Search result found: 93


 
Chan Yu Sing

Close position with market order

I see the error "[2020-01-01 23:25:00] EvtSendOrder Error: the sendOrder attribute parm 'openclose' does not support value 'close' under position base environment." in the console. I am try ...

 
admin

Guideline to import custom package

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. ...

 
Terminator

How to set transaction cost as a percentage?

Hey there, any one know how to set transaction cost as a percentage in backtest? ...

 
小霸王

Question about Multi Currency Account

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 ...

 
Simple

Question about order placement

I am able to place order and got this error " Invalid order is rejected due to insufficient capital " Here is my code. Please help! ...

 
Percy

What is the cause of DANGER message in backest?

I encountered below danger message during backtesting. I am wondering what it is about and how to get rid of it. Thank you! ...

 
Joseph Chang

Why PL keeps changing while my position is zero?

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. ...

 
Kumar

How to set limit close order?

Hello, I found that the close order API only support market order. How can I close a position using limit order? ...

 
Shum

哪裡可以查看algo運行情況?

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? ...

 
Henry Tsai

How to implement stoploss?

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? ...

 
長崎良美

Why my order being closed immediately?

Hi I sent a market order with 1% stop loss condition like below. def = AlgoAPIUtil . OrderObject( ...

 
Nicole

量化交易: 投資也能開外掛?

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。 ...

 
降龍

How can I have multiple backtests at the same time?

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 ...

 
Nicholas Tan Yi Da

How to get historical data (crypto algo competition)

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. ...

 
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 ...

 
Nezuko

Too annoying for IBKR to re-auth weekly...

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 ...

 
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 ...

 
Jackson

How can I use custom dataset for backtesting?

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. ...

 
Lee Chang Jun

How can I access whether certain trade closed with either targetprofit or stoploss?

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 ...

 
Gary Fung

How to close orders by orderRef?

Hey there! I have a backtest script containing multiple strategies. I managed the orders in a way that orders opened from the same strategy will have the same order reference. ...

 
Hojin Yun

Usage of Instruments Other than Crypto for Algo-Trading Crypto Challenge Competition

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 ...

 
admin

Guideline for Strategy Parameter Optimizer

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 ...

 
ガッシュ

ディープラーニング モデルに関する経験の共有

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。 ...

 
chantomkit

Can I use the getHistoricalBar only for live testing

Hello, I want to ask about the function of getHistoricalBar. For example in backtesting, I want to get the historical 2min bar data of certain instrument and calculate some indicato ...

 
Joseph Chang

Initial capital is missing in livetest?

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? ...