Hello community! According to REST API Doc , I know I can query historical OHLC data for pla ...
May I know if this error is triggered by insufficient virtual memory? How could I solve this? Thank you so much ...
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 ...
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. ...
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. ...
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? ...
Hello, I found that the close order API only support market order. How can I close a position using limit order? ...
Hi all, I have a question related to placing orders. I checked from Tech Doc that the order volume refers to the number of contract to buy. However, I want to buy for 1% of balance ...
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 ...
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 have a question regarding position netting. From the Tech Doc description here , it mentioned that PL will be realized when the ...
Hey there! I have a backtest script containing multiple strategies. I managed the orders in a way that orders opened from the same strategy will have the same order reference. ...
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? ...
Hey there, any one know how to set transaction cost as a percentage in backtest? ...
New features For more feasibility of our platform, ALGOGENE now supports new features: import multiple custom data files specify user-defined file formats ...
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. ...
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 ...
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 ...
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 ...
Hi there, I have a script running in the live-test environment. I found that one of my order for 7500HK was closed at $4.77 on 7-Jul. However, I checked other data sources, the lowest price on that day doesn't hit that low. ...
Hi I sent a market order with 1% stop loss condition like below. def = AlgoAPIUtil . OrderObject( ...
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? ...
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 ...
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 ...
Hi, I am a participant of the CASH Algo Trading competition. I have a question as title. I read this article Underst ...
