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
2,388
3 year 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
2,855
3 year ago
 
admin

Link up ALGOGENE with Telegram

This article goes through the steps to link up ALGOGENE with your Telegram app. What is Telegram? Telegram is a popular instant messaging application, with 400 million monthly active users as of April 2020. It provides an end-to-end encryption for secret chats, and exchange photos, videos, stic ...

0
3,048
3 year ago
 
admin

ALGOGENE Market Data Solutions

What market data is available on ALGOGENE? The list below will get update from time to time. ASSET CLASS SYMBOL DESCRIPTION AVAILABLE FROM ...

0
26,443
3 year ago
 
William Cheung

Is economic data available in tick environment only?

In backtesting, it seems economic data stream is only available in tick environment. Is it possible to use econ data for other time intervals? ...

2
2,451
3 year ago
 
David

How to query on-the-run future data?

Hello community! According to REST API Doc , I know I can query historical OHLC data for pla ...

1
2,442
3 year ago
 
admin

Connect Trading Account with Tickmill

As an introducing broker with Tickmill, users can now trade with Tickmill accounts using ALGOGENE dedicated trading gateway! Create trading accounts with our unique IB Code IB68203578 , you will be entitled to 3-month free credits on ALGOGENE! ...

0
7,160
3 year ago
 
admin

Paper Trade with ALGOGENE Live Simulator

What is paper trading? Paper Trading (also called Live Testing, Demo Trading, or Mock Trading) is a real-time simulation of trade which allows an investor to practice buying and selling without risking real money. The te ...

1
4,789
3 year ago
 
Gupta

Reference book to learn quant trading?

I am a newbie for quant trading, and I am very interested to start a career in this field. Appreciate if anyone can share some good reference books here. ...

3
3,151
3 year ago
 
tony lam

A simple ATR strategy

In this article, we will implement a simple trading strategy using the ATR indicator. Trading Idea: From the discussion in the previous post , ATR itself does not provide indication about price trend. Instead, it is used to measure market volati ...

0
9,467
3 year ago
 
tony lam

Technical Indicator - Average True Range (ATR)

What is Average True Range? The Average True Range is a technical analysis indicator, originally developed by J. Welles Wilder. ATR does not provide indication about price trend. Instead, it measures the market volatility for ...

1
5,204
3 year ago
 
Jeremy

What is the purpose of "orderRef"?

From TechDoc, I see order submission allows an input parameter for " orderRef ". I don't quite understand what it is for. Appreciate if someone can explain more, a ...

1
2,666
3 year ago
 
admin

Connect trading account with Eqonex

ALGOGENE now supports users to trade with Eqonex accounts using ALGOGENE dedicated trading gateway! Open Eqonex trading accounts through our partnership link , you will be entitled to HK$300 free credits on ALGOGENE! ...

0
3,943
3 year ago
 
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'. ...

2
2,623
3 year ago
 
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. ...

0
4,087
3 year ago
 
admin

Understand Stop Loss Mechanism

Basic Stop Loss Stop loss is an order exit mechanism that is commonly used for downside protection. When we submit orders to a trading system, a stop loss level specifies the price level at which the long (short) ...

0
4,469
3 year ago
 
Wang

交易策略有哪些分类?

弱弱问一下, 交易策略一般分哪几类? ...

6
2,862
3 year ago
 
Hiroki

How to test market randomness?

As title, how can I statistically test whether a given price series is random or not? Appreciated if anyone can share some reference/ programming code. PS: I don ...

6
4,091
3 year ago
 
admin

Risk Measurement using Value-At-Risk (VaR)

Background Under Basel's risk management framework, financial risks can be classified into 3 main categories: Market Risk Credit Risk Operational Risk ...

0
4,429
3 year ago
 
tony lam

A Simlpe Moving Average Strategy migrating from MT4/MT5 EA

This article provides the full source code of an example presented in a webinar on 2021.07.10. In the webinar, it discussed how to convert a Simple Moving Average Strategy from MT4 EA to ALGOGENE. < ...

1
11,478
3 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
3,151
3 year ago
 
admin

Data exploration with Jupyter Notebook

Here comes a new platform feature on ALGOGENE to directly work with Jupyter Notebook! ...

6
4,424
3 year ago
 
tony lam

A simple RSI strategy

Following the discussion from the previous post [Technical Indicator - Relative Strength Index (RSI)] , we will implement a simple trading strate ...

4
6,221
3 year ago
 
tony lam

Technical Indicator - Relative Strength Index (RSI)

What is Relative Strength Index? The relative strength index (RSI) is a technical indicator for financial market analysis. By measuring the magnitude of recent price changes, it evaluates the over-bought or over-sold conditions of ...

3
4,286
3 year ago
 
admin

Understand Order Matching

The article discusses the importance of an order book, and how trade orders are matched during Continous Trading Session (CTS) and Closing Auction Session (CAS), and the algorithm generally adopted ...

1
7,135
3 year ago



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