Oleg Polakow
Oleg Polakow
@GogeiD can you try with `replace` instead of `copy`? I'm not sure which version has what method, sorry.
Oh yes, this is because your `group_by` depends on the column level hierarchy. After your columns get flattened into an array of tuples, you lose the level namings, and so...
Kudos for testing this out! Being able to run talib from within njited code would fit perfectly to the idea of vectorbt, but as you see it seems to require...
Pass size_type=‘value’ (https://vectorbt.dev/docs/portfolio/enums.html#vectorbt.portfolio.enums.SizeType)
@systats * what is backer? * I assume drawdown metrics differ because of difference in starting capital and/or position size (more exposure leads to a greater risk) between packages. The...
@jmrichardson yes you can do this. Or you can generate your signals using open and execute using close within the same bar. There are many ways. Most examples in vectorbt...
vectorbt executes whatever you feed it because it assumes that you did your homework and your signal was generated prior to the order price. And this is fine if you're...
@shiosai close refers to C in OHLC, and we need to name it "close" because it's supposed to be the last known price at each bar. It's something that indicates...
We cannot use OHLC **instead** of close, but use open, high, and low **in addition** to close since you need to supply each piece of info as a separate array....
Hi @nsarang, 1. you can set `lock_cash` to True to lock the cash that was used to short (in backtrader this would be setting `shortcash` to False and preventing cash...