Search result found: 92


 
Duval LC

10 Powerful Python One-Liners Every Data Engineer Should Know

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 ...

 
admin

Python - Basic Syntax

 This series of tutorials will help you get familiar with some basic Python language, which will be useful develop your Algo in ALGOGENE Research Lab. First Python Program There are basically 2 modes to execute Python programs. ...

 
Max

Run machine learning algorithm in the backtest engine.

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 ...

 
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? ...

 
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 ...

 
admin

Guideline to import custom package

Suppose we already have a python package/function created on a local machine. This article will guide you through the steps to plug into ALGOGENE for backtest, live-test or real-trading. ...

 
shah

inconsistent price and volume data

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 ...

 
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 ...

 
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 ( ...

 
Jackson

How can I use custom dataset for backtesting?

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. ...

 
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. ...

 
Bee Bee

How to print a debug message?

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. ...

 
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 ...

 
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 ...

 
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 ...

 
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 ...

 
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? ...

 
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. ...

 
Terminator

How to set transaction cost as a percentage?

Hey there, any one know how to set transaction cost as a percentage in backtest? ...

 
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 ...

 
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 ...

 
Kim Joon Hyung

Question on backtesting?

Hi Algogene Community! Just one question. How can Algogene's backtest call a jupyter notebook from 'My History Jupyter Notebook'. ...

 
⚡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? ...

 
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? ...