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Where, $ADTV is Average Daily Trading Volume in $ terms:
$ADTV = average( close_price \* volume_shares , 90 )
which would be the average $ traded in the security over the last 90-days
This will all…
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Currently, I will restart the algorithm if it catches an exception - but sometimes restarting it without cleaning the algorithm will cause the following error to appear:
Traceback (most recent ca…
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I'm currently trying to paper trade an algo that works well on 1H bars. I've used the samples to get paper trading to stream data in. I add the "compression=60" to my DataFactory which has timeframe=b…
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Getting current ticker data...
Success.
Getting list of assets...
Success.
Tracking 201 symbols.
Getting historical data...
Traceback (most recent call last):
File "C:/Users/colef/PycharmProj…
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Colton, this is good work. I think DMD has a huge place in algo trading it's largely unexplored.
Thanks for the upload!
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It does not serve any purpose of algo trading if we have to manually login and generate tokens.
Enable automated login flow using TOTP secret key.
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![image](https://user-images.githubusercontent.com/104098356/198832926-767e4699-520f-4eae-93b5-acd799cf7cc4.png)
![image](https://user-images.githubusercontent.com/104098356/198833100-5ba1efc6-4da1…
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Algo state recover described in https://enigma.co/catalyst/live-trading.html#algorithm-state does not include the save/recover of the state of the scheduled functions
For example:
`schedule_functi…
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I am currently working on the Develop branch.
I was Live Trading for ~14 hours, and then received a NotEnoughCashError. I was not trying to place an order when the error occurred. My cash and positio…
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I'm running multiple live trading sessions and wanted to know when the pricing data for btc_usd needed to be pulled.
If I have 40 coins trading and all of them try to ingest that daily data, I run in…