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 ...
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 ...
I was testing my strategy for the algo challenge, but I saw for one moment the WTIUSD has data missing in 2022-01-17 while it should not. Is this a bug from market data feed? ...
Hi I sent a market order with 1% stop loss condition like below. def = AlgoAPIUtil . OrderObject( ...
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 ...
i have tried this by changing the D to M.. but it did not work ...
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 ...
If you spend your days stitching together ETL jobs, watching dashboards, and taming semi‑structured logs, Python one‑liners can feel like superpowers. They compress intent into readable, testable s ...
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' ...
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, 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: ...
隨著科技的進步，傳統的投資方式逐漸被量化交易所取代。量化交易，簡單來說，就是利用數學模型和程式化的方式分析市場，並自動執行交易。對於想要在金融市場中取得優勢的投資者來說，量化交易無疑是一個值得探索的選擇。 ...
Hi team, I am developing a strategy that use portfolio theory for asset allocation. I have gone through the whole tech doc but it seems the system currently doesn't provide a simple API for portfolio ...
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. ...
Hi Algogene Community! Just one question. How can Algogene's backtest call a jupyter notebook from 'My History Jupyter Notebook'. ...
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? ...
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. ...
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. ...
Hello community, I have a question regarding the dataset on the platform. I use the getHistoricalBar ...
I have used machine learning algorithms to assist in the development of trading strategies. However, I found that some libraries I used are not available in the backtest engine. So I would like to kno ...
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 ...
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 ...
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 ...
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. ...
Following this post , I have trained a model using the online Juypter Notebook. My question is how can I dep ...
