Search result found: 91


 
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 ...

 
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 ...

 
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 ? ...

 
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 ...

 
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 ...

 
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? ...

 
Jeremy

How to check whether a news appears during trading session?

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 ...

 
Ng Pui Tsun

How to access news data feed to do sentiment analysis?

How to access news data feed and how to change the parameter of news data feed function? And does it output a dataframe or a dictionary? ...

 
Max

Run machine learning algorithm in the backtest engine.

I have used machine learning algorithms to assist in the development of trading strategies. However, I found that some libraries I used are not available in the backtest engine. So I would like to kno ...

 
admin

Guideline to backtest with custom datasets

New features For more feasibility of our platform, ALGOGENE now supports new features: import multiple custom data files specify user-defined file formats ...

 
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? ...

 
admin

Python - Basic Syntax

 This series of tutorials will help you get familiar with some basic Python language, which will be useful develop your Algo in ALGOGENE Research Lab. First Python Program There are basically 2 modes to execute Python programs. ...

 
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 ...

 
Sergei

How to backtest with 3-hour data interval?

I have a strategy that works well with 3-hour candles. However, I don't see such option in the backtest setting. How can I do that? ...

 
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'. ...

 
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 ...

 
shah

how to get minute level data into Jupyter notebook

i have tried this by changing the D to M.. but it did not work ...

 
Katerina

Why I enabled Position Netting but PL still floating?

I have a question regarding position netting. From the Tech Doc description here , it mentioned that PL will be realized when 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 ...

 
admin

4 Common Data Formats You Should Know

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: ...

 
Max

Product Input Simplification

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 ...

 
admin

Guideline to use ALGOGENE DLL in MetaTrader

We are pleased to announce that ALGOGENE is now available as a plugin for MetaTrader (MT4 and MT5)! ...

 
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 ...

 
Yam Yat Wa

Calling external API

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? ...

 
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 ...