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
2,876
3 year 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
29,745
3 year ago
 
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 ...

3
127
8 day ago
 
shah

how to get minute level data into Jupyter notebook

i have tried this by changing the D to M.. but it did not work ...

3
626
5 month ago
 
admin

Guideline to use ALGOGENE DLL in MetaTrader

We are pleased to announce that ALGOGENE is now available as a plugin for MetaTrader (MT4 and MT5)! ...

2
5,155
3 year ago
 
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 ...

4
2,487
3 year ago
 
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 ...

2
754
5 month 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
2,584
3 year ago
 
Percy

What is the cause of DANGER message in backest?

I encountered below danger message during backtesting. I am wondering what it is about and how to get rid of it. Thank you! ...

7
2,592
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
834
8 month ago
 
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? ...

2
767
6 month ago
 
Algo Ninja

Request for a portfolio rebalancing API

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 ...

3
1,653
1 year ago
 
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 ...

1
570
5 month ago
 
Shum

哪裡可以查看algo運行情況?

剛剛訂閱了一個algo試用, 請問哪裡可以查看algo是否運作正常? ...

1
2,015
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
553
3 month ago
 
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, ...

3
3,371
3 year ago
 
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 ...

1
986
9 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
2,963
3 year ago
 
Donald

How to deploy model from Juypter Notebook?

Following this post , I have trained a model using the online Juypter Notebook. My question is how can I dep ...

1
3,380
3 year ago
 
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 ...

0
3,585
3 year ago
 
Li Shiji

Is it possible to run the backtest strategy backend

Dear AlgoGene support team, I found it took time to run backtest, the work got lost if got disconnected. Is there a way to run the backtest in backend in batch? ...

2
639
5 month ago
 
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 ...

1
667
4 month 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
819
5 month ago
 
⚡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? ...

1
2,497
2 year ago
 
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 ? ...

1
1,490
1 year ago



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