Search result found: 96


 
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
3,211
4 year ago
 
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 ...

4
972
3 month ago
 
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? ...

2
1,268
8 month ago
 
Tommy

How to get historical data before algo starts?

My strategy needs 1-year of past closing prices to build the tensorflow model. I see the platform processing data in a stream format. Is it possible to get historical data be ...

1
4,239
4 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
1,317
8 month 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
999
8 month ago
 
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( ...

2
923
6 month ago
 
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 ...

1
3,143
3 year ago
 
哪bubu

Error in calling OpenAI

Hi all, I tried using the openai library for analyzing news data, but it returns error "unsupported_country_region_territory" How can I fix it? ...

4
1,300
11 month 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
1,240
7 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
3,676
4 year ago
 
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 ...

3
7,599
4 year ago
 
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. ...

3
2,452
3 year ago
 
Maël

Question about team collaboration feature

I am a participant of the the Saudi Algo Challenge. Is there team collaboration features on the Algogene platform? I’m curious: Is ...

2
1,231
8 month ago
 
admin

Guidelines to re-use model results for backtests

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 ...

3
6,525
5 year 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
3,574
3 year 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
2,539
2 year 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
3,199
3 year ago
 
Samson

How to backtest with Adjusted Price?

Hey everyone! I was running a backtest for AAPL, and noticed the market price suddenly dropped by over 90%. I think this happened because of a stock split. Does anyone know how I can backtest using adjusted pric ...

3
574
3 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
3,777
3 year ago
 
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? ...

2
2,885
3 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
481
2 month ago
 
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)! ...

2
5,810
3 year 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
2,798
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
4,527
3 year ago



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