Search result found: 93


 
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. ...

 
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 ...

 
Donald

Order closed with unexpected price

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. ...

 
shah

inconsistent price and volume data

I was exploring 09988HK dataset. I noticed that the volume and price data are not consistent and vary greatly from the data i have from my broker and also data from tradingview. Can i know the sour ...

 
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 ...

 
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. ...

 
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. ...

 
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__() "? ...

 
Mukesh Ram

How to implement CAPM?

This may be a simple question. My trading idea is to buy stocks which have positive excess return base on CAPM theory. Anyone can give some guidance how the backtest code should be ...

 
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 ...

 
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。 ...

 
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 ...

 
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. ...

 
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? ...

 
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. ...

 
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? ...

 
admin

Installing Python on Windows (Anaconda)

 This tutorial will demonstrate how you can install Anaconda, a powerful package manager, on Microsoft Windows. What is Anaconda? Anaconda is a distribution of Python. It is free and open-source and makes package management and deployment simpler. Keep reading to see how. It is the standard platform for Python data science an ...

 
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 ...

 
⚡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? ...

 
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? ...

 
長崎良美

How to backtest with my own non-market datasets?

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

 
Terminator

How to set transaction cost as a percentage?

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

 
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: ...

 
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 ...

 
user

Hi , is it possible to import a cython module into

Hi , is it possible to import a cython module into the strategy code to use its functions ? ...