Hey there, I am a participant of the Algo Trading Challenge 2023/24 (Global) . Just want to clarify whether t ...
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. ...
New features For more feasibility of our platform, ALGOGENE now supports new features: import multiple custom data files specify user-defined file formats ...
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 ...
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 ...
i have tried this by changing the D to M.. but it did not work ...
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 ...
In backtesting, it seems economic data stream is only available in tick environment. Is it possible to use econ data for other time intervals? ...
Hey, I am new to the platform. As title, how can I get current account balance in backtest? ...
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 ...
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? ...
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 ...
I encountered below danger message during backtesting. I am wondering what it is about and how to get rid of it. Thank you! ...
From TechDoc, I see order submission allows an input parameter for " orderRef ". I don't quite understand what it is for. Appreciate if someone can explain more, a ...
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 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 ...
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 ...
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 ...
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. ...
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 ...
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 looked at this article about backtesting with custom datasets, which ...
I find the portfolio optimizer very useful for building portfolio. How can I integrate this tool in my backtest? ...
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 ...
Hello team, I am trying to implement a stop loss in my strategy. I’m not quite sure how to do it. Can someone provide more guidance? ...
