Connection to MOEX ALGOPACK.

Connection to MOEX ALGOPACK.

In this article, we will learn how to connect OsEngine to Moex ALGOPACK. This will allow you to receive online data from MOEX and test hundreds of different robots and strategies on them.

ALGOPACK is a service and API from the Moscow Exchange that provides online and historical data for testing robots without opening a broker account.

 

1. Register access keys on MOEX.

If you do not have an account on the Moscow Exchange website, you need to register one.

To do this, go to the Moscow Exchange website (moex.com)

In the top right corner, select "Registration".

Next, fill out the registration form and click "Sign up".

We will receive a message confirming the registration.

Expect an email to the specified address with instructions for activating the account.

Next, you need to subscribe. Let's go to the page: https://moexalgo.github.io/

 

Как правило, доступ открывают в течение нескольких часов в рабочее время. Только после регистрации и получения подписок, можно переходить к следующему этапу.

 

2. Connect OsEngine to ALGOPACK.

In the main menu, go to Bot Station Light:

Next, go to server connection and select the "Moex Algopack" connection:

A window will open for connection:

1. Enter the email you used to register on the exchange in the first field.

2. Enter the password in the second field.

3. Click on the "Connect" button!

 

3. Create a robot in OsEngine to connect to Algopack.

To do this, in the main Bot Station window:

1. Click the button to create a robot.

2. Give the robot a name.

3. Choose the robot from the list.

4. Click "Accept".

The robot is created as a table entry. Data needs to be connected to it:

1. Call up the chart for the robot.

2. Go to the control tab.

3. Select data connection.

4. Configure the data you want to see.

5. Click "Accept".

4. Don't forget to enable trade emulation within OsEngine.

To test robots, check the box "Execute trades in emulator".

5. How to download data for backtesting and optimization from AlgoPack without programming?

To do this, in the main program menu, select Data:

First, connect to the Algopack service in Data:

1. Find the connection to Algopack in the list of sources.

2. Double click on MoexAlgopack.

3. Enter the keys provided by MOEX.

4. Click "Connect".

Then create a data set:

1. Click on "Create data set".

2. Name the data set.

3. Select connection MoexAlgoPack.

4. Choose the timeframes you want to download.

5. Select the start and end date for the data set.

6. Enable the set by switching its mode to ON.

7. Click "Accept".

It will take some time, but the data from Algopack will load:

Good luck with your algorithms!

Os Engine support.