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 ...
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 ...
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. ...
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 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 ...
We are pleased to announce that ALGOGENE is now available as a plugin for MetaTrader (MT4 and MT5)! ...
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 ...
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 ...
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 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 ...
Hey there, any one know how to set transaction cost as a percentage in backtest? ...
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。 ...
Hi, my team has registered for the CASH Algo Trading Challenge 2023 . How can we backtest our strategy? ...
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' ...
Hi, my team is working on an algo project. Can we code and comment a backtest script at the same time? ...
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, ...
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 ...
I have a question regarding position netting. From the Tech Doc description here , it mentioned that PL will be realized when the ...
Following this post , I have trained a model using the online Juypter Notebook. My question is how can I dep ...
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 ...
I looked at this article about backtesting with custom datasets, which ...
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, I am a participant of the CASH Algo Trading competition. I have a question as title. I read this article Underst ...
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: ...
