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560 dokumentov
This short forum exchange addresses how to detect an invalid order price before submitting an order through VeighNa. The response says the framework does not generally filter prices in advance, although its graphical interface prevents users from entering…
This forum exchange clarifies a difference between ScriptTrader and VeighNa’s CTA strategy module. A user asks whether ScriptTrader supports stop orders, noting that the module is described as supporting multiple exchanges and instruments, hedging between…
This short forum thread concerns adding Longbridge broker connectivity to VeighNa, a quantitative trading framework. Participants note that the framework already has interfaces for Interactive Brokers and Futu, while expressing interest in Longbridge access…
This short community exchange addresses why orders may fail in a SimNow simulated trading account even when login and account queries work and the user has checked the configuration. The reply identifies a specific environment limitation: SimNow does not…
This forum exchange addresses a question about changing historical EMA readings and repeated signals in a VeighNa CTA strategy using ArrayManager. The answer explains EMA as a recursive indicator: each new bar updates the current value using the latest price…
The post raises a futures backtesting issue: unusually large drawdowns may coincide with price gaps when the lead contract changes. The author wants to identify roll dates and avoid trading on those dates, but the post does not provide a method for detecting…
This short support exchange explains how a VeighNa option strategy accesses its position state. A user asks whether the framework restores the previous day’s strategy positions in the same way as a combination strategy that reads saved JSON data. The…
This guide describes a workflow for moving historical daily futures bars from Ricequant into a local VeighNa database backed by MongoDB. It first uses Ricequant’s research environment to retrieve listed futures contracts and daily price fields over a chosen…
The forum exchange addresses whether a backtest for Shanghai Futures Exchange instruments needs to distinguish between closing a position opened the same day and closing one opened earlier. The question comes from a trader analyzing fill prices in a trade…
This Chinese-language forum exchange explains how to track execution information for a spread-trading algorithm. A participant asks how to obtain a spread’s opening average price and its fill prices and quantities. The reply recommends receiving algorithm…
A VeighNa community reply compares running the trading platform on Linux and Windows, focusing on tick-to-trade performance. The commenter estimates that Linux may reduce tick-to-trade time by 30%–50%, attributing the difference to its user interface…
This article walks through a deliberately random directional strategy for dYdX. It selects long or short entries with equal probability, uses fixed profit and loss thresholds to exit, and increases the next order size after a loss while resetting size after…
This forum exchange clarifies how VeighNa’s CTA strategy state file is used during initialization. A strategy first derives variable values from historical data and indicators, then reads saved JSON data to overwrite corresponding strategy variables.…
This short forum exchange addresses a Python import error that appeared after upgrading VeighNa. A user reports that strategies which previously worked now fail because `AccountData` cannot be imported from the CTA strategy package. The reply identifies the…
This forum exchange discusses discrepancies in daily bars built from intraday data using VeighNa's PortfolioBarGenerator. A user reports that bars formed with a presumed close near the end of the session show the previous day's date and that live synthesized…
This forum exchange addresses a failed manual source installation of VeighNa, where the user reports that dependencies are installed but running the launcher produces no visible response. The reply explains that the one-click installer includes the packages…
This short forum exchange describes a backtesting issue in VeighNa: several built-in strategies reportedly generated many trades that closed at a price of zero when using data from the Wind Python API configured through VN Station. A respondent suggests that…
This short forum exchange discusses how to handle large orders when building options strategies with the elite_optionstrategy module. A response explains that the module does not provide detailed control over placing and canceling orders. Instead, it…
This Chinese research summary examines whether intraday data can support sector rotation signals, focusing on realized skewness and the share of volatility attributable to downside moves. It describes constructing industry level factors inspired by high…
This forum thread concerns a futures simulation account that connects successfully but receives no market data. A respondent suggests that the user may not have connected to the trading server, which is used to retrieve contract information. Another…
This Chinese-language forum post asks how to import tick data into vn.py for backtesting when the graphical import interface appears to support only minute-level or coarser data. The author considers loading records into the database with custom code and…
This brief forum exchange clarifies directional order terminology in a trading interface. A buy-to-close order is described as an order whose direction is long and which closes a short position. Conversely, an order to open short corresponds to closing a…
This community exchange discusses a VeighNa live-trading strategy that uses imported local one-minute bars. The user asks whether a futures-style symbol such as rb2501 is recognized, reports an initialization error indicating that a data service is not…
This forum exchange documents a connection problem between VeighNa's CTP interface and a Guangfa Futures simulation system. The user reports running a newer CTP interface build than the simulation system's stated version; connections to another simulation…