Search result found: 83


 
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
2,569
3 year 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
3,327
3 year ago
 
Nicholas Tan Yi Da

How to get historical data (crypto algo competition)

Hi, I tried to use the getHistoricalBar to retrieve past price data based on the tech docs, but it doesnt work, got some missing evt or mevt error. ...

2
2,785
2 year ago
 
Hyunjun Yoo

Question about close prices in function data and market data

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 ...

3
2,468
2 year ago
 
SuperB

Question about restart algo

When I restart the algorithm, will the variables and its stored values in previous script be deleted or not? If the variable won't be deleted, can the system handle new variables I added under " __init__() "? ...

2
1,829
2 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
2,180
2 year ago
 
Mukesh Ram

How to implement CAPM?

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 ...

2
1,343
1 year ago
 
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 ...

1
1,876
2 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
2,239
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
598
4 month ago
 
Kumar

How to set limit close order?

Hello, I found that the close order API only support market order. How can I close a position using limit order? ...

2
2,152
2 year ago
 
Terminator

How to set transaction cost as a percentage?

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

1
1,705
2 year ago
 
Hojin Yun

Usage of Instruments Other than Crypto for Algo-Trading Crypto Challenge Competition

Hello, I am currently trying to implement our teams' strategy on the backtesting platform. However, I tried to use other instruments such as gold price, but it seems I can only select Crypto data. I h ...

1
2,247
2 year 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
1,897
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
2,396
3 year ago
 
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. ...

3
3,416
4 year ago
 
Zoro

on_bulkdatafeed 関数の「isSync」とは何ですか?

この例は技術文書で見ました。 「isSync」が何に使われるのか説明できる人はいますか? def = 'USDJPY' ...

2
1,262
1 year ago
 
admin

Matplotlib for data visualization on ALGOGENE IDE

Visualizing datasets on ALGOGENE Research Lab is extremely simple. This articles shows you how to apply a popular Python charting library 'matplotlib' to acheive this. With 'matplotlib', you can cr ...

3
4,365
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
1,186
1 year ago
 
小霸王

Question about Multi Currency Account

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 ...

3
408
3 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
282
1 month 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
2,386
2 year ago
 
admin

4 Common Data Formats You Should Know

A data format is the arrangement of data fields. It defines how data is encoded for storage in a computer file, and the way to display and process. A good data researcher should at least know: ...

1
3,515
4 year ago
 
隻揪隻

How to query historical data for my custom instrument?

Hey, I followed this post to upload my data ( https://algogene.com/community/post/26 ). How can I query my custom instrument ...

1
485
3 month ago
 
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. ...

1
256
1 month ago



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