How to use Portfolio Optimizer in backtest?
I find the portfolio optimizer very useful for building portfolio. How can I integrate this tool in my backtest? ...
I find the portfolio optimizer very useful for building portfolio. How can I integrate this tool in my backtest? ...
I encountered below danger message during backtesting. I am wondering what it is about and how to get rid of it. Thank you! ...
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’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, 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 ...
Have anyone successfully uploaded their stock dataset and do backtesting? I cannot find the .csv file that I have uploaded, in the "backtest" script. Thank you. ...
I looked at this article about backtesting with custom datasets, which ...
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 ...
When developing a trading algorithm, it may be the case where we have trained/built a particular model for a financial instrument and want to apply it on other financial sectors/markets. For such c ...
Hi, my team is working on an algo project. Can we code and comment a backtest script at the same time? ...
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. ...
I am a participant of the the Saudi Algo Challenge. Is there team collaboration features on the Algogene platform? I’m curious: Is ...
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. ...
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 ...
Working with text files is a common task in programming, and Python makes it incredibly easy. Whether you're logging data, manipulating configurations, or analyzing datasets, leveraging Python’s po ...
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, ...
Hey, I am new to the platform. As title, how can I get current account balance in backtest? ...
Following the article Guideline to backtest with custom datasets , we learnt how to upload custom data to the system for backtest ...
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 ...
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 ...
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 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 ...
i have tried this by changing the D to M.. but it did not work ...
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' ...
Hello community, I have a question regarding the dataset on the platform. I use the getHistoricalBar ...