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Run strategy with data from Borsdata

Capnode edited this page Jan 2, 2023 · 3 revisions

This guide will show how to download market data and run a strategy based on both technical and fundamental analysis. In this example data is downloaded from the data provider Börsdata who also provides the API-key for data access. At this time, only stocks from the Nordic countries (Denmark, Finland, Norway and Sweden) are supported with technical and fundamental data.

  1. Make sure Algoloop is installed on your computer. See instructions on the Getting Started page.
  2. On the Markets tab, press the "Add market" button and select the new item "Market".
  3. Switch to the Settings sub-tab and fill in the form as show below. The API key is provided by Börsdata and the Update Time field is ignored and can be leaved unchanged.
  4. On the Markets tab, tick the checkbox in front of "Börsdata(0)".
  5. Data is now downloading and it will take about an hour the first time data is downloaded.
  6. Download is finished when the message "Market Börsdata completed" appears in the status bar. On the Instruments sub-tab, you will find a list of all available stocks. A stock can be ignored for further processing by unticking its checkbox.
  7. On the Instruments sub-tab, select Column Country="Sverige" and Marketplace="Large Cap","Mid Cap" and "Small Cap".
  8. On the Instruments sub-tab, select all instruments that matches the filter with shortcut key sequence Ctrl-A and press button "Add to new symbol list".
  9. On the Markets tab, expand all sublevels of "Börsdata, select "New list (411)".
  10. On the Settings sub-tab, replace the name "New list" with "OMXS".
  11. Switch to the Strategies tab and press button "Add strategy".
  12. Fill the "Configuration" sub-tab with strategy data as shown below.
  13. Switch over to the "Symbols" sub-tab and select the list "OMXS" and press button "Add symbol".
  14. Switch over to the "Parameters" sub-tab and set the parameters for the strategy. The parameter values are dependent upon the actual parameter itself and can be any of following values: "any", "use", "true", "false" or a number. It is also possible to examine a range of parameters with a comma separated list in the Range field, i.e: "100,150,200,250" or "0,any,use".
  15. Run the strategy by pressing the button "Start strategy". A message "Strategy completed" will appear on the status bar when the strategy execution is completed.
  16. Expand the strategy name and view the result of the strategy execution. Select sub-tab "Chart" to see the equity curve of the strategy.
  17. Select sub-tab "Orders" to see the history of orders. Scroll down to the bottom of the list to see if there are any submitted orders if you want to send the same orders to your broker to trade along with the strategy.
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