Search result found: 90


 
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
2,868
3 year ago
 
Hojin Yun

Usage of Instruments Other than Crypto for Algo-Trading Crypto Challenge Competition

Hello, I am currently trying to implement our teams' strategy on the backtesting platform. However, I tried to use other instruments such as gold price, but it seems I can only select Crypto data. I h ...

1
2,566
3 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
2,846
2 year 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
545
3 month ago
 
William Cheung

Is economic data available in tick environment only?

In backtesting, it seems economic data stream is only available in tick environment. Is it possible to use econ data for other time intervals? ...

2
2,958
3 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
2,019
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
2,493
3 year ago
 
shah

understanding financing in Algogene platform

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 ...

1
814
5 month ago
 
admin

ALGOGENE Market Data Solutions

What market data is available on ALGOGENE? The list below will get update from time to time. ASSET CLASS SYMBOL DESCRIPTION AVAILABLE FROM ...

0
29,719
3 year ago
 
Simple

Question about order placement

I am able to place order and got this error " Invalid order is rejected due to insufficient capital " Here is my code. Please help! ...

1
825
8 month 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
1,990
2 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
3,276
4 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
2,714
3 year 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
2,248
2 year ago
 
admin

Data exploration with Jupyter Notebook

Here comes a new platform feature on ALGOGENE to directly work with Jupyter Notebook! ...

6
5,735
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
821
5 month ago
 
shah

REST API frequency

For the competition we should be having access to minute data right? But when i am trying to access minute data using REST API it gives the following error " ...

4
840
5 month 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
2,519
3 year ago
 
user

How to set the data interval to "full tick" ?

I can only set the data interval to "one day" but I wan to activate newsdatafeed. Can anyone help me? Thanks. ...

1
3,537
4 year ago
 
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 ...

1
1,716
2 year ago
 
Jackson

How can I use custom dataset for backtesting?

Have anyone successfully uploaded their stock dataset and do backtesting? I cannot find the .csv file that I have uploaded, in the "backtest" script. Thank you. ...

1
752
5 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
2,163
2 year ago
 
Sharwan Patel

How to set order volume to balance percentage?

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 ...

5
2,572
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
3,992
2 year ago
 
admin

Matplotlib for data visualization on ALGOGENE IDE

Visualizing datasets on ALGOGENE Research Lab is extremely simple. This articles shows you how to apply a popular Python charting library 'matplotlib' to acheive this. With 'matplotlib', you can cr ...

3
4,779
5 year ago



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