434 threads
Programming 3 year ago

Question about market data

Hello, I am now studying to be aware of Algogene's backtesting engine.  I run this code and the result shows this result. <CODE> class AlgoEvent: ...

  Minseok Choi
1 3,722 0
Programming 4 year ago

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. ...

  Joseph Chang
2 3,668 0
Programming 3 year ago

3 Tips to make your code more pythonic

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 ...

  tony lam
3 3,428 3
How it work 2 year ago

Guideline for Performance Report Generator

ALGOGENE is excited to announced a new system feature for performance report generation! Unlike usual backtest where you are required to code and define your trading logic/model, this function is f ...

  admin
2 3,425 8
Trading Strategy 6 month ago

成交量均线与OBV能量潮 精准把握市场脉动

在股市交易中,成交量是非常重要的指标之一。今天,我们将深入探讨成交量均线(Volume MA)和OBV能量潮(On Balance Volume)这两个关键指标,帮助您识别及理解资金的活跃度,以提升您的交易策略。 ...

  Zhang Jun
2 3,391 4
Programming 3 year ago

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 ...

  Sharwan Patel
5 3,375 0
Programming 1 year ago

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 ...

  Freeze
5 3,268 0
Programming 3 year ago

How to implement stoploss?

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? ...

  Henry Tsai
2 3,264 0
Programming 3 year ago

Calling external API

I wonder if it is possible to perform HTTP requests on external API, like importing requests in Algogene? If it is not possible, is there any tricks to retrieve external data? ...

  Yam Yat Wa
1 3,240 3
Page 6 of 18

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