Search result found: 93


 
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
3,156
3 year 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
5,707
3 year ago
 
user

How to set the data interval to "full tick" ?

I can only set the data interval to "one day" but I wan to activate newsdatafeed. Can anyone help me? Thanks. ...

1
3,860
5 year 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
2,878
3 year 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
944
7 month ago
 
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 ...

1
919
7 month ago
 
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. ...

1
2,493
2 year ago
 
chantomkit

Can I use the getHistoricalBar only for live testing

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 ...

1
3,089
3 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
870
5 month ago
 
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 ...

2
4,027
3 year ago
 
Jeremy

How to check whether a news appears during trading session?

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 ...

3
3,334
2 year ago
 
CHEN Chi Wei

Data Missing

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? ...

2
970
7 month ago
 
Nezuko

Too annoying for IBKR to re-auth weekly...

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 ...

1
1,991
2 year 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
2,255
2 year ago
 
Joseph Chang

Initial capital is missing in livetest?

I can set "initial capital" for backtest, but I can't where to set it for livetest. How can I reset the capital for live simulation? ...

1
2,984
3 year 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
939
6 month ago
 
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 ...

1
1,252
8 month ago
 
Tommy

How to get historical data before algo starts?

My strategy needs 1-year of past closing prices to build the tensorflow model. I see the platform processing data in a stream format. Is it possible to get historical data be ...

1
4,165
4 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
1,780
2 year ago
 
長崎良美

How to backtest with my own non-market datasets?

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

1
793
3 month ago
 
Freeze

API to query trade PL

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 ...

5
2,849
9 month ago
 
Katerina

Why I enabled Position Netting but PL still floating?

I have a question regarding position netting. From the Tech Doc description here , it mentioned that PL will be realized when the ...

2
1,220
7 month ago
 
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 ...

3
2,538
2 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
1,312
11 month ago
 
Duval LC

Mastering Python: 7 Essential Hacks for Text File Manipulation

Working with text files is a common task in programming, and Python makes it incredibly easy. Whether you're logging data, manipulating configurations, or analyzing datasets, leveraging Python’s po ...

0
344
1 month ago



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