Search result found: 93


 
Joseph Chang

Why PL keeps changing while my position is zero?

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. ...

2
3,162
3 year ago
 
Bee Bee

How to print a debug message?

The python 'print' function doesn't work on the backtest platform. Any one can help? I tried print("hello world") , but nothing shown in the 'console' session. ...

3
4,109
5 year ago
 
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__() "? ...

2
2,519
2 year ago
 
長崎良美

How to backtest with my own non-market datasets?

I looked at this article about backtesting with custom datasets, which ...

1
818
3 month ago
 
Julian

How to use Portfolio Optimizer in backtest?

I find the portfolio optimizer very useful for building portfolio. How can I integrate this tool in my backtest? ...

2
1,135
8 month ago
 
大聖

Improvement for many stocks input in the instrument list

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 ...

4
4,868
9 month ago
 
Hyunjun Yoo

Question about close prices in function data and market data

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 ...

3
3,146
3 year ago
 
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 ...

1
3,703
4 year ago
 
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 ...

3
3,352
2 year ago
 
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. ...

0
5,358
6 year ago
 
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 ...

1
2,308
2 year ago
 
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? ...

2
2,782
3 year ago
 
Freeze

API to query trade PL

My strategy need the unrealized PL of my trades to decide take profit or stop loss. I checked the tech doc a few times but still can't find related implementation details. An ...

5
2,872
9 month ago
 
Ivan

Request for TradingView Pine Script Convertor

Hey Algogene team, I have some strategies previously written on TradingView. After playing Algogene platform for a while, I am really impressed with your powerful system, so I am gonna to mi ...

1
2,424
2 year ago
 
Terminator

How to set transaction cost as a percentage?

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

1
2,332
2 year ago
 
admin

Guideline to upload custom data via API

Following the article Guideline to backtest with custom datasets , we learnt how to upload custom data to the system for backtest ...

0
3,878
3 year ago
 
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? ...

1
2,992
3 year ago
 
Lee Chang Jun

How can I access whether certain trade closed with either targetprofit or stoploss?

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 ...

4
2,761
3 year ago
 
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 ...

2
1,248
8 month ago
 
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 ...

1
3,623
4 year ago
 
Duval LC

Python Project: Build an AI Face Detection Alarm System with Your Webcam

Python is widely recognized as a leading language for artificial intelligence and computer vision projects. By harnessing the capabilities of libraries like OpenCV and MediaPipe, you can create an ...

0
415
1 month ago
 
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 ...

1
1,035
7 month ago
 
Li Shiji

Is it possible to run the backtest strategy backend

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? ...

2
917
7 month ago
 
Bella

Stock price issue

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 ...

3
2,544
2 year ago
 
Kwan Chi Yeung

Example in Tutorials (Moving Average)

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, ...

3
3,726
3 year ago



Categories