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 ...
What market data is available on ALGOGENE? The list below will get update from time to time. ASSET CLASS SYMBOL DESCRIPTION AVAILABLE FROM ...
Hello community! According to REST API Doc , I know I can query historical OHLC data for pla ...
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 ...
Hi there, I have developed several simple trading strategies. Following the optimization method from the youtube tutorial ( ...
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 ...
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 ...
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 ...
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 ...
Python is widely recognized as a leading language for artificial intelligence and computer vision projects. By harnessing the capabilities of libraries like OpenCV and MediaPipe, you can create an ...
I find the portfolio optimizer very useful for building portfolio. How can I integrate this tool in my backtest? ...
The python 'print' function doesn't work on the backtest platform. Any one can help? I tried print("hello world") , but nothing shown in the 'console' session. ...
I can set "initial capital" for backtest, but I can't where to set it for livetest. How can I reset the capital for live simulation? ...
I have a question regarding position netting. From the Tech Doc description here , it mentioned that PL will be realized when the ...
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 ...
Hey, I am new to the platform. As title, how can I get current account balance in backtest? ...
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 ...
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. ...
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 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 ...
Hello community, I have a question regarding the dataset on the platform. I use the getHistoricalBar ...
I was exploring 09988HK dataset. I noticed that the volume and price data are not consistent and vary greatly from the data i have from my broker and also data from tradingview. Can i know the sour ...
New features For more feasibility of our platform, ALGOGENE now supports new features: import multiple custom data files specify user-defined file formats ...
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: ...