Search result found: 93


 
Zero

Backtest setting question for competition

Hey there, I am a participant of the Algo Trading Challenge 2023/24 (Global) . Just want to clarify whether t ...

 
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 ...

 
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。 ...

 
Edward

How to set swap fee in backtest?

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 ...

 
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 ...

 
William Cheung

How to change leverage and currency for live test?

Hello, for the live test account, I would like to change the base currency to HKD , instead of USD also the leverage to 10 , instead of 5 ...

 
Zoro

on_bulkdatafeed 関数の「isSync」とは何ですか?

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' ...

 
Terminator

How to set transaction cost as a percentage?

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

 
Mukesh Ram

How to implement CAPM?

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 ...

 
Fred

How to co-edit a backtest script with my teammates?

Hi, my team is working on an algo project. Can we code and comment a backtest script at the same time? ...

 
user

Hi , is it possible to import a cython module into

Hi , is it possible to import a cython module into the strategy code to use its functions ? ...

 
Boris

Question about system behavior of 1-day interval in live trading

I have a strategy using 1-day dataset for backtest. I am wondering how this setup works in the live trading environment. Will my strategy only receive data feed every 24 hours, or is it a re ...

 
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. ...

 
丁先生

Market data not align with Yahoo Finance

Hello community, I have a question regarding the dataset on the platform. I use the getHistoricalBar ...

 
David

How to query on-the-run future data?

Hello community! According to REST API Doc , I know I can query historical OHLC data for pla ...

 
Jeremy

What is the purpose of "orderRef"?

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 ...

 
Sharwan Patel

Request for parameter optimization function

Hi algogene team, I have been using the platform for developing my trading algorithm for almost a year. I am really appreciate how powerful APIs and comprehensive datasets the platform has. ...

 
SuperB

Question about restart algo

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__() "? ...

 
小霸王

Where to backtest for CASH Algo Challenge?

Hi, my team has registered for the CASH Algo Trading Challenge 2023 . How can we backtest our strategy? ...

 
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( ...

 
Kim Joon Hyung

Question on backtesting?

Hi Algogene Community! Just one question. How can Algogene's backtest call a jupyter notebook from 'My History Jupyter Notebook'. ...

 
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? ...

 
Algo Ninja

Request for a portfolio rebalancing API

Hi team, I am developing a strategy that use portfolio theory for asset allocation. I have gone through the whole tech doc but it seems the system currently doesn't provide a simple API for portfolio ...

 
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? ...

 
shah

understanding financing in Algogene platform

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 ...