inconsistent price and volume data
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 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 ...
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 ...
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? ...
Hey, I followed this post to upload my data ( https://algogene.com/community/post/26 ). How can I query my custom instrument ...
I have a question regarding position netting. From the Tech Doc description here , it mentioned that PL will be realized when the ...
Visualizing datasets on ALGOGENE Research Lab is extremely simple. This articles shows you how to apply a popular Python charting library 'matplotlib' to acheive this. With 'matplotlib', you can cr ...
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 testing my strategy for the algo challenge, but I saw for one moment the WTIUSD has data missing in 2022-01-17 while it should not. Is this a bug from market data feed? ...
A data format is the arrangement of data fields. It defines how data is encoded for storage in a computer file, and the way to display and process. A good data researcher should at least know: ...
Hi I sent a market order with 1% stop loss condition like below. def = AlgoAPIUtil . OrderObject( ...
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, 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 ...
i have tried this by changing the D to M.. but it did not work ...
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 ...
If you spend your days stitching together ETL jobs, watching dashboards, and taming semi‑structured logs, Python one‑liners can feel like superpowers. They compress intent into readable, testable s ...
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__() "? ...
I am able to place order and got this error " Invalid order is rejected due to insufficient capital " Here is my code. Please help! ...
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' ...
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 ...
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 have a invite cript which source code i cannot acccess and i want to make it auto trade .indicator is on trading view and it generates buy sell alerts i want as soon as i get any alert it trade in m ...
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: ...
I am a participant of the the Saudi Algo Challenge. Is there team collaboration features on the Algogene platform? I’m curious: Is ...
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 Algogene team, I backtested with the platform a few months. I really like your event driven algo system design which is feasible to extend to other non market datasets. Just won ...