Hey, I have a trading strategy which trade on a basket of many stocks and rebalance weekly. The current system needs to manually choose the stocks one by one. It is too time consuming and not ...
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 ...
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. ...
What market data is available on ALGOGENE? The list below will get update from time to time. ASSET CLASS SYMBOL DESCRIPTION AVAILABLE FROM ...
Hi , is it possible to import a cython module into the strategy code to use its functions ? ...
Hi there, I have a script running in the live-test environment. I found that one of my order for 7500HK was closed at $4.77 on 7-Jul. However, I checked other data sources, the lowest price on that day doesn't hit that low. ...
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 ...
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 ...
Following this post , I have trained a model using the online Juypter Notebook. My question is how can I dep ...
I find the portfolio optimizer very useful for building portfolio. How can I integrate this tool in my backtest? ...
I found that the selected products involved in the trading strategy require manual inputs. It takes lots of time if many products are involved. Therefore, I would like to know if there is an approach ...
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__() "? ...
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 ...
I wonder if it is possible to perform HTTP requests on external API, like importing requests in Algogene? If it is not possible, is there any tricks to retrieve external data? ...
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。 ...
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? ...
Dear AlgoGene support team, I found it took time to run backtest, the work got lost if got disconnected. Is there a way to run the backtest in backend in batch? ...
Hello community! According to REST API Doc , I know I can query historical OHLC data for pla ...
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? ...
Hi team, I found that the price for 06689HK looks strange. From the console, the price level is around 90.0 before 2023-01-06, but it studdenly drops to the level of 30 aft ...
I have a question regarding position netting. From the Tech Doc description here , it mentioned that PL will be realized when the ...
Hi, I am a participant of the CASH Algo Trading competition. I have a question as title. I read this article Underst ...
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。 ...
I encountered below danger message during backtesting. I am wondering what it is about and how to get rid of it. Thank you! ...
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 ...
