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 ...
Hey there, I am a participant of the Algo Trading Challenge 2023/24 (Global) . Just want to clarify whether t ...
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 ...
ディープラーニング モデルに取り組んだ経験のある方はいらっしゃいますか? 私は取引戦略でディープラーニングを使用していますが、バックテストを完了するのに非常に時間がかかることがわかりました。計算速度を改善するためのアドバイスがあれば助かります。 ...
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 ...
Every time when I run a backtest on the platform, I need to wait for it to complete or cancel it first before I can run another backtest. Is there any way I can run multiple backtests at the ...
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 ...
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' ...
Hey there, any one know how to set transaction cost as a percentage in backtest? ...
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 ...
Hi, my team is working on an algo project. Can we code and comment a backtest script at the same time? ...
Hi , is it possible to import a cython module into the strategy code to use its functions ? ...
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 ...
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. ...
Hello community, I have a question regarding the dataset on the platform. I use the getHistoricalBar ...
Hello community! According to REST API Doc , I know I can query historical OHLC data for pla ...
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 ...
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. ...
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__() "? ...
Hi, my team has registered for the CASH Algo Trading Challenge 2023 . How can we backtest our strategy? ...
Hi I sent a market order with 1% stop loss condition like below. def = AlgoAPIUtil . OrderObject( ...
Hi Algogene Community! Just one question. How can Algogene's backtest call a jupyter notebook from 'My History Jupyter Notebook'. ...
Hello team, I am trying to implement a stop loss in my strategy. I’m not quite sure how to do it. Can someone provide more guidance? ...
Hi team, I am developing a strategy that use portfolio theory for asset allocation. I have gone through the whole tech doc but it seems the system currently doesn't provide a simple API for portfolio ...
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? ...
In the summary report, there is a financing metric. Can anyone explain how it works? My capital at the lowest was 70k, drawdown max -2.5% but there is financing value shown in the summary report. By r ...