Search result found: 93


 
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? ...

 
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 ...

 
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, ...

 
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 ...

 
Ng Pui Tsun

How to access news data feed to do sentiment analysis?

How to access news data feed and how to change the parameter of news data feed function? And does it output a dataframe or a dictionary? ...

 
Julian

How to use Portfolio Optimizer in backtest?

I find the portfolio optimizer very useful for building portfolio. How can I integrate this tool in my backtest? ...

 
William Cheung

How to change leverage and currency for live test?

Hello, for the live test account, I would like to change the base currency to HKD , instead of USD also the leverage to 10 , instead of 5 ...

 
Nicole

量化交易: 投資也能開外掛?

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。 ...

 
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 ...

 
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. ...

 
Boris

Question about system behavior of 1-day interval in live trading

I have a strategy using 1-day dataset for backtest. I am wondering how this setup works in the live trading environment. Will my strategy only receive data feed every 24 hours, or is it a re ...

 
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' ...

 
CHEN Chi Wei

Data Missing

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? ...

 
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. ...

 
大聖

Improvement for many stocks input in the instrument list

Hey, I have a trading strategy which trade on a basket of many stocks and rebalance weekly. The current system needs to manually choose the stocks one by one. It is too time consuming and not ...

 
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 ...

 
admin

Data exploration with Jupyter Notebook

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

 
金爺

How to generate backtest report from Portfolio Optimizer?

Hi there, I have developed several simple trading strategies. Following the optimization method from the youtube tutorial ( ...

 
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 ...

 
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 ...

 
Lee Chang Jun

How can I access whether certain trade closed with either targetprofit or stoploss?

I looked at the documents for querying orders but I couldn't find how I can query closed orders. I need to know whether my orders closed with target profit or stop loss. May I know how I can access th ...

 
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 ...

 
tony lam

3 Tips to make your code more pythonic

This article will introduce you to the top 3 ways you might not be fully taking advantage of to write better Python code, including: List Comprehension Dictionary Access ...

 
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 ...

 
Freeze

API to query trade PL

My strategy need the unrealized PL of my trades to decide take profit or stop loss. I checked the tech doc a few times but still can't find related implementation details. An ...