I have a question regarding position netting. From the Tech Doc description here , it mentioned that PL will be realized when the ...
Hey there, I am a participant of the Algo Trading Challenge 2023/24 (Global) . Just want to clarify whether t ...
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. ...
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 ...
Hi, does anyone use IBKR TWS for trading? I've been getting lots of "None" type returns from IBKR's API. Is IBKR's API still doing that thing where you have to install their clien ...
I encountered below danger message during backtesting. I am wondering what it is about and how to get rid of it. Thank you! ...
Hi all, I tried using the openai library for analyzing news data, but it returns error "unsupported_country_region_territory" How can I fix it? ...
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 ...
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 ...
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 ...
Is there API for portfolio take profit? I can't find such API from Tech Doc. Please help ...
Hi, my team is working on an algo project. Can we code and comment a backtest script at the same time? ...
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 ...
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? ...
Following this post , I have trained a model using the online Juypter Notebook. My question is how can I dep ...
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? ...
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 ...
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 ...
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 ...
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? ...
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 ...
I find the portfolio optimizer very useful for building portfolio. How can I integrate this tool in my backtest? ...
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 ...
Hello, I want to ask about the function of getHistoricalBar. For example in backtesting, I want to get the historical 2min bar data of certain instrument and calculate some indicato ...
Hi I sent a market order with 1% stop loss condition like below. def = AlgoAPIUtil . OrderObject( ...
