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                                            KevinPan

How to use vectorbt to be overweight and underweight backtesting?

Because the default setting for from_signal() is to buy once and sell once. I think @shihyu is asking how to buy again when the signal appears again, even if I've...

Open short position right after closing long position with full capital

I see. Thank for your quick reply! Another question: I would like to calculate the benchmark's mdd, sharpe ratio. Could it be done by `pf.stats()`? My current usage for `pf.stats()`:...