Search result found: 93


 
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? ...

 
隻揪隻

How to query historical data for my custom instrument?

Hey, I followed this post to upload my data ( https://algogene.com/community/post/26 ). How can I query my custom instrument ...

 
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 ...

 
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 ...

 
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 ...

 
Gary Fung

How to close orders by orderRef?

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. ...

 
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' ...

 
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 ...

 
降龍

How can I have multiple backtests at the same time?

Every time when I run a backtest on the platform, I need to wait for it to complete or cancel it first before I can run another backtest. Is there any way I can run multiple backtests at the ...

 
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 ? ...

 
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 ...

 
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( ...

 
丁先生

Market data not align with Yahoo Finance

Hello community, I have a question regarding the dataset on the platform. I use the getHistoricalBar ...

 
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? ...

 
小霸王

Where to backtest for CASH Algo Challenge?

Hi, my team has registered for the CASH Algo Trading Challenge 2023 . How can we backtest our strategy? ...

 
admin

4 Common Data Formats You Should Know

A data format is the arrangement of data fields. It defines how data is encoded for storage in a computer file, and the way to display and process. A good data researcher should at least know: ...

 
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__() "? ...

 
長崎良美

How to backtest with my own non-market datasets?

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

 
Fred

How to co-edit a backtest script with my teammates?

Hi, my team is working on an algo project. Can we code and comment a backtest script at the same time? ...

 
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 ...

 
Chan Yu Sing

Close position with market order

I see the error "[2020-01-01 23:25:00] EvtSendOrder Error: the sendOrder attribute parm 'openclose' does not support value 'close' under position base environment." in the console. I am try ...

 
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 ...

 
財神

Question about ALGOGENE Python SDK

Hi Algogene team, I backtested with the platform a few months. I really like your event driven algo system design which is feasible to extend to other non market datasets. Just won ...

 
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。 ...

 
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! ...