTrader (MT4 and MT5)! ...

 
Duval LC

10 Powerful Python One-Liners Every Data Engineer Should Know

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 ...

 
admin

ALGOGENE Market Data Solutions

What market data is available on ALGOGENE? The list below will get update from time to time. ASSET CLASS SYMBOL DESCRIPTION AVAILABLE FROM ...

 
Freeze

API to query trade PL

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 ...

 
Samson

How to backtest with Adjusted Price?

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 ...

 
長崎良美

How to backtest with my own non-market datasets?

I looked at this article about backtesting with custom datasets, which ...

 
Edward

How to set swap fee in backtest?

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 ...

 
David

How to query on-the-run future data?

Hello community! According to REST API Doc , I know I can query historical OHLC data for pla ...

 
Sergei

How to backtest with 3-hour data interval?

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? ...

 
Tommy

How to get historical data before algo starts?

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 ...

 
Jeremy

How to check whether a news appears during trading session?

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 ...

 
shah

REST API frequency

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 " ...

 
tony lam

3 Tips to make your code more pythonic

This article will introduce you to the top 3 ways you might not be fully taking advantage of to write better Python code, including: List Comprehension Dictionary Access ...

 
William Cheung

How to change leverage and currency for live test?

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 ...

 
Zero

Backtest setting question for competition

Hey there, I am a participant of the Algo Trading Challenge 2023/24 (Global) . Just want to clarify whether t ...

 
⚡比卡超⚡

How to query current account balance in backtest?

Hey, I am new to the platform. As title, how can I get current account balance in backtest? ...

 
CHEN Chi Wei

Data Missing

I was testing my strategy for the algo challenge, but I saw for one moment the WTIUSD has data missing in 2022-01-17 while it should not. Is this a bug from market data feed? ...

 
Sharwan Patel

How to set order volume to balance percentage?

Hi all, I have a question related to placing orders. I checked from Tech Doc that the order volume refers to the number of contract to buy. However, I want to buy for 1% of balance ...

 
Kwan Chi Yeung

Example in Tutorials (Moving Average)

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, ...

 
admin

Installing Python on Windows (Anaconda)

 This tutorial will demonstrate how you can install Anaconda, a powerful package manager, on Microsoft Windows. What is Anaconda? Anaconda is a distribution of Python. It is free and open-source and makes package management and deployment simpler. Keep reading to see how. It is the standard platform for Python data science an ...

 
Zoro

on_bulkdatafeed 関数の「isSync」とは何ですか?

この例は技術文書で見ました。 「isSync」が何に使われるのか説明できる人はいますか? def = 'USDJPY' ...