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560 dokumenttia
A VeighNa community thread addresses why the official spread backtesting example cannot read data even though the same data source works in CTA backtesting. The response explains that spread-trading backtests require their own prepared dataset: data must…
This forum thread discusses installing vn.py on an Apple Silicon Mac, with a particular focus on launching its CTP gateway. Participants point to the gateway project's installation guidance and identify Python environment conflicts as one possible cause. One…
The document explains a futures workflow that separates continuous, adjusted data used to generate signals from actual contract prices used for trading. Adjusted front-month continuous prices can make historical trends and indicators more consistent across…
This forum exchange addresses a VeighNa startup message saying that a data service module cannot be loaded, despite the user having installed VeighNa Station and the CTP package. A respondent attributes the message to an incorrect data feed name, then…
This forum exchange explains how to guide an AI assistant when generating VeighNa CTA strategy code. It recommends supplying a focused set of references instead of the entire codebase: the CTA base class, the ArrayManager indicator API, and one or two…
A VeighNa community exchange answers whether the `self.sync_data()` method is available in version 2.5.7 spread-trading strategies. A user reports that the method works in CTA strategies but raises an error when called from a spread strategy while attempting…
The forum post addresses why the Average True Range calculated in VeighNa may differ substantially from the value shown in TradingView. It proposes checking several potential causes: differences in the ATR formula or smoothing method, discrepancies in the…
The post explains how a vn.py strategy can retrieve account positions and active orders through the main engine. It identifies the returned objects as position and order records, with fields such as instrument, direction, quantity, average price, profit and…
The article recommends cleaning tick data before using it in strategy research or backtests, since duplicate records, implausible prices, out-of-order timestamps, and missing fields can distort results. Its example workflow sorts records by timestamp,…
This forum exchange discusses what happens to a futures strategy when it rolls from one lead contract to the next, especially when the contracts have a price gap. The reply explains that rolling changes the contract used by the strategy. During…
This brief forum exchange describes a live-trading problem: a VeighNa strategy initializes and starts, market data appears connected, and its entry condition is met, yet it sends no order. The author reports that the same strategy behaves as expected in…
This VeighNa community contribution describes additions to a backtesting statistics engine for evaluating strategies with regressed annual return (RAR), R-Cubed, and Robust Sharpe. RAR is calculated by regressing cumulative returns across time intervals and…
This short forum exchange addresses why a VeighNa Trader installation may show account and login information while its market-data area remains blank. The user reports that both trading and market-data servers connected successfully, but other panels did not…
A forum participant asks whether a CTA approach fits trading futures and options from indicators while seeking to hedge positions. The response points to a portfolio strategy module for developing strategies that trade multiple contracts. This suggests…
This short VeighNa community exchange answers a practical question about downloading one-minute data for all listed and expired options on several Chinese stock indexes. A user asks whether entering a family code can retrieve every contract at once; the…
A VeighNa community exchange distinguishes the roles of two option modules in version 3.9.3. It describes the open-source OptionMaster as intended for semi-automatic volatility trading, while the Elite edition's OptionStrategy module is designed for fully…
This forum reply describes a sequence for connecting VeighNa 4.3.0 to the SimNow futures environment when login error 4097 appears. It advises selecting CTP rather than the CTP test option in the station, then entering the SimNow account credentials and…
A VeighNa community thread discusses a CTP connection setup where the interface’s lower-left log showed no activity despite configuration checks and tests on two computers. One user reports resolving the issue by running the Station update check and applying…
The document describes a local data-loading problem in VeighNa: a Jupyter Notebook backtesting example reports that historical data loading has completed but contains zero records. The proposed fix is to run Jupyter Notebook from the CTA backtesting example…
The article explains a WebSocket subscription workflow for delivering minute-level Chinese A-share market data to a VN.PY strategy. It contrasts a persistent server-push connection with repeated HTTP polling, then outlines connecting to a data source,…
This example configures a futures backtest in vn.py with one-minute data, a defined date range, trading costs, contract settings, and an ATR-RSI strategy. It then uses the engine’s optimization setting to search over RSI length and entry parameters,…
This code walkthrough explains how a Dual Thrust strategy tracks each day’s opening price, high, and low. When a bar’s date differs from the prior bar’s date, it uses the accumulated previous-day range to set long and short entry levels around the new day’s…
This brief forum exchange addresses a live-trading timestamp anomaly in which a morning tick appears to be assigned a late-night time. The response points to bar construction rather than necessarily a timezone conversion problem: the bar synthesizer uses the…
This short forum exchange asks how to change a running strategy’s parameter without stopping it. The example is a strategy operating without a user interface that has a close flag initially disabled; another program would set the flag so the strategy can…