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This short forum exchange discusses whether frequently querying account and position data through a CTP gateway might trigger limits at the brokerage counter. One participant asks about querying multiple instruments and positions; another replies that the…
This short forum exchange explains how to save order and trade records produced by the VeighNa CTA backtester. The response says users can open the corresponding record table after a backtest, then use its context menu to save the displayed data as a CSV…
This short VeighNa community exchange asks whether the platform can run the same strategy separately across multiple instruments and report each instrument’s profit and loss. A respondent suggests implementing the batch process in a Jupyter notebook with a…
This forum discussion explains an apparent five-minute discrepancy between bars produced by different charting and trading systems. One participant observes that some platforms label a bar with the time at its end, while the discussed VeighNa bar appears to…
This code collection provides helper functions commonly used when building quantitative factors from time-series data. It wraps TA-Lib operations for rolling sums, standard deviations, minima, maxima, momentum differences, and weighted moving averages. It…
This forum post discusses a multi-timeframe CuatroStrategy implementation. Its five-minute handler updates a bar manager, waits for both five- and fifteen-minute data managers to initialize, then uses RSI and Bollinger Bands to place stop entry orders in the…
This brief forum exchange addresses how to retrieve an account’s funds in VeighNa and whether the value can be used in a backtest or only in live trading. The response points to the engine’s account-retrieval method and states that this call is unsupported…
This forum exchange discusses how to test a broker-imposed order cancellation limit when orders in a futures test environment appear to fill immediately. A respondent explains that broker-maintained test environments may use matching rules that differ from…
A forum exchange addresses how to monitor current account profit or obtain opening fill prices inside a spread trading strategy. The question notes that the spread-trading forum’s trade callback cannot be called directly from the strategy, and asks for…
The discussion addresses a developer’s wish to pause for five seconds inside an on-bar callback without delaying other callbacks. A community reply warns that sleeping within a callback blocks the core thread, which can prevent the rest of the strategy from…
The report examines how factor evaluation can guide factor inclusion and, especially, factor weights in a multi-factor return model. It argues for evaluating single factors through optimized portfolios with controlled risk exposures, aiming to make measured…
This short VeighNa community exchange discusses sources for international futures market data. One participant says their current provider, RQData, does not appear to offer international data and expresses a similar uncertainty about TqSdk. Another suggests…
This forum discussion documents practical issues encountered while setting up CTPTEST simulation access in VeighNa. Participants explain that the test interface package was still being ported for a newer station release and suggest installing it manually. A…
The discussion describes a target-position CTA strategy that enters when a bar's high exceeds a breakout level and exits when its low falls below a stop. When both conditions occur within one bar, the strategy can enter, stop out, and then re-enter because…
The document raises a practical CTA development question: how to obtain trading-session information for individual futures contracts. It provides a sample `trading_time` value with separate daytime and nighttime periods, represented as start and end times in…
This announcement outlines a VeighNa community event focused on applying large language models and machine learning to quantitative research. Its agenda covers a progression from conversational use of language models to prompt design and integration into…
This brief forum exchange raises a practical question about using daily historical bars in live trading when a user has no minute-level history. A respondent asks whether the goal is to load historical daily bars during strategy initialization to calculate…
This community post describes a data-engineering problem in market visualization: historical ticks can arrive after newer real-time ticks, causing a bar that appeared complete to change and making the latest candle visibly jump. The author proposes a minimal…
This brief forum exchange answers how to fill in the vt_symbol field when adding a strategy in VeighNa. The reply gives two examples of the required convention: a futures contract identifier paired with its futures exchange suffix, and a stock code paired…
A VeighNa community discussion addresses why a custom strategy does not appear in the CTP backtesting module’s strategy selector. The reply advises placing a strategies folder in the application’s startup directory, which is usually the user directory, and…
This forum thread discusses futures orders that remain in a submission state when placed through VeighNa, including manual orders and occasional reports from live trading. One suggestion is to check that the contract symbol uses the correct capitalization,…
This stock screen selects non-STAR-market main-board equities with a 14-period RSI below 65 and a daily gain above 1%, then ranks candidates by capital strength, defined in the note as circulating market value divided by turnover. The proposed rationale is…
This forum discussion explains why a futures position queried the next day may show a price different from its original entry. In markets that use daily mark-to-market settlement, the exchange settles the day’s profit or loss and the broker’s reported…
This forum exchange clarifies where users can find stop-order functionality in VeighNa. A user asks whether the platform includes conditional or stop orders with both logic and a graphical interface. A respondent explains that the framework supports local…