Search result found: 91


 
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
2,925
3 year ago
 
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 ...

1
612
5 month ago
 
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。 ...

2
977
10 month ago
 
Nicholas Tan Yi Da

How to get historical data (crypto algo competition)

Hi, I tried to use the getHistoricalBar to retrieve past price data based on the tech docs, but it doesnt work, got some missing evt or mevt error. ...

2
3,242
3 year ago
 
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 ...

1
935
6 month ago
 
Darius

How to place orders during pre-opening session?

Hi, I am a participant of the CASH Algo Trading competition. I have a question as title. I read this article Underst ...

1
2,280
2 year ago
 
隻揪隻

How to query historical data for my custom instrument?

Hey, I followed this post to upload my data ( https://algogene.com/community/post/26 ). How can I query my custom instrument ...

1
1,000
8 month ago
 
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 ...

3
854
8 month ago
 
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' ...

2
1,673
1 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
4,989
6 year ago
 
EQUITY PASSION

i want to automate my trading view invite indicator can anyone help

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 ...

3
7,977
6 month 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
2,554
3 year 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
751
5 month 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
3,634
3 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
2,252
2 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
2,958
2 year ago
 
Chan Yu Sing

May I know if this error is triggered by insuffici

May I know if this error is triggered by insufficient virtual memory? How could I solve this? Thank you so much ...

1
884
5 month ago
 
Minseok Choi

Question about market data

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: ...

1
2,970
3 year ago
 
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 ...

1
4,120
2 year ago
 
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? ...

3
228
23 day 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
898
6 month ago
 
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? ...

1
2,544
3 year ago
 
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 ...

3
661
6 month 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
3,440
3 year ago
 
⚡比卡超⚡

How to query current account balance in backtest?

Hey, I am new to the platform. As title, how can I get current account balance in backtest? ...

1
2,552
2 year ago



Categories